^IXIC vs. BZ=F

Last updated Apr 2, 2026

Compare and contrast key facts about NASDAQ Composite (^IXIC) and Crude Oil Brent (BZ=F).

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.

^IXIC vs. BZ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%
BZ=F Crude Oil Brent	64.83%	-18.48%	-3.12%	-10.32%	10.45%	50.15%	-21.52%	22.68%	-19.55%	17.69%

Returns By Period

In the year-to-date period, ^IXIC achieves a -6.03% return, which is significantly lower than BZ=F's 64.83% return. Over the past 10 years, ^IXIC has outperformed BZ=F with an annualized return of 16.09%, while BZ=F has yielded a comparatively lower 10.00% annualized return.

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

BZ=F

• 1D: -15.25%
• 1M: 29.02%
• YTD: 64.83%
• 6M: 53.48%
• 1Y: 34.65%
• 3Y*: 7.93%
• 5Y*: 9.11%
• 10Y*: 10.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^IXIC vs. BZ=F — Risk / Return Rank

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

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

BZ=F

BZ=F Risk / Return Rank: 26
BZ=F Sharpe Ratio Rank: 18
BZ=F Sortino Ratio Rank: 19
BZ=F Omega Ratio Rank: 19
BZ=F Calmar Ratio Rank: 44
BZ=F Martin Ratio Rank: 29

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^IXIC vs. BZ=F - Risk-Adjusted Trends 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.

	^IXIC	BZ=F	Difference
Sharpe ratio Return per unit of total volatility	1.08	0.72	+0.36
Sortino ratio Return per unit of downside risk	1.68	1.17	+0.51
Omega ratio Gain probability vs. loss probability	1.24	1.17	+0.07
Calmar ratio Return relative to maximum drawdown	1.98	2.20	-0.21
Martin ratio Return relative to average drawdown	7.07	3.87	+3.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^IXIC vs. BZ=F - Sharpe Ratio Comparison

The current ^IXIC Sharpe Ratio is 1.08, which is higher than the BZ=F Sharpe Ratio of 0.72. 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.

Sharpe Ratios by Period

	^IXIC	BZ=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.08	0.72	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.24	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.25	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.14	+0.37

Correlation

The correlation between ^IXIC and BZ=F is 0.09, 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.

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.

Drawdown Indicators

	^IXIC	BZ=F	Difference
Max Drawdown Largest peak-to-trough decline	-77.93%	-86.77%	+8.84%
Max Drawdown (1Y) Largest decline over 1 year	-13.26%	-23.58%	+10.32%
Max Drawdown (5Y) Largest decline over 5 years	-36.40%	-53.96%	+17.56%
Max Drawdown (10Y) Largest decline over 10 years	-36.40%	-77.60%	+41.20%
Current Drawdown Current decline from peak	-8.84%	-31.34%	+22.50%
Average Drawdown Average peak-to-trough decline	-21.46%	-41.03%	+19.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	13.39%	-9.68%

Volatility

^IXIC vs. BZ=F - Volatility Comparison

The current volatility for NASDAQ Composite (^IXIC) is 7.06%, while Crude Oil Brent (BZ=F) has a volatility of 32.42%. This indicates that ^IXIC experiences smaller price fluctuations and is considered to be less risky than BZ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^IXIC	BZ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.06%	32.42%	-25.36%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	37.17%	-24.08%
Volatility (1Y) Calculated over the trailing 1-year period	23.33%	42.17%	-18.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.44%	35.75%	-13.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.97%	38.57%	-16.60%