^NYA vs. ^NDX

In the year-to-date period, ^NYA achieves a 12.49% return, which is significantly lower than ^NDX's 25.46% return. Over the past 10 years, ^NYA has underperformed ^NDX with an annualized return of 5.68%, while ^NDX has yielded a comparatively higher 17.30% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and NASDAQ 100 (^NDX). 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 1.20, which is comparable to the ^NDX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ^NYA and ^NDX, 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 ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^NDX. For additional features, visit the drawdowns tool.

The current volatility for NYSE Composite (^NYA) is 3.38%, while NASDAQ 100 (^NDX) has a volatility of 5.30%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.