^NQROBO vs. ^XCMP

Last updated Apr 1, 2026

Compare and contrast key facts about Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and NASDAQ Composite Total Return Index (^XCMP).

Performance

^NQROBO vs. ^XCMP - Performance Comparison

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

^NQROBO vs. ^XCMP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NQROBO Nasdaq CTA Artificial Intelligence & Robotics	-11.71%	15.10%	-0.80%	27.16%	-34.94%	9.94%	45.85%	33.93%	-11.27%	-0.00%
^XCMP NASDAQ Composite Total Return Index	-6.96%	21.14%	29.57%	44.64%	-32.54%	22.18%	44.92%	36.69%	-2.84%	-0.85%

Returns By Period

In the year-to-date period, ^NQROBO achieves a -11.71% return, which is significantly lower than ^XCMP's -6.96% return.

^NQROBO

• 1D: 2.95%
• 1M: -10.29%
• YTD: -11.71%
• 6M: -13.33%
• 1Y: 12.95%
• 3Y*: 2.61%
• 5Y*: -2.77%
• 10Y*: —

^XCMP

• 1D: 3.83%
• 1M: -4.68%
• YTD: -6.96%
• 6M: -4.43%
• 1Y: 25.60%
• 3Y*: 21.75%
• 5Y*: 10.69%
• 10Y*: 16.99%

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

Return for Risk

^NQROBO vs. ^XCMP — Risk / Return Rank

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

^NQROBO

^NQROBO Risk / Return Rank: 37
^NQROBO Sharpe Ratio Rank: 36
^NQROBO Sortino Ratio Rank: 36
^NQROBO Omega Ratio Rank: 35
^NQROBO Calmar Ratio Rank: 40
^NQROBO Martin Ratio Rank: 39

^XCMP

^XCMP Risk / Return Rank: 80
^XCMP Sharpe Ratio Rank: 78
^XCMP Sortino Ratio Rank: 82
^XCMP Omega Ratio Rank: 81
^XCMP Calmar Ratio Rank: 76
^XCMP Martin Ratio Rank: 84

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. ^XCMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) and NASDAQ Composite Total Return Index (^XCMP). 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	^XCMP	Difference
Sharpe ratio Return per unit of total volatility	0.54	1.10	-0.56
Sortino ratio Return per unit of downside risk	0.92	1.70	-0.78
Omega ratio Gain probability vs. loss probability	1.11	1.24	-0.13
Calmar ratio Return relative to maximum drawdown	0.87	1.81	-0.94
Martin ratio Return relative to average drawdown	2.89	7.22	-4.32
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. ^XCMP - Sharpe Ratio Comparison

The current ^NQROBO Sharpe Ratio is 0.54, which is lower than the ^XCMP Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ^NQROBO and ^XCMP, 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	^XCMP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.10	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.12	0.48	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.73	-0.47

Correlation

The correlation between ^NQROBO and ^XCMP is 0.83, 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. ^XCMP - Drawdown Comparison

The maximum ^NQROBO drawdown since its inception was -44.12%, which is greater than ^XCMP's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for ^NQROBO and ^XCMP.

Drawdown Indicators

	^NQROBO	^XCMP	Difference
Max Drawdown Largest peak-to-trough decline	-44.12%	-35.83%	-8.29%
Max Drawdown (1Y) Largest decline over 1 year	-21.28%	-13.25%	-8.03%
Max Drawdown (5Y) Largest decline over 5 years	-42.99%	-35.83%	-7.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.83%	—
Current Drawdown Current decline from peak	-22.27%	-9.62%	-12.65%
Average Drawdown Average peak-to-trough decline	-16.15%	-6.29%	-9.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.40%	3.25%	+3.15%

Volatility

^NQROBO vs. ^XCMP - Volatility Comparison

The current volatility for Nasdaq CTA Artificial Intelligence & Robotics (^NQROBO) is 6.57%, while NASDAQ Composite Total Return Index (^XCMP) has a volatility of 6.98%. This indicates that ^NQROBO experiences smaller price fluctuations and is considered to be less risky than ^XCMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NQROBO	^XCMP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.57%	6.98%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	15.65%	13.04%	+2.61%
Volatility (1Y) Calculated over the trailing 1-year period	23.54%	23.17%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.95%	22.41%	-0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.11%	21.95%	+0.16%