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^NDX vs. SWPPX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NDX and SWPPX is 0.87, 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.


-0.50.00.51.00.9

Performance

^NDX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 (^NDX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
8.54%
8.63%
^NDX
SWPPX

Key characteristics

Sharpe Ratio

^NDX:

1.52

SWPPX:

2.19

Sortino Ratio

^NDX:

2.06

SWPPX:

2.91

Omega Ratio

^NDX:

1.27

SWPPX:

1.40

Calmar Ratio

^NDX:

2.07

SWPPX:

3.34

Martin Ratio

^NDX:

7.16

SWPPX:

13.91

Ulcer Index

^NDX:

3.93%

SWPPX:

2.03%

Daily Std Dev

^NDX:

18.45%

SWPPX:

12.88%

Max Drawdown

^NDX:

-82.90%

SWPPX:

-55.06%

Current Drawdown

^NDX:

-2.97%

SWPPX:

-1.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^NDX having a 2.04% return and SWPPX slightly lower at 2.02%. Over the past 10 years, ^NDX has outperformed SWPPX with an annualized return of 17.55%, while SWPPX has yielded a comparatively lower 13.11% annualized return.


^NDX

YTD

2.04%

1M

0.71%

6M

8.16%

1Y

23.84%

5Y*

18.55%

10Y*

17.55%

SWPPX

YTD

2.02%

1M

1.20%

6M

8.46%

1Y

25.56%

5Y*

14.35%

10Y*

13.11%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

^NDX vs. SWPPX — Risk-Adjusted Performance Rank

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

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6565
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6565
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 9090
Overall Rank
The Sharpe Ratio Rank of SWPPX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 9292
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.

^NDX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) and Schwab S&P 500 Index Fund (SWPPX). 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 ^NDX, currently valued at 1.52, compared to the broader market-0.500.000.501.001.502.002.501.522.19
The chart of Sortino ratio for ^NDX, currently valued at 2.06, compared to the broader market0.001.002.003.002.062.91
The chart of Omega ratio for ^NDX, currently valued at 1.27, compared to the broader market1.001.201.401.271.40
The chart of Calmar ratio for ^NDX, currently valued at 2.07, compared to the broader market0.001.002.003.002.073.34
The chart of Martin ratio for ^NDX, currently valued at 7.16, compared to the broader market0.005.0010.0015.0020.007.1613.91
^NDX
SWPPX

The current ^NDX Sharpe Ratio is 1.52, which is lower than the SWPPX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ^NDX and SWPPX, 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.52
2.19
^NDX
SWPPX

Drawdowns

^NDX vs. SWPPX - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for ^NDX and SWPPX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.97%
-1.41%
^NDX
SWPPX

Volatility

^NDX vs. SWPPX - Volatility Comparison

NASDAQ 100 (^NDX) has a higher volatility of 6.45% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.06%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.45%
5.06%
^NDX
SWPPX
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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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