^NDXT vs. ^IXIC

Last updated Apr 3, 2026

Compare and contrast key facts about NASDAQ 100 Technology Sector Index (^NDXT) and NASDAQ Composite (^IXIC).

Performance

^NDXT vs. ^IXIC - Performance Comparison

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

^NDXT vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NDXT NASDAQ 100 Technology Sector Index	-4.50%	22.46%	7.13%	66.70%	-39.93%	26.98%	38.17%	47.28%	-5.49%	36.68%
^IXIC NASDAQ Composite	-5.86%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, ^NDXT achieves a -4.50% return, which is significantly higher than ^IXIC's -5.86% return. Over the past 10 years, ^NDXT has outperformed ^IXIC with an annualized return of 17.78%, while ^IXIC has yielded a comparatively lower 16.16% annualized return.

^NDXT

• 1D: 0.27%
• 1M: -0.24%
• YTD: -4.50%
• 6M: -6.05%
• 1Y: 24.43%
• 3Y*: 19.36%
• 5Y*: 8.19%
• 10Y*: 17.78%

^IXIC

• 1D: 0.18%
• 1M: -2.83%
• YTD: -5.86%
• 6M: -4.22%
• 1Y: 24.31%
• 3Y*: 21.53%
• 5Y*: 10.17%
• 10Y*: 16.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^NDXT vs. ^IXIC — Risk / Return Rank

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

^NDXT

^NDXT Risk / Return Rank: 55
^NDXT Sharpe Ratio Rank: 47
^NDXT Sortino Ratio Rank: 55
^NDXT Omega Ratio Rank: 52
^NDXT Calmar Ratio Rank: 65
^NDXT Martin Ratio Rank: 53

^IXIC

^IXIC Risk / Return Rank: 74
^IXIC Sharpe Ratio Rank: 70
^IXIC Sortino Ratio Rank: 73
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 76
^IXIC Martin Ratio Rank: 77

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.

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

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) 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.

	^NDXT	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.81	1.05	-0.24
Sortino ratio Return per unit of downside risk	1.35	1.63	-0.28
Omega ratio Gain probability vs. loss probability	1.18	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.60	1.91	-0.31
Martin ratio Return relative to average drawdown	4.87	6.77	-1.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NDXT vs. ^IXIC - Sharpe Ratio Comparison

The current ^NDXT Sharpe Ratio is 0.81, which is comparable to the ^IXIC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ^NDXT and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^NDXT	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	1.05	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.46	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.74	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.51	-0.01

Correlation

The correlation between ^NDXT and ^IXIC 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.

Drawdowns

^NDXT vs. ^IXIC - Drawdown Comparison

The maximum ^NDXT drawdown since its inception was -59.34%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NDXT and ^IXIC.

Drawdown Indicators

	^NDXT	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-59.34%	-77.93%	+18.59%
Max Drawdown (1Y) Largest decline over 1 year	-16.08%	-13.21%	-2.87%
Max Drawdown (5Y) Largest decline over 5 years	-45.71%	-36.40%	-9.31%
Max Drawdown (10Y) Largest decline over 10 years	-45.71%	-36.40%	-9.31%
Current Drawdown Current decline from peak	-10.89%	-8.68%	-2.21%
Average Drawdown Average peak-to-trough decline	-9.95%	-21.46%	+11.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.30%	3.75%	+1.55%

Volatility

^NDXT vs. ^IXIC - Volatility Comparison

NASDAQ 100 Technology Sector Index (^NDXT) has a higher volatility of 8.31% compared to NASDAQ Composite (^IXIC) at 6.91%. This indicates that ^NDXT'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.

Volatility by Period

	^NDXT	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.31%	6.91%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	18.51%	13.09%	+5.42%
Volatility (1Y) Calculated over the trailing 1-year period	30.22%	23.32%	+6.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.47%	22.43%	+7.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.70%	21.96%	+5.74%