^XCMP vs. ADP

Last updated Jul 11, 2026

^XCMP (NASDAQ Composite Total Return Index) is an index, while ADP (Automatic Data Processing, Inc.) is a stock. At a correlation of -0.17, they often move in opposite directions.

Performance

^XCMP vs. ADP - Performance Comparison

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

Returns By Period

^XCMP

• 1D: 0.29%
• 1M: 1.55%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ADP

• 1D: 0.27%
• 1M: 6.94%
• 6M: -7.61%
• YTD: -4.46%
• 1Y: -17.84%
• 3Y*: 4.67%
• 5Y*: 5.79%
• 10Y*: 12.25%

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

^XCMP vs. ADP - Yearly Performance Comparison

	2026 (YTD)
^XCMP NASDAQ Composite Total Return Index	0.07%
ADP Automatic Data Processing, Inc.	13.65%

Correlation

The correlation between ^XCMP and ADP is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 18, 2026	-0.17

Return for Risk

^XCMP vs. ADP — Risk / Return Rank

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

^XCMP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ADP

ADP Risk / Return Rank: 19
ADP Sharpe Ratio Rank: 12
ADP Sortino Ratio Rank: 13
ADP Omega Ratio Rank: 15
ADP Calmar Ratio Rank: 28
ADP Martin Ratio Rank: 27

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. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Automatic Data Processing, Inc. (ADP). 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	ADP	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.74	—
Sortino ratio: Return per unit of downside risk	—	-1.00	—
Omega ratio: Gain probability vs. loss probability	—	0.88	—
Calmar ratio: Return relative to maximum drawdown	—	-0.49	—
Martin ratio: Return relative to average drawdown	—	-0.88	—

Drawdowns

^XCMP vs. ADP - Drawdown Comparison

The maximum ^XCMP drawdown since its inception was -7.07%, smaller than the maximum ADP drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for ^XCMP and ADP.

Drawdown Indicators

	^XCMP	ADP	Difference
Max Drawdown Largest peak-to-trough decline	-7.07%	-59.51%	+52.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-38.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-40.78%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.78%	—
Current Drawdown Current decline from peak	-2.93%	-23.54%	+20.61%
Average Drawdown Average peak-to-trough decline	-2.91%	-12.62%	+9.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.35%	—

Volatility

Volatility by Period

	^XCMP	ADP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	22.44%	25.21%	-2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.44%	22.34%	+0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.44%	24.56%	-2.12%

Frequently Asked Questions

Can I hold both ^XCMP and ADP in my portfolio?

^XCMP and ADP have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.