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^SPLRCS vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

^SPLRCS vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Staples Index (^SPLRCS) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^SPLRCS achieves a 5.88% return, which is significantly lower than ^NDX's 15.32% return. Over the past 10 years, ^SPLRCS has underperformed ^NDX with an annualized return of 5.28%, while ^NDX has yielded a comparatively higher 21.11% annualized return.


^SPLRCS

1D
0.77%
1M
-3.09%
YTD
5.88%
6M
5.19%
1Y
3.18%
3Y*
6.09%
5Y*
4.56%
10Y*
5.28%

^NDX

1D
-1.09%
1M
-2.85%
YTD
15.32%
6M
13.55%
1Y
29.72%
3Y*
24.90%
5Y*
15.21%
10Y*
21.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SPLRCS vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^SPLRCS
S&P 500 Consumer Staples Index
5.88%1.32%11.98%-2.16%-3.17%15.55%7.63%23.97%-11.15%10.46%
^NDX
NASDAQ 100 Index
15.32%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between ^SPLRCS and ^NDX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 12, 1989

0.47

The correlation between ^SPLRCS and ^NDX shifts across timeframes, from -0.14 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^SPLRCS vs. ^NDX — Risk / Return Rank

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

^SPLRCS
^SPLRCS Risk / Return Rank: 1111
Overall Rank
^SPLRCS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^SPLRCS Sortino Ratio Rank: 1010
Sortino Ratio Rank
^SPLRCS Omega Ratio Rank: 1010
Omega Ratio Rank
^SPLRCS Calmar Ratio Rank: 1212
Calmar Ratio Rank
^SPLRCS Martin Ratio Rank: 1212
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 6666
Overall Rank
^NDX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 6060
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6767
Omega Ratio Rank
^NDX Calmar Ratio Rank: 6969
Calmar Ratio Rank
^NDX Martin Ratio Rank: 6767
Martin Ratio Rank
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.

^SPLRCS vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Staples Index (^SPLRCS) and NASDAQ 100 Index (^NDX). 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.


^SPLRCS^NDXDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.01

1.29

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.02

2.46

-2.48

Martin ratioReturn relative to average drawdown

-0.04

8.99

-9.03

^SPLRCS vs. ^NDX - Sharpe Ratio Comparison

The current ^SPLRCS Sharpe Ratio is -0.02, which is lower than the ^NDX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ^SPLRCS and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^SPLRCS vs. ^NDX - Drawdown Comparison

The maximum ^SPLRCS drawdown since its inception was -40.76%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^SPLRCS and ^NDX.


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Drawdown Indicators


^SPLRCS^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-40.76%

-82.90%

+42.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-12.12%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-22.93%

+10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.69%

-35.56%

+17.87%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

-35.56%

+10.85%

Current Drawdown

Current decline from peak

-8.71%

-5.03%

-3.68%

Average Drawdown

Average peak-to-trough decline

-6.63%

-24.59%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.31%

+1.53%

Volatility

^SPLRCS vs. ^NDX - Volatility Comparison

The current volatility for S&P 500 Consumer Staples Index (^SPLRCS) is 4.51%, while NASDAQ 100 Index (^NDX) has a volatility of 8.98%. This indicates that ^SPLRCS experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^SPLRCS^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

8.98%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

14.58%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

18.01%

-5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

22.89%

-9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

22.63%

-7.83%

Frequently Asked Questions


^SPLRCS and ^NDX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^NDX has higher volatility (8.98%) compared to ^SPLRCS (4.51%). In terms of maximum drawdown, ^SPLRCS dropped -40.76% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.66 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^SPLRCS and ^NDX

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