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^XNDX vs. NFTY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XNDX vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Total Return Index (^XNDX) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^XNDX

1D
-0.37%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

NFTY

1D
0.95%
1M
1.96%
YTD
-6.42%
6M
-6.00%
1Y
-6.40%
3Y*
6.64%
5Y*
5.92%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XNDX vs. NFTY - Yearly Performance Comparison


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Return for Risk

^XNDX vs. NFTY — 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.


NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 55
Martin Ratio Rank
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. NFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Total Return Index (^XNDX) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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.


^XNDXNFTYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.40

Martin ratioReturn relative to average drawdown

-0.97

^XNDX vs. NFTY - Sharpe Ratio Comparison


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Drawdowns

^XNDX vs. NFTY - Drawdown Comparison

The maximum ^XNDX drawdown since its inception was -0.37%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for ^XNDX and NFTY.


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Drawdown Indicators


^XNDXNFTYDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-47.67%

+47.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.14%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-0.37%

-14.45%

+14.08%

Average Drawdown

Average peak-to-trough decline

-0.37%

-9.60%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

Volatility

^XNDX vs. NFTY - Volatility Comparison


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Volatility by Period


^XNDXNFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

Portfolio Optimizer

Find the right allocation for ^XNDX and NFTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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