^NYA vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite (^NYA) and NASDAQ 100 Index (^NDX).

Performance

^NYA vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite (^NYA) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

^NYA vs. ^NDX - 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%
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, ^NYA achieves a 0.80% return, which is significantly higher than ^NDX's -4.87% return. Over the past 10 years, ^NYA has underperformed ^NDX with an annualized return of 8.06%, while ^NDX has yielded a comparatively higher 18.15% 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%

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

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

Return for Risk

^NYA vs. ^NDX — 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

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX 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. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and NASDAQ 100 Index (^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.

	^NYA	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.91	1.04	-0.13
Sortino ratio Return per unit of downside risk	1.34	1.62	-0.28
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.03
Calmar ratio Return relative to maximum drawdown	1.20	1.93	-0.74
Martin ratio Return relative to average drawdown	5.36	7.05	-1.69
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. ^NDX - Sharpe Ratio Comparison

The current ^NYA Sharpe Ratio is 0.91, which is comparable to the ^NDX Sharpe Ratio of 1.04. 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.

Sharpe Ratios by Period

	^NYA	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	1.04	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.56	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.81	-0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.55	-0.14

Correlation

The correlation between ^NYA and ^NDX is 0.74, 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. ^NDX - Drawdown Comparison

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.

Drawdown Indicators

	^NYA	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-59.01%	-82.90%	+23.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.00%	-12.72%	+0.72%
Max Drawdown (5Y) Largest decline over 5 years	-22.37%	-35.56%	+13.19%
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	-35.56%	-2.55%
Current Drawdown Current decline from peak	-5.71%	-8.04%	+2.33%
Average Drawdown Average peak-to-trough decline	-9.90%	-24.72%	+14.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	3.49%	-0.81%

Volatility

^NYA vs. ^NDX - Volatility Comparison

The current volatility for NYSE Composite (^NYA) is 4.78%, while NASDAQ 100 Index (^NDX) has a volatility of 6.65%. 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.

Volatility by Period

	^NYA	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	6.65%	-1.87%
Volatility (6M) Calculated over the trailing 6-month period	8.68%	12.93%	-4.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	22.77%	-7.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	22.61%	-7.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	22.48%	-5.59%