^NYATR vs. ^IXIC

Last updated Jul 11, 2026

^NYATR (NYSE Composite Total Return) and ^IXIC (NASDAQ Composite) are both indexes.

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.

Returns By Period

^NYATR

• 1D: 0.22%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^IXIC

• 1D: 0.29%
• 1M: 1.52%
• 6M: 11.03%
• YTD: 13.08%
• 1Y: 27.67%
• 3Y*: 24.07%
• 5Y*: 12.32%
• 10Y*: 18.00%

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

^NYATR vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)
^NYATR NYSE Composite Total Return	0.22%
^IXIC NASDAQ Composite	0.29%

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^IXIC

^IXIC Risk / Return Rank: 60
^IXIC Sharpe Ratio Rank: 60
^IXIC Sortino Ratio Rank: 58
^IXIC Omega Ratio Rank: 60
^IXIC Calmar Ratio Rank: 57
^IXIC Martin Ratio Rank: 64

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.

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.

	^NYATR	^IXIC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.55	—
Sortino ratio: Return per unit of downside risk	—	2.13	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.08	—
Martin ratio: Return relative to average drawdown	—	7.50	—

Drawdowns

^NYATR vs. ^IXIC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was 0.00%, 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	0.00%	-77.93%	+77.93%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.21%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-36.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.40%	—
Current Drawdown Current decline from peak	0.00%	-3.00%	+3.00%
Average Drawdown Average peak-to-trough decline	0.00%	-21.37%	+21.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.66%	—

Volatility

Volatility by Period

	^NYATR	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.89%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.16%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	17.72%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.68%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.06%	—