^XCMP vs. ^NDX
Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCMP or ^NDX.
Correlation
The correlation between ^XCMP and ^NDX is 0.98, 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
^XCMP vs. ^NDX - Performance Comparison
Key characteristics
^XCMP:
1.15
^NDX:
1.25
^XCMP:
1.59
^NDX:
1.72
^XCMP:
1.22
^NDX:
1.23
^XCMP:
1.58
^NDX:
1.71
^XCMP:
5.39
^NDX:
5.85
^XCMP:
3.85%
^NDX:
3.97%
^XCMP:
18.09%
^NDX:
18.58%
^XCMP:
-35.83%
^NDX:
-82.90%
^XCMP:
-3.12%
^NDX:
-2.53%
Returns By Period
In the year-to-date period, ^XCMP achieves a 1.18% return, which is significantly lower than ^NDX's 2.86% return. Over the past 10 years, ^XCMP has underperformed ^NDX with an annualized return of 15.72%, while ^NDX has yielded a comparatively higher 17.16% annualized return.
^XCMP
1.18%
-2.37%
9.57%
22.56%
16.09%
15.72%
^NDX
2.86%
-1.09%
9.60%
20.05%
18.05%
17.16%
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
^XCMP vs. ^NDX — Risk-Adjusted Performance Rank
^XCMP
^NDX
^XCMP vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) 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.
Drawdowns
^XCMP vs. ^NDX - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^XCMP and ^NDX. For additional features, visit the drawdowns tool.
Volatility
^XCMP vs. ^NDX - Volatility Comparison
NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 5.43% compared to NASDAQ 100 (^NDX) at 5.12%. This indicates that ^XCMP's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.