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^XCMP vs. ADP
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ^XCMP achieves a 9.53% return, which is significantly higher than ADP's 5.24% return. Over the past 10 years, ^XCMP has outperformed ADP with an annualized return of 18.34%, while ADP has yielded a comparatively lower 14.19% 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%

ADP

1D
0.98%
1M
9.98%
6M
9.68%
YTD
5.24%
1Y
-8.85%
3Y*
4.81%
5Y*
7.24%
10Y*
14.19%
ALL TIME*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$692.52M$605.05M$636.26M

^XCMP vs. ADP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^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%
ADP
Automatic Data Processing, Inc.
5.24%-10.18%28.41%-0.25%-1.29%42.60%5.86%32.71%14.25%16.54%

Correlation

The correlation between ^XCMP and ADP is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (10Y)
Provides a long-term view across more market conditions.

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2003

0.57

The correlation between ^XCMP and ADP shifts across timeframes, from -0.07 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^XCMP vs. ADP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

^XCMP
^XCMP Risk / Return Rank: 4040
Overall Rank
^XCMP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
^XCMP Sortino Ratio Rank: 4040
Sortino Ratio Rank
^XCMP Omega Ratio Rank: 4040
Omega Ratio Rank
^XCMP Calmar Ratio Rank: 4141
Calmar Ratio Rank
^XCMP Martin Ratio Rank: 4141
Martin Ratio Rank

ADP
ADP Risk / Return Rank: 2828
Overall Rank
ADP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ADP Sortino Ratio Rank: 2222
Sortino Ratio Rank
ADP Omega Ratio Rank: 2323
Omega Ratio Rank
ADP Calmar Ratio Rank: 3434
Calmar Ratio Rank
ADP Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^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.


^XCMPADPDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.20

0.95

+0.26

Calmar ratioReturn relative to maximum drawdown

1.62

-0.31

+1.92

Martin ratioReturn relative to average drawdown

5.39

-0.54

+5.93

^XCMP vs. ADP - Sharpe Ratio Comparison

The current ^XCMP Sharpe Ratio is 1.14, which is higher than the ADP Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ^XCMP and ADP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^XCMP vs. ADP - Drawdown Comparison

The maximum ^XCMP drawdown since its inception was -55.07%, 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.


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Drawdown Indicators


^XCMPADPDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-59.51%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-37.68%

+24.72%

Max Drawdown (3Y)

Largest decline over 3 years

-24.16%

-40.78%

+16.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.83%

-40.78%

+4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.83%

-40.78%

+4.95%

Current Drawdown

Current decline from peak

-6.27%

-15.78%

+9.51%

Average Drawdown

Average peak-to-trough decline

-7.99%

-12.63%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

21.40%

-17.52%

Volatility

^XCMP vs. ADP - Volatility Comparison

The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 5.74%, while Automatic Data Processing, Inc. (ADP) has a volatility of 10.56%. This indicates that ^XCMP experiences smaller price fluctuations and is considered to be less risky than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^XCMPADPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

10.56%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.70%

23.32%

-8.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

26.92%

-8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

22.72%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

24.71%

-2.60%

Frequently Asked Questions


^XCMP and ADP have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADP has higher volatility (10.56%) compared to ^XCMP (5.74%). In terms of maximum drawdown, ^XCMP dropped -55.07% vs ADP's -59.51%.

^XCMP currently has the higher Sharpe Ratio (1.14 vs -0.43), 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.

Portfolio Optimizer

Find the right allocation for ^XCMP and ADP

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