^NYATR vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite Total Return (^NYATR) and NASDAQ Composite (^IXIC).

Performance

^NYATR vs. ^IXIC - Performance Comparison

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

^NYATR vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYATR NYSE Composite Total Return	1.36%	17.70%	15.79%	13.77%	-9.35%	20.68%	6.99%	25.51%	-8.95%	18.73%
^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, ^NYATR achieves a 1.36% return, which is significantly higher than ^IXIC's -6.03% return. Over the past 10 years, ^NYATR has underperformed ^IXIC with an annualized return of 10.66%, while ^IXIC has yielded a comparatively higher 16.09% annualized return.

^NYATR

• 1D: 0.42%
• 1M: -5.00%
• YTD: 1.36%
• 6M: 3.56%
• 1Y: 16.77%
• 3Y*: 15.54%
• 5Y*: 9.52%
• 10Y*: 10.66%

^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

^NYATR vs. ^IXIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NYATR

^NYATR Risk / Return Rank: 69
^NYATR Sharpe Ratio Rank: 71
^NYATR Sortino Ratio Rank: 70
^NYATR Omega Ratio Rank: 75
^NYATR Calmar Ratio Rank: 55
^NYATR Martin Ratio Rank: 72

^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.

^NYATR vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite Total Return (^NYATR) 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.

	^NYATR	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	1.07	1.08	-0.02
Sortino ratio Return per unit of downside risk	1.54	1.68	-0.14
Omega ratio Gain probability vs. loss probability	1.23	1.24	-0.01
Calmar ratio Return relative to maximum drawdown	1.40	1.98	-0.58
Martin ratio Return relative to average drawdown	6.40	7.07	-0.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NYATR vs. ^IXIC - Sharpe Ratio Comparison

The current ^NYATR Sharpe Ratio is 1.07, which is comparable to the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ^NYATR 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

	^NYATR	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	1.08	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.45	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.73	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.51	+0.12

Correlation

The correlation between ^NYATR and ^IXIC is 0.78, 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

^NYATR vs. ^IXIC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was -37.81%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NYATR and ^IXIC.

Drawdown Indicators

	^NYATR	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-37.81%	-77.93%	+40.12%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-13.26%	+1.28%
Max Drawdown (5Y) Largest decline over 5 years	-20.95%	-36.40%	+15.45%
Max Drawdown (10Y) Largest decline over 10 years	-37.81%	-36.40%	-1.41%
Current Drawdown Current decline from peak	-5.42%	-8.84%	+3.42%
Average Drawdown Average peak-to-trough decline	-4.00%	-21.46%	+17.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	3.71%	-1.08%

Volatility

^NYATR vs. ^IXIC - Volatility Comparison

The current volatility for NYSE Composite Total Return (^NYATR) is 4.81%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. This indicates that ^NYATR 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

	^NYATR	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	7.06%	-2.25%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	13.09%	-4.40%
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	14.84%	22.44%	-7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	21.97%	-5.08%