^XCMP vs. ADP
^XCMP (NASDAQ Composite Total Return Index) is an index, while ADP (Automatic Data Processing, Inc.) is a stock. Over the past 10 years, ^XCMP returned 18.34%/yr vs 14.19%/yr for ADP. Their 0.57 correlation means they have sometimes moved together and sometimes differently.
Performance
^XCMP vs. ADP - Performance Comparison
Loading charts...
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%
Liquidity Comparison
| Position | Avg. 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) | 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% |
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
^XCMP vs. ADP — Risk / Return Rank
^XCMP
ADP
^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 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ^XCMP | ADP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.27% | -15.78% | +9.51% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -12.63% | +4.64% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| ^XCMP | ADP | Difference | |
|---|---|---|---|
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.
Find the right allocation for ^XCMP and ADP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer