^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:
0.73
^IXIC:
0.56
^SP500TR:
1.13
^IXIC:
0.94
^SP500TR:
1.17
^IXIC:
1.13
^SP500TR:
0.75
^IXIC:
0.59
^SP500TR:
2.98
^IXIC:
1.99
^SP500TR:
4.74%
^IXIC:
7.22%
^SP500TR:
19.40%
^IXIC:
25.65%
^SP500TR:
-55.25%
^IXIC:
-77.93%
^SP500TR:
-7.80%
^IXIC:
-11.55%
Returns By Period
In the year-to-date period, ^SP500TR achieves a -3.52% return, which is significantly higher than ^IXIC's -7.59% return. Over the past 10 years, ^SP500TR has underperformed ^IXIC with an annualized return of 12.35%, while ^IXIC has yielded a comparatively higher 13.61% annualized return.
^SP500TR
-3.52%
11.44%
-0.43%
11.69%
16.53%
12.35%
^IXIC
-7.59%
14.48%
-1.85%
10.45%
15.11%
13.61%
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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 13.19%, while NASDAQ Composite (^IXIC) has a volatility of 15.79%. 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.