^XCMP vs. ADP

Last updated Apr 1, 2026

Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and Automatic Data Processing, Inc. (ADP).

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.

^XCMP vs. ADP - 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%
ADP Automatic Data Processing, Inc.	-20.36%	-10.18%	28.41%	-0.25%	-1.29%	42.60%	5.86%	32.71%	14.25%	16.54%

Returns By Period

In the year-to-date period, ^XCMP achieves a -6.96% return, which is significantly higher than ADP's -20.36% return. Over the past 10 years, ^XCMP has outperformed ADP with an annualized return of 16.99%, while ADP has yielded a comparatively lower 10.83% 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%

ADP

• 1D: -1.11%
• 1M: -4.43%
• YTD: -20.36%
• 6M: -29.75%
• 1Y: -31.83%
• 3Y*: -0.75%
• 5Y*: 3.61%
• 10Y*: 10.83%

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

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

^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

ADP

ADP Risk / Return Rank: 4
ADP Sharpe Ratio Rank: 1
ADP Sortino Ratio Rank: 2
ADP Omega Ratio Rank: 3
ADP Calmar Ratio Rank: 11
ADP Martin Ratio Rank: 5

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.

	^XCMP	ADP	Difference
Sharpe ratio Return per unit of total volatility	1.10	-1.42	+2.51
Sortino ratio Return per unit of downside risk	1.70	-1.98	+3.67
Omega ratio Gain probability vs. loss probability	1.24	0.75	+0.49
Calmar ratio Return relative to maximum drawdown	1.81	-0.83	+2.64
Martin ratio Return relative to average drawdown	7.22	-1.75	+8.97
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. ADP - Sharpe Ratio Comparison

The current ^XCMP Sharpe Ratio is 1.10, which is higher than the ADP Sharpe Ratio of -1.42. The chart below compares the historical Sharpe Ratios of ^XCMP and ADP, 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	ADP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	-1.42	+2.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.17	+0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.45	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.53	+0.20

Correlation

The correlation between ^XCMP and ADP is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^XCMP vs. ADP - Drawdown Comparison

The maximum ^XCMP drawdown since its inception was -35.83%, 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	-35.83%	-59.51%	+23.68%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-36.87%	+23.62%
Max Drawdown (5Y) Largest decline over 5 years	-35.83%	-36.87%	+1.04%
Max Drawdown (10Y) Largest decline over 10 years	-35.83%	-39.45%	+3.62%
Current Drawdown Current decline from peak	-9.62%	-36.27%	+26.65%
Average Drawdown Average peak-to-trough decline	-6.29%	-12.50%	+6.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.25%	17.59%	-14.34%

Volatility

^XCMP vs. ADP - Volatility Comparison

NASDAQ Composite Total Return Index (^XCMP) and Automatic Data Processing, Inc. (ADP) have volatilities of 6.98% and 7.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^XCMP	ADP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	7.22%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	16.74%	-3.70%
Volatility (1Y) Calculated over the trailing 1-year period	23.17%	22.58%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.41%	21.39%	+1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.95%	24.11%	-2.16%