^NYA vs. ^IXIC

In the year-to-date period, ^NYA achieves a 3.22% return, which is significantly higher than ^IXIC's -3.12% return. Over the past 10 years, ^NYA has underperformed ^IXIC with an annualized return of 5.81%, while ^IXIC has yielded a comparatively higher 14.04% annualized return.

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

The current ^NYA Sharpe Ratio is 0.53, which is comparable to the ^IXIC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^NYA 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.

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^IXIC. For additional features, visit the drawdowns tool.

The current volatility for NYSE Composite (^NYA) is 4.79%, while NASDAQ Composite (^IXIC) has a volatility of 7.95%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.