^NQROBO vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and S&P 500 Index (^GSPC).

Performance

^NQROBO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

^NQROBO vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NQROBO Nasdaq CTA Artificial Intelligence & Robotics	-9.77%	15.10%	-0.80%	27.16%	-34.94%	9.94%	45.85%	33.93%	-11.27%	-0.00%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	-0.29%

Returns By Period

In the year-to-date period, ^NQROBO achieves a -9.77% return, which is significantly lower than ^GSPC's -3.95% return.

^NQROBO

• 1D: 2.20%
• 1M: -7.74%
• YTD: -9.77%
• 6M: -12.39%
• 1Y: 14.54%
• 3Y*: 3.36%
• 5Y*: -2.39%
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

^NQROBO vs. ^GSPC — Risk / Return Rank

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

^NQROBO

^NQROBO Risk / Return Rank: 38
^NQROBO Sharpe Ratio Rank: 36
^NQROBO Sortino Ratio Rank: 36
^NQROBO Omega Ratio Rank: 36
^NQROBO Calmar Ratio Rank: 41
^NQROBO Martin Ratio Rank: 42

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC 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.

^NQROBO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and S&P 500 Index (^GSPC). 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.

	^NQROBO	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.92	-0.32
Sortino ratio Return per unit of downside risk	1.00	1.41	-0.41
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.09
Calmar ratio Return relative to maximum drawdown	1.09	1.41	-0.32
Martin ratio Return relative to average drawdown	3.58	6.61	-3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NQROBO vs. ^GSPC - Sharpe Ratio Comparison

The current ^NQROBO Sharpe Ratio is 0.60, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ^NQROBO and ^GSPC, 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

	^NQROBO	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.92	-0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	0.61	-0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.46	-0.19

Correlation

The correlation between ^NQROBO and ^GSPC is 0.80, 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

^NQROBO vs. ^GSPC - Drawdown Comparison

The maximum ^NQROBO drawdown since its inception was -44.12%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^NQROBO and ^GSPC.

Drawdown Indicators

	^NQROBO	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-44.12%	-56.78%	+12.66%
Max Drawdown (1Y) Largest decline over 1 year	-21.28%	-12.14%	-9.14%
Max Drawdown (5Y) Largest decline over 5 years	-42.99%	-25.43%	-17.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-20.56%	-5.78%	-14.78%
Average Drawdown Average peak-to-trough decline	-16.16%	-10.75%	-5.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.49%	2.60%	+3.89%

Volatility

^NQROBO vs. ^GSPC - Volatility Comparison

Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) has a higher volatility of 6.79% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ^NQROBO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NQROBO	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.79%	5.37%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	15.78%	9.55%	+6.23%
Volatility (1Y) Calculated over the trailing 1-year period	23.56%	18.33%	+5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.96%	16.90%	+5.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.12%	18.05%	+4.07%