^XCMP vs. AAPL
Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCMP or AAPL.
Key characteristics
| ^XCMP | AAPL | |
|---|---|---|
| YTD Return | 18.43% | 16.00% |
| 1Y Return | 27.95% | 27.26% |
| 3Y Return (Ann) | 6.33% | 15.21% |
| 5Y Return (Ann) | 17.51% | 33.33% |
| 10Y Return (Ann) | 15.62% | 25.87% |
| Sharpe Ratio | 2.06 | 1.29 |
| Daily Std Dev | 17.55% | 21.96% |
| Max Drawdown | -35.83% | -81.80% |
| Current Drawdown | -5.03% | -5.14% |
Correlation
The correlation between ^XCMP and AAPL is 0.70, 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. AAPL - Performance Comparison
In the year-to-date period, ^XCMP achieves a 18.43% return, which is significantly higher than AAPL's 16.00% return. Over the past 10 years, ^XCMP has underperformed AAPL with an annualized return of 15.62%, while AAPL has yielded a comparatively higher 25.87% 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
^XCMP vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Apple Inc (AAPL). 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. AAPL - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^XCMP and AAPL. For additional features, visit the drawdowns tool.
Volatility
^XCMP vs. AAPL - Volatility Comparison
NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 6.19% compared to Apple Inc (AAPL) at 4.07%. This indicates that ^XCMP's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.