^NYA vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite (^NYA) and S&P 500 Index (^GSPC).

Performance

^NYA vs. ^GSPC - Performance Comparison

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

^NYA vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYA NYSE Composite	0.80%	15.22%	13.32%	10.99%	-11.53%	18.17%	4.40%	22.32%	-11.20%	15.84%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ^NYA achieves a 0.80% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, ^NYA has underperformed ^GSPC with an annualized return of 8.06%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

^NYA

• 1D: 0.41%
• 1M: -5.26%
• YTD: 0.80%
• 6M: 2.50%
• 1Y: 14.34%
• 3Y*: 12.99%
• 5Y*: 7.09%
• 10Y*: 8.06%

^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

^NYA vs. ^GSPC — Risk / Return Rank

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

^NYA

^NYA Risk / Return Rank: 57
^NYA Sharpe Ratio Rank: 61
^NYA Sortino Ratio Rank: 56
^NYA Omega Ratio Rank: 59
^NYA Calmar Ratio Rank: 47
^NYA Martin Ratio Rank: 61

^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.

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

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) 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.

	^NYA	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.92	0.00
Sortino ratio Return per unit of downside risk	1.34	1.41	-0.07
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.20	1.41	-0.22
Martin ratio Return relative to average drawdown	5.36	6.61	-1.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NYA vs. ^GSPC - Sharpe Ratio Comparison

The current ^NYA Sharpe Ratio is 0.91, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ^NYA 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

	^NYA	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	0.92	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.61	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.68	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.46	-0.05

Correlation

The correlation between ^NYA and ^GSPC is 0.96, 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

^NYA vs. ^GSPC - Drawdown Comparison

The maximum ^NYA drawdown since its inception was -59.01%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^GSPC.

Drawdown Indicators

	^NYA	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-59.01%	-56.78%	-2.23%
Max Drawdown (1Y) Largest decline over 1 year	-12.00%	-12.14%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	-22.37%	-25.43%	+3.06%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-33.92%	-4.19%
Current Drawdown Current decline from peak	-5.71%	-5.78%	+0.07%
Average Drawdown Average peak-to-trough decline	-9.90%	-10.75%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.60%	+0.08%

Volatility

^NYA vs. ^GSPC - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 4.78%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NYA	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	5.37%	-0.59%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	9.55%	-0.87%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	18.33%	-2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	16.90%	-2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	18.05%	-1.16%