^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.
Key characteristics
| ^SP500TR | ^IXIC | |
|---|---|---|
| YTD Return | 19.30% | 17.19% |
| 1Y Return | 28.44% | 28.33% |
| 3Y Return (Ann) | 9.72% | 5.05% |
| 5Y Return (Ann) | 15.27% | 16.58% |
| 10Y Return (Ann) | 12.93% | 14.41% |
| Sharpe Ratio | 2.11 | 1.47 |
| Daily Std Dev | 12.72% | 17.84% |
| Max Drawdown | -55.25% | -77.93% |
| Current Drawdown | -0.35% | -5.66% |
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
In the year-to-date period, ^SP500TR achieves a 19.30% return, which is significantly higher than ^IXIC's 17.19% return. Over the past 10 years, ^SP500TR has underperformed ^IXIC with an annualized return of 12.93%, while ^IXIC has yielded a comparatively higher 14.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^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 4.09%, while NASDAQ Composite (^IXIC) has a volatility of 6.22%. 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.