^NYA vs. GOOG
^NYA (NYSE Composite) is an index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, ^NYA returned 8.50%/yr vs 25.03%/yr for GOOG. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
^NYA vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, ^NYA achieves a 9.56% return, which is significantly lower than GOOG's 13.80% return. Over the past 10 years, ^NYA has underperformed GOOG with an annualized return of 8.50%, while GOOG has yielded a comparatively higher 25.03% annualized return.
^NYA
- 1D
- -0.13%
- 1M
- 0.63%
- 6M
- 6.11%
- YTD
- 9.56%
- 1Y
- 18.95%
- 3Y*
- 13.80%
- 5Y*
- 7.74%
- 10Y*
- 8.50%
- ALL TIME*
- 6.91%
GOOG
- 1D
- 6.88%
- 1M
- 0.13%
- 6M
- 5.49%
- YTD
- 13.80%
- 1Y
- 88.30%
- 3Y*
- 39.73%
- 5Y*
- 21.62%
- 10Y*
- 25.03%
- ALL TIME*
- 22.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NYA NYSE Composite | $114.19T | $116.44T | $129.51T |
GOOG Alphabet Inc | $7.78B | $6.87B | $7.98B |
^NYA vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^NYA NYSE Composite | 9.56% | 15.22% | 13.32% | 10.99% | -11.53% | 18.17% | 4.40% | 22.32% | -11.20% | 15.84% |
GOOG Alphabet Inc | 13.80% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between ^NYA and GOOG is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.53 |
The correlation between ^NYA and GOOG shifts across timeframes, from 0.35 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^NYA vs. GOOG — Risk / Return Rank
^NYA
GOOG
^NYA vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Alphabet Inc (GOOG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^NYA | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 4.14 | -1.97 |
| Martin ratioReturn relative to average drawdown | 8.18 | 11.53 | -3.36 |
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Drawdowns
^NYA vs. GOOG - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ^NYA and GOOG.
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Drawdown Indicators
| ^NYA | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.01% | -44.60% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -20.75% | +12.49% |
Max Drawdown (3Y)Largest decline over 3 years | -15.21% | -29.35% | +14.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.37% | -44.60% | +22.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -44.60% | +6.49% |
Current DrawdownCurrent decline from peak | -0.50% | -10.57% | +10.07% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -8.93% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 7.44% | -5.25% |
Volatility
^NYA vs. GOOG - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 2.65%, while Alphabet Inc (GOOG) has a volatility of 13.08%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^NYA | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 13.08% | -10.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.76% | 24.59% | -15.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 31.77% | -20.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 31.80% | -16.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 29.34% | -12.53% |
Frequently Asked Questions
^NYA and GOOG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (13.08%) compared to ^NYA (2.65%). In terms of maximum drawdown, ^NYA dropped -59.01% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (2.71 vs 1.60), 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.
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