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^IXIC vs. BZ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IXIC and BZ=F is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

^IXIC vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.21%
-5.81%
^IXIC
BZ=F

Key characteristics

Sharpe Ratio

^IXIC:

1.35

BZ=F:

-0.69

Sortino Ratio

^IXIC:

1.83

BZ=F:

-0.84

Omega Ratio

^IXIC:

1.25

BZ=F:

0.90

Calmar Ratio

^IXIC:

1.89

BZ=F:

-0.32

Martin Ratio

^IXIC:

6.74

BZ=F:

-1.17

Ulcer Index

^IXIC:

3.69%

BZ=F:

14.53%

Daily Std Dev

^IXIC:

18.52%

BZ=F:

23.78%

Max Drawdown

^IXIC:

-77.93%

BZ=F:

-86.77%

Current Drawdown

^IXIC:

-3.22%

BZ=F:

-49.05%

Returns By Period

In the year-to-date period, ^IXIC achieves a 1.10% return, which is significantly higher than BZ=F's -0.28% return. Over the past 10 years, ^IXIC has outperformed BZ=F with an annualized return of 14.70%, while BZ=F has yielded a comparatively lower 2.32% annualized return.


^IXIC

YTD

1.10%

1M

-2.43%

6M

9.21%

1Y

21.71%

5Y*

15.35%

10Y*

14.70%

BZ=F

YTD

-0.28%

1M

-4.76%

6M

-5.81%

1Y

-11.04%

5Y*

4.66%

10Y*

2.32%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^IXIC vs. BZ=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6666
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6969
Martin Ratio Rank

BZ=F
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IXIC vs. BZ=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ^IXIC, currently valued at 1.07, compared to the broader market0-0.500.000.501.001.502.002.501.07
The chart of Sortino ratio for ^IXIC, currently valued at 1.48, compared to the broader market00.001.002.003.001.48
The chart of Omega ratio for ^IXIC, currently valued at 1.22, compared to the broader market01.001.101.201.301.401.501.22
The chart of Calmar ratio for ^IXIC, currently valued at 1.43, compared to the broader market0.001.002.003.001.43-0.32
The chart of Martin ratio for ^IXIC, currently valued at 4.93, compared to the broader market00.005.0010.0015.0020.004.93
^IXIC
BZ=F

The current ^IXIC Sharpe Ratio is 1.35, which is higher than the BZ=F Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ^IXIC and BZ=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.07
-0.69
^IXIC
BZ=F

Drawdowns

^IXIC vs. BZ=F - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum BZ=F drawdown of -86.77%. Use the drawdown chart below to compare losses from any high point for ^IXIC and BZ=F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.22%
-49.05%
^IXIC
BZ=F

Volatility

^IXIC vs. BZ=F - Volatility Comparison

NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F) have volatilities of 5.43% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.43%
5.33%
^IXIC
BZ=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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