^XCMP vs. AAPL
^XCMP (NASDAQ Composite Total Return Index) is an index, while AAPL (Apple Inc) is a stock. Over the past 10 years, ^XCMP returned 18.34%/yr vs 29.23%/yr for AAPL. Their 0.65 correlation means they have sometimes moved together and sometimes differently.
Performance
^XCMP vs. AAPL - Performance Comparison
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Returns By Period
In the year-to-date period, ^XCMP achieves a 9.53% return, which is significantly lower than AAPL's 13.84% return. Over the past 10 years, ^XCMP has underperformed AAPL with an annualized return of 18.34%, while AAPL has yielded a comparatively higher 29.23% annualized return.
^XCMP
- 1D
- 1.01%
- 1M
- -1.76%
- 6M
- 8.48%
- YTD
- 9.53%
- 1Y
- 23.62%
- 3Y*
- 21.95%
- 5Y*
- 12.40%
- 10Y*
- 18.34%
- ALL TIME*
- 13.27%
AAPL
- 1D
- -7.35%
- 1M
- 0.09%
- 6M
- 19.27%
- YTD
- 13.84%
- 1Y
- 53.24%
- 3Y*
- 16.99%
- 5Y*
- 16.79%
- 10Y*
- 29.23%
- ALL TIME*
- 19.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
AAPL Apple Inc | $19.18B | $17.68B | $17.20B |
^XCMP vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^XCMP NASDAQ Composite Total Return Index | 9.53% | 21.14% | 29.57% | 44.64% | -32.54% | 22.18% | 44.92% | 36.69% | -2.84% | 29.64% |
AAPL Apple Inc | 13.84% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
Correlation
The correlation between ^XCMP and AAPL is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2003 | 0.65 |
Over the past year, the correlation between ^XCMP and AAPL has dropped to 0.43 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
^XCMP vs. AAPL — Risk / Return Rank
^XCMP
AAPL
^XCMP vs. AAPL - Risk-Adjusted Trends 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.
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.
| ^XCMP | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.60 | -1.98 |
| Martin ratioReturn relative to average drawdown | 5.39 | 8.56 | -3.17 |
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Drawdowns
^XCMP vs. AAPL - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -55.07%, 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.
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Drawdown Indicators
| ^XCMP | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -81.80% | +26.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -13.80% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -24.16% | -33.36% | +9.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.83% | -33.36% | -2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | -38.52% | +2.69% |
Current DrawdownCurrent decline from peak | -6.27% | -9.17% | +2.90% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -29.52% | +21.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 5.79% | -1.91% |
Volatility
^XCMP vs. AAPL - Volatility Comparison
The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 5.74%, while Apple Inc (AAPL) has a volatility of 11.52%. This indicates that ^XCMP experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^XCMP | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 11.52% | -5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 20.71% | -6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 25.91% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 28.02% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 29.12% | -7.01% |
Frequently Asked Questions
^XCMP and AAPL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (11.52%) compared to ^XCMP (5.74%). In terms of maximum drawdown, ^XCMP dropped -55.07% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (1.92 vs 1.14), 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.
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