^SP100 vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 100 Index (^SP100) and NASDAQ Composite (^IXIC).

Performance

^SP100 vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 100 Index (^SP100) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

^SP100 vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SP100 S&P 100 Index	-6.49%	18.76%	29.25%	30.83%	-22.12%	27.55%	19.30%	29.47%	-5.86%	19.34%
^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, ^SP100 achieves a -6.49% return, which is significantly lower than ^IXIC's -6.03% return. Over the past 10 years, ^SP100 has underperformed ^IXIC with an annualized return of 13.32%, while ^IXIC has yielded a comparatively higher 16.09% annualized return.

^SP100

• 1D: 0.73%
• 1M: -4.22%
• YTD: -6.49%
• 6M: -4.06%
• 1Y: 17.96%
• 3Y*: 19.64%
• 5Y*: 11.98%
• 10Y*: 13.32%

^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

^SP100 vs. ^IXIC — Risk / Return Rank

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

^SP100

^SP100 Risk / Return Rank: 66
^SP100 Sharpe Ratio Rank: 63
^SP100 Sortino Ratio Rank: 65
^SP100 Omega Ratio Rank: 69
^SP100 Calmar Ratio Rank: 65
^SP100 Martin Ratio Rank: 69

^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.

^SP100 vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) 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.

	^SP100	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.93	1.08	-0.15
Sortino ratio Return per unit of downside risk	1.46	1.68	-0.22
Omega ratio Gain probability vs. loss probability	1.22	1.24	-0.02
Calmar ratio Return relative to maximum drawdown	1.53	1.98	-0.45
Martin ratio Return relative to average drawdown	5.98	7.07	-1.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SP100 vs. ^IXIC - Sharpe Ratio Comparison

The current ^SP100 Sharpe Ratio is 0.93, which is comparable to the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ^SP100 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

	^SP100	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	1.08	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.45	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.73	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.51	+0.02

Correlation

The correlation between ^SP100 and ^IXIC is 0.83, 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

^SP100 vs. ^IXIC - Drawdown Comparison

The maximum ^SP100 drawdown since its inception was -61.31%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^SP100 and ^IXIC.

Drawdown Indicators

	^SP100	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-61.31%	-77.93%	+16.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.08%	-13.26%	+1.18%
Max Drawdown (5Y) Largest decline over 5 years	-27.23%	-36.40%	+9.17%
Max Drawdown (10Y) Largest decline over 10 years	-31.53%	-36.40%	+4.87%
Current Drawdown Current decline from peak	-7.80%	-8.84%	+1.04%
Average Drawdown Average peak-to-trough decline	-12.71%	-21.46%	+8.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	3.71%	-0.62%

Volatility

^SP100 vs. ^IXIC - Volatility Comparison

The current volatility for S&P 100 Index (^SP100) is 5.63%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. This indicates that ^SP100 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

	^SP100	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.63%	7.06%	-1.43%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	13.09%	-3.02%
Volatility (1Y) Calculated over the trailing 1-year period	19.34%	23.33%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	22.44%	-4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.44%	21.97%	-3.53%