^NYA vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite (^NYA) and NASDAQ Composite (^IXIC).

Performance

^NYA vs. ^IXIC - Performance Comparison

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

^NYA vs. ^IXIC - 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%
^IXIC NASDAQ Composite	-6.03%	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, ^NYA achieves a 0.80% return, which is significantly higher than ^IXIC's -6.03% return. Over the past 10 years, ^NYA has underperformed ^IXIC with an annualized return of 8.06%, while ^IXIC has yielded a comparatively higher 16.09% 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%

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

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

Return for Risk

^NYA vs. ^IXIC — 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

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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. ^IXIC - Risk-Adjusted Trends Comparison

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.

	^NYA	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.91	1.08	-0.17
Sortino ratio Return per unit of downside risk	1.34	1.68	-0.34
Omega ratio Gain probability vs. loss probability	1.20	1.24	-0.04
Calmar ratio Return relative to maximum drawdown	1.20	1.98	-0.78
Martin ratio Return relative to average drawdown	5.36	7.07	-1.72
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. ^IXIC - Sharpe Ratio Comparison

The current ^NYA Sharpe Ratio is 0.91, which is comparable to the ^IXIC Sharpe Ratio of 1.08. 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.

Sharpe Ratios by Period

	^NYA	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	1.08	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.45	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.73	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.51	-0.10

Correlation

The correlation between ^NYA and ^IXIC is 0.79, 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. ^IXIC - Drawdown Comparison

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.

Drawdown Indicators

	^NYA	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-59.01%	-77.93%	+18.92%
Max Drawdown (1Y) Largest decline over 1 year	-12.00%	-13.26%	+1.26%
Max Drawdown (5Y) Largest decline over 5 years	-22.37%	-36.40%	+14.03%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-36.40%	-1.71%
Current Drawdown Current decline from peak	-5.71%	-8.84%	+3.13%
Average Drawdown Average peak-to-trough decline	-9.90%	-21.46%	+11.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	3.71%	-1.03%

Volatility

^NYA vs. ^IXIC - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 4.78%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. 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.

Volatility by Period

	^NYA	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	7.06%	-2.28%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	13.09%	-4.41%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	23.33%	-7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	22.44%	-7.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	21.97%	-5.08%