^IXIC vs. SWKS

In the year-to-date period, ^IXIC achieves a -1.03% return, which is significantly higher than SWKS's -17.64% return. Over the past 10 years, ^IXIC has outperformed SWKS with an annualized return of 14.21%, while SWKS has yielded a comparatively lower -1.69% annualized return.

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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.

The current ^IXIC Sharpe Ratio is 0.55, which is higher than the SWKS Sharpe Ratio of -0.41. 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.

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.

The current volatility for NASDAQ Composite (^IXIC) is 7.89%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 9.54%. This indicates that ^IXIC experiences smaller price fluctuations and is considered to be less risky than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.