PortfoliosLab logoPortfoliosLab logo
^NDX vs. ^IXIC
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDX vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Index (^NDX) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ^NDX achieves a 20.42% return, which is significantly higher than ^IXIC's 14.09% return. Over the past 10 years, ^NDX has outperformed ^IXIC with an annualized return of 21.32%, while ^IXIC has yielded a comparatively lower 18.55% annualized return.


^NDX

1D
2.48%
1M
5.51%
YTD
20.42%
6M
21.53%
1Y
39.99%
3Y*
26.32%
5Y*
16.70%
10Y*
21.32%

^IXIC

1D
1.91%
1M
2.50%
YTD
14.09%
6M
15.26%
1Y
35.67%
3Y*
24.66%
5Y*
13.58%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDX vs. ^IXIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDX
NASDAQ 100 Index
20.42%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%
^IXIC
NASDAQ Composite
14.09%20.36%28.64%43.42%-33.10%21.39%43.64%35.23%-3.88%28.24%

Correlation

The correlation between ^NDX and ^IXIC is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 1, 1985

0.97

The correlation between ^NDX and ^IXIC has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

^NDX vs. ^IXIC — Risk / Return Rank

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

^NDX
^NDX Risk / Return Rank: 8282
Overall Rank
^NDX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8383
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8282
Martin Ratio Rank

^IXIC
^IXIC Risk / Return Rank: 7373
Overall Rank
^IXIC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7474
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7777
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 6868
Martin Ratio Rank
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.

^NDX vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and NASDAQ Composite (^IXIC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^NDX^IXICDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.31

2.71

+0.60

Martin ratioReturn relative to average drawdown

12.29

10.24

+2.04

^NDX vs. ^IXIC - Sharpe Ratio Comparison

The current ^NDX Sharpe Ratio is 2.27, which is comparable to the ^IXIC Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of ^NDX and ^IXIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

^NDX vs. ^IXIC - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NDX and ^IXIC.


Loading charts...

Drawdown Indicators


^NDX^IXICDifference

Max Drawdown

Largest peak-to-trough decline

-82.90%

-77.93%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-13.21%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-22.93%

-24.32%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-36.40%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-36.40%

+0.84%

Current Drawdown

Current decline from peak

-0.83%

-2.13%

+1.30%

Average Drawdown

Average peak-to-trough decline

-24.60%

-21.39%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.49%

-0.23%

Volatility

^NDX vs. ^IXIC - Volatility Comparison

NASDAQ 100 Index (^NDX) has a higher volatility of 8.49% compared to NASDAQ Composite (^IXIC) at 7.36%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


^NDX^IXICDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

7.36%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

13.78%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

17.39%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.84%

22.61%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.65%

22.10%

+0.55%

Frequently Asked Questions


With a correlation of 0.98, ^NDX and ^IXIC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^NDX has higher volatility (8.49%) compared to ^IXIC (7.36%). In terms of maximum drawdown, ^NDX dropped -82.90% vs ^IXIC's -77.93%.

^NDX currently has the higher Sharpe Ratio (2.27 vs 2.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^NDX and ^IXIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer