PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^STOXX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^STOXX and ^NDX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

^STOXX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STOXX Europe 600 Index (^STOXX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.00%
9.17%
^STOXX
^NDX

Key characteristics

Sharpe Ratio

^STOXX:

0.85

^NDX:

1.47

Sortino Ratio

^STOXX:

1.19

^NDX:

1.99

Omega Ratio

^STOXX:

1.15

^NDX:

1.26

Calmar Ratio

^STOXX:

1.21

^NDX:

1.99

Martin Ratio

^STOXX:

3.76

^NDX:

6.87

Ulcer Index

^STOXX:

2.31%

^NDX:

3.93%

Daily Std Dev

^STOXX:

10.35%

^NDX:

18.35%

Max Drawdown

^STOXX:

-61.04%

^NDX:

-82.90%

Current Drawdown

^STOXX:

-0.40%

^NDX:

-2.40%

Returns By Period

In the year-to-date period, ^STOXX achieves a 3.62% return, which is significantly higher than ^NDX's 2.64% return. Over the past 10 years, ^STOXX has underperformed ^NDX with an annualized return of 3.51%, while ^NDX has yielded a comparatively higher 17.61% annualized return.


^STOXX

YTD

3.62%

1M

4.74%

6M

2.04%

1Y

11.23%

5Y*

4.51%

10Y*

3.51%

^NDX

YTD

2.64%

1M

1.30%

6M

9.17%

1Y

24.44%

5Y*

18.61%

10Y*

17.61%

*Annualized

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

^STOXX vs. ^NDX — Risk-Adjusted Performance Rank

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

^STOXX
The Risk-Adjusted Performance Rank of ^STOXX is 4545
Overall Rank
The Sharpe Ratio Rank of ^STOXX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ^STOXX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ^STOXX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of ^STOXX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of ^STOXX is 4848
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6363
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^STOXX vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and NASDAQ 100 (^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.


Sharpe ratio
The chart of Sharpe ratio for ^STOXX, currently valued at 0.34, compared to the broader market-0.500.000.501.001.502.002.500.341.28
The chart of Sortino ratio for ^STOXX, currently valued at 0.55, compared to the broader market0.001.002.003.000.551.77
The chart of Omega ratio for ^STOXX, currently valued at 1.06, compared to the broader market1.001.201.401.601.061.24
The chart of Calmar ratio for ^STOXX, currently valued at 0.36, compared to the broader market0.001.002.003.004.000.361.72
The chart of Martin ratio for ^STOXX, currently valued at 0.85, compared to the broader market0.005.0010.0015.0020.000.855.92
^STOXX
^NDX

The current ^STOXX Sharpe Ratio is 0.85, which is lower than the ^NDX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ^STOXX and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.34
1.28
^STOXX
^NDX

Drawdowns

^STOXX vs. ^NDX - Drawdown Comparison

The maximum ^STOXX drawdown since its inception was -61.04%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^STOXX and ^NDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.01%
-2.40%
^STOXX
^NDX

Volatility

^STOXX vs. ^NDX - Volatility Comparison

The current volatility for STOXX Europe 600 Index (^STOXX) is 3.44%, while NASDAQ 100 (^NDX) has a volatility of 5.25%. This indicates that ^STOXX 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
3.44%
5.25%
^STOXX
^NDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab