^SP500TR vs. ^IXIC
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or ^IXIC.
Correlation
The correlation between ^SP500TR and ^IXIC is 0.87, 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.
Performance
^SP500TR vs. ^IXIC - Performance Comparison
Key characteristics
^SP500TR:
1.87
^IXIC:
1.44
^SP500TR:
2.52
^IXIC:
1.95
^SP500TR:
1.34
^IXIC:
1.26
^SP500TR:
2.83
^IXIC:
2.02
^SP500TR:
11.72
^IXIC:
7.20
^SP500TR:
2.04%
^IXIC:
3.69%
^SP500TR:
12.76%
^IXIC:
18.38%
^SP500TR:
-55.25%
^IXIC:
-77.93%
^SP500TR:
-0.42%
^IXIC:
-1.05%
Returns By Period
In the year-to-date period, ^SP500TR achieves a 4.20% return, which is significantly higher than ^IXIC's 3.37% return. Over the past 10 years, ^SP500TR has underperformed ^IXIC with an annualized return of 13.29%, while ^IXIC has yielded a comparatively higher 14.98% annualized return.
^SP500TR
4.20%
1.25%
10.54%
24.47%
14.71%
13.29%
^IXIC
3.37%
1.04%
13.30%
28.12%
15.88%
14.98%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^SP500TR vs. ^IXIC — Risk-Adjusted Performance Rank
^SP500TR
^IXIC
^SP500TR vs. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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.
Drawdowns
^SP500TR vs. ^IXIC - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. ^IXIC - Volatility Comparison
The current volatility for S&P 500 Total Return (^SP500TR) is 3.00%, while NASDAQ Composite (^IXIC) has a volatility of 5.14%. This indicates that ^SP500TR 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.