^XCMP vs. VOO
^XCMP (NASDAQ Composite Total Return Index) is an index, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ^XCMP returned 18.34%/yr vs 15.14%/yr for VOO. Their correlation of 0.93 means they have usually moved in the same direction.
Performance
^XCMP vs. VOO - 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 VOO's 10.16% return. Over the past 10 years, ^XCMP has outperformed VOO with an annualized return of 18.34%, while VOO has yielded a comparatively lower 15.14% 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%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
^XCMP vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ^XCMP and VOO is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.93 |
The correlation between ^XCMP and VOO has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
^XCMP vs. VOO — Risk / Return Rank
^XCMP
VOO
^XCMP vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.21 | -0.59 |
| Martin ratioReturn relative to average drawdown | 5.39 | 9.44 | -4.05 |
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Drawdowns
^XCMP vs. VOO - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -55.07%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^XCMP and VOO.
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Drawdown Indicators
| ^XCMP | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.07% | -33.99% | -21.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -8.90% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -24.16% | -18.69% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -35.83% | -24.52% | -11.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.83% | -33.99% | -1.84% |
Current DrawdownCurrent decline from peak | -6.27% | -1.38% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -3.67% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.08% | +1.80% |
Volatility
^XCMP vs. VOO - Volatility Comparison
NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 5.74% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that ^XCMP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^XCMP | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 3.54% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.70% | 10.10% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 12.82% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.76% | 16.93% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 18.01% | +4.10% |
Frequently Asked Questions
With a correlation of 0.95, ^XCMP and VOO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^XCMP has higher volatility (5.74%) compared to VOO (3.54%). In terms of maximum drawdown, ^XCMP dropped -55.07% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 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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