^NYATR vs. ^IXIC
^NYATR (NYSE Composite Total Return) and ^IXIC (NASDAQ Composite) are both indexes.
Performance
^NYATR vs. ^IXIC - Performance Comparison
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Returns By Period
^NYATR
- 1D
- -0.13%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
^IXIC
- 1D
- 1.00%
- 1M
- -1.78%
- 6M
- 8.15%
- YTD
- 9.17%
- 1Y
- 22.88%
- 3Y*
- 21.11%
- 5Y*
- 11.58%
- 10Y*
- 17.32%
- ALL TIME*
- 10.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^IXIC NASDAQ Composite | $206.58T | $204.81T | $251.66T |
| $0.00 | $0.00 | $0.00 |
^NYATR vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^NYATR NYSE Composite Total Return | -0.13% |
^IXIC NASDAQ Composite | 1.00% |
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Return for Risk
^NYATR vs. ^IXIC — Risk / Return Rank
^NYATR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
^IXIC
^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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.53 | — |
| Martin ratioReturn relative to average drawdown | — | 5.08 | — |
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Drawdowns
^NYATR vs. ^IXIC - Drawdown Comparison
The maximum ^NYATR drawdown since its inception was -0.13%, 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.
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Drawdown Indicators
| ^NYATR | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.13% | -77.93% | +77.80% |
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 DrawdownCurrent decline from peak | -0.13% | -6.35% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -0.13% | -21.35% | +21.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.98% | — |
Volatility
^NYATR vs. ^IXIC - Volatility Comparison
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Volatility by Period
| ^NYATR | ^IXIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 18.43% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 22.76% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 22.11% | — |
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