^NYA vs. ^IXIC

Last updated Jun 4, 2026

^NYA (NYSE Composite) and ^IXIC (NASDAQ Composite) are both indexes. Over the past 10 years, ^NYA returned 8.30%/yr vs 18.44%/yr for ^IXIC. A 0.79 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, ^NYA achieves a 5.78% return, which is significantly lower than ^IXIC's 15.54% return. Over the past 10 years, ^NYA has underperformed ^IXIC with an annualized return of 8.30%, while ^IXIC has yielded a comparatively higher 18.44% annualized return.

^NYA

• 1D: -0.87%
• 1M: 1.67%
• YTD: 5.78%
• 6M: 6.75%
• 1Y: 16.89%
• 3Y*: 14.90%
• 5Y*: 6.85%
• 10Y*: 8.30%

^IXIC

• 1D: -0.89%
• 1M: 7.13%
• YTD: 15.54%
• 6M: 14.50%
• 1Y: 38.43%
• 3Y*: 26.58%
• 5Y*: 14.22%
• 10Y*: 18.44%

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

^NYA vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYA NYSE Composite	5.78%	15.22%	13.32%	10.99%	-11.53%	18.17%	4.40%	22.32%	-11.20%	15.84%
^IXIC NASDAQ Composite	15.54%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Correlation

The correlation between ^NYA and ^IXIC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Feb 8, 1971	0.79

The correlation between ^NYA and ^IXIC shifts across timeframes, from 0.62 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

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: 53
^NYA Sharpe Ratio Rank: 51
^NYA Sortino Ratio Rank: 53
^NYA Omega Ratio Rank: 53
^NYA Calmar Ratio Rank: 53
^NYA Martin Ratio Rank: 55

^IXIC

^IXIC Risk / Return Rank: 72
^IXIC Sharpe Ratio Rank: 77
^IXIC Sortino Ratio Rank: 72
^IXIC Omega Ratio Rank: 73
^IXIC Calmar Ratio Rank: 67
^IXIC Martin Ratio Rank: 72

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	1.54	2.38	-0.84
Sortino ratio Return per unit of downside risk	2.21	3.13	-0.92
Omega ratio Gain probability vs. loss probability	1.28	1.41	-0.13
Calmar ratio Return relative to maximum drawdown	2.05	2.92	-0.87
Martin ratio Return relative to average drawdown	7.60	11.39	-3.79
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 1.54, which is lower than the ^IXIC Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ^NYA and ^IXIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^NYA	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.54	2.38	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.64	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.84	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.53	-0.11

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	-8.26%	-13.21%	+4.95%
Max Drawdown (3Y) Largest decline over 3 years	-15.21%	-24.32%	+9.11%
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	-1.06%	-0.89%	-0.17%
Average Drawdown Average peak-to-trough decline	-9.87%	-21.40%	+11.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	3.38%	-1.15%

Volatility

^NYA vs. ^IXIC - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 2.94%, while NASDAQ Composite (^IXIC) has a volatility of 4.28%. 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	2.94%	4.28%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	8.58%	12.13%	-3.55%
Volatility (1Y) Calculated over the trailing 1-year period	11.04%	16.25%	-5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	22.43%	-7.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	22.01%	-5.12%

Frequently Asked Questions

Can I hold both ^NYA and ^IXIC in my portfolio?

^NYA and ^IXIC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^NYA or ^IXIC?

^IXIC has higher volatility (4.28%) compared to ^NYA (2.94%). In terms of maximum drawdown, ^NYA dropped -59.01% vs ^IXIC's -77.93%.

Which has better risk-adjusted returns?

^IXIC currently has the higher Sharpe Ratio (2.38 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.