^IXIC vs. VOO
Compare and contrast key facts about NASDAQ Composite (^IXIC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or VOO.
Performance
^IXIC vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ^IXIC having a 25.18% return and VOO slightly lower at 25.02%. Over the past 10 years, ^IXIC has outperformed VOO with an annualized return of 14.88%, while VOO has yielded a comparatively lower 13.11% annualized return.
^IXIC
25.18%
1.63%
11.89%
33.03%
17.18%
14.88%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| ^IXIC | VOO | |
|---|---|---|
| Sharpe Ratio | 1.89 | 2.67 |
| Sortino Ratio | 2.50 | 3.56 |
| Omega Ratio | 1.34 | 1.50 |
| Calmar Ratio | 2.52 | 3.85 |
| Martin Ratio | 9.39 | 17.51 |
| Ulcer Index | 3.53% | 1.86% |
| Daily Std Dev | 17.55% | 12.23% |
| Max Drawdown | -77.93% | -33.99% |
| Current Drawdown | -2.63% | -1.76% |
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Correlation
The correlation between ^IXIC and VOO is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
^IXIC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Vanguard S&P 500 ETF (VOO). 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.
Drawdowns
^IXIC vs. VOO - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^IXIC and VOO. For additional features, visit the drawdowns tool.
Volatility
^IXIC vs. VOO - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 5.78% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.