^XCMP vs. ^NDX

Last updated Apr 1, 2026

Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and NASDAQ 100 Index (^NDX).

Performance

^XCMP vs. ^NDX - Performance Comparison

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

^XCMP vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^XCMP NASDAQ Composite Total Return Index	-6.96%	21.14%	29.57%	44.64%	-32.54%	22.18%	44.92%	36.69%	-2.84%	29.64%
^NDX NASDAQ 100 Index	-5.98%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, ^XCMP achieves a -6.96% return, which is significantly lower than ^NDX's -5.98% return. Over the past 10 years, ^XCMP has underperformed ^NDX with an annualized return of 16.99%, while ^NDX has yielded a comparatively higher 18.01% annualized return.

^XCMP

• 1D: 3.83%
• 1M: -4.68%
• YTD: -6.96%
• 6M: -4.43%
• 1Y: 25.60%
• 3Y*: 21.75%
• 5Y*: 10.69%
• 10Y*: 16.99%

^NDX

• 1D: 3.43%
• 1M: -4.89%
• YTD: -5.98%
• 6M: -3.81%
• 1Y: 23.14%
• 3Y*: 21.67%
• 5Y*: 12.24%
• 10Y*: 18.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^XCMP vs. ^NDX — Risk / Return Rank

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

^XCMP

^XCMP Risk / Return Rank: 80
^XCMP Sharpe Ratio Rank: 78
^XCMP Sortino Ratio Rank: 82
^XCMP Omega Ratio Rank: 81
^XCMP Calmar Ratio Rank: 76
^XCMP Martin Ratio Rank: 84

^NDX

^NDX Risk / Return Rank: 80
^NDX Sharpe Ratio Rank: 75
^NDX Sortino Ratio Rank: 82
^NDX Omega Ratio Rank: 80
^NDX Calmar Ratio Rank: 80
^NDX Martin Ratio Rank: 85

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.

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

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) 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.

	^XCMP	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.10	1.02	+0.07
Sortino ratio Return per unit of downside risk	1.70	1.60	+0.10
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.02
Calmar ratio Return relative to maximum drawdown	1.81	1.82	-0.01
Martin ratio Return relative to average drawdown	7.22	6.70	+0.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^XCMP vs. ^NDX - Sharpe Ratio Comparison

The current ^XCMP Sharpe Ratio is 1.10, which is comparable to the ^NDX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of ^XCMP 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.

Sharpe Ratios by Period

	^XCMP	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.02	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.54	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.80	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.55	+0.18

Correlation

The correlation between ^XCMP and ^NDX is 0.99, 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.

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.

Drawdown Indicators

	^XCMP	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-35.83%	-82.90%	+47.07%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-12.72%	-0.53%
Max Drawdown (5Y) Largest decline over 5 years	-35.83%	-35.56%	-0.27%
Max Drawdown (10Y) Largest decline over 10 years	-35.83%	-35.56%	-0.27%
Current Drawdown Current decline from peak	-9.62%	-9.11%	-0.51%
Average Drawdown Average peak-to-trough decline	-6.29%	-24.72%	+18.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.25%	3.45%	-0.20%

Volatility

^XCMP vs. ^NDX - Volatility Comparison

NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 6.98% compared to NASDAQ 100 Index (^NDX) at 6.57%. 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.

Volatility by Period

	^XCMP	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	6.57%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	12.88%	+0.16%
Volatility (1Y) Calculated over the trailing 1-year period	23.17%	22.75%	+0.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.41%	22.62%	-0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	22.48%	-0.53%