^XNDX vs. ^NDX

Last updated Jul 14, 2026

^XNDX (NASDAQ 100 Total Return Index) and ^NDX (NASDAQ 100 Index) are both indexes.

Performance

^XNDX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^XNDX

• 1D: -0.70%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^NDX

• 1D: -1.88%
• 1M: -1.25%
• 6M: 13.48%
• YTD: 15.90%
• 1Y: 28.46%
• 3Y*: 23.42%
• 5Y*: 14.45%
• 10Y*: 20.35%

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

^XNDX vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)
^XNDX NASDAQ 100 Total Return Index	-0.70%
^NDX NASDAQ 100 Index	-1.88%

Return for Risk

^XNDX vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XNDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

^NDX

^NDX Risk / Return Rank: 65
^NDX Sharpe Ratio Rank: 62
^NDX Sortino Ratio Rank: 57
^NDX Omega Ratio Rank: 61
^NDX Calmar Ratio Rank: 75
^NDX Martin Ratio Rank: 70

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.

^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 ratio: Return per unit of total volatility	—	1.54	—
Sortino ratio: Return per unit of downside risk	—	2.09	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.36	—
Martin ratio: Return relative to average drawdown	—	8.42	—

Drawdowns

^XNDX vs. ^NDX - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -0.70%, 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.

Drawdown Indicators

	^XNDX	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-0.70%	-82.90%	+82.20%
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 Drawdown Current decline from peak	-0.70%	-4.55%	+3.85%
Average Drawdown Average peak-to-trough decline	-0.70%	-24.57%	+23.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.39%	—

Volatility

Volatility by Period

	^XNDX	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.41%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	18.58%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.99%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.67%	—