^XNDX vs. ^NDX
^XNDX (NASDAQ-100 Total Return Index) and ^NDX (NASDAQ 100 Index) are both indexes.
Performance
^XNDX vs. ^NDX - Performance Comparison
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Returns By Period
^XNDX
- 1D
- -0.61%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
^NDX
- 1D
- 0.60%
- 1M
- -3.60%
- 6M
- 10.65%
- YTD
- 11.98%
- 1Y
- 24.21%
- 3Y*
- 21.62%
- 5Y*
- 13.58%
- 10Y*
- 19.61%
- ALL TIME*
- 14.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NDX NASDAQ 100 Index | $205.94T | $218.36T | $280.11T |
| $0.00 | $0.00 | $0.00 |
^XNDX vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^XNDX NASDAQ-100 Total Return Index | -0.61% |
^NDX NASDAQ 100 Index | 0.60% |
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Return for Risk
^XNDX vs. ^NDX — Risk / Return Rank
^XNDX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
^NDX
^XNDX vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ-100 Total Return Index (^XNDX) and NASDAQ 100 Index (^NDX). 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.
| ^XNDX | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.80 | — |
| Martin ratioReturn relative to average drawdown | — | 5.76 | — |
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Drawdowns
^XNDX vs. ^NDX - Drawdown Comparison
The maximum ^XNDX drawdown since its inception was -0.61%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^XNDX and ^NDX.
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Drawdown Indicators
| ^XNDX | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.61% | -82.90% | +82.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.12% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.56% | — |
Current DrawdownCurrent decline from peak | -0.61% | -7.78% | +7.17% |
Average DrawdownAverage peak-to-trough decline | -0.61% | -24.55% | +23.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.79% | — |
Volatility
^XNDX vs. ^NDX - Volatility Comparison
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Volatility by Period
| ^XNDX | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.99% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 19.37% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 23.09% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 22.73% | — |
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