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^IXIC vs. SWKS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IXIC and SWKS is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

^IXIC vs. SWKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and Skyworks Solutions, Inc. (SWKS). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%AugustSeptemberOctoberNovemberDecember2025
7,699.67%
1,797.81%
^IXIC
SWKS

Key characteristics

Sharpe Ratio

^IXIC:

1.75

SWKS:

-0.11

Sortino Ratio

^IXIC:

2.31

SWKS:

0.09

Omega Ratio

^IXIC:

1.31

SWKS:

1.01

Calmar Ratio

^IXIC:

2.44

SWKS:

-0.07

Martin Ratio

^IXIC:

8.82

SWKS:

-0.25

Ulcer Index

^IXIC:

3.64%

SWKS:

15.74%

Daily Std Dev

^IXIC:

18.34%

SWKS:

35.63%

Max Drawdown

^IXIC:

-77.93%

SWKS:

-96.12%

Current Drawdown

^IXIC:

-2.70%

SWKS:

-48.92%

Returns By Period

In the year-to-date period, ^IXIC achieves a 1.65% return, which is significantly lower than SWKS's 5.59% return. Over the past 10 years, ^IXIC has outperformed SWKS with an annualized return of 15.49%, while SWKS has yielded a comparatively lower 4.00% annualized return.


^IXIC

YTD

1.65%

1M

1.33%

6M

10.74%

1Y

28.21%

5Y*

15.93%

10Y*

15.49%

SWKS

YTD

5.59%

1M

5.62%

6M

-16.85%

1Y

-7.15%

5Y*

-3.53%

10Y*

4.00%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^IXIC vs. SWKS — 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 7777
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 7979
Martin Ratio Rank

SWKS
The Risk-Adjusted Performance Rank of SWKS is 3838
Overall Rank
The Sharpe Ratio Rank of SWKS is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SWKS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SWKS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SWKS is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SWKS is 4141
Martin Ratio Rank
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. SWKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Skyworks Solutions, Inc. (SWKS). 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 1.75, compared to the broader market-0.500.000.501.001.502.002.501.75-0.11
The chart of Sortino ratio for ^IXIC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.002.310.09
The chart of Omega ratio for ^IXIC, currently valued at 1.31, compared to the broader market1.001.201.401.311.01
The chart of Calmar ratio for ^IXIC, currently valued at 2.44, compared to the broader market0.001.002.003.002.44-0.07
The chart of Martin ratio for ^IXIC, currently valued at 8.82, compared to the broader market0.005.0010.0015.0020.008.82-0.25
^IXIC
SWKS

The current ^IXIC Sharpe Ratio is 1.75, which is higher than the SWKS Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ^IXIC and SWKS, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.75
-0.11
^IXIC
SWKS

Drawdowns

^IXIC vs. SWKS - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum SWKS drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for ^IXIC and SWKS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.70%
-48.92%
^IXIC
SWKS

Volatility

^IXIC vs. SWKS - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 6.58% compared to Skyworks Solutions, Inc. (SWKS) at 6.25%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.58%
6.25%
^IXIC
SWKS
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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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