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ASPN vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

ASPN vs. ^NDX

Last updated May 12, 2025

Compare and contrast key facts about Aspen Aerogels, Inc. (ASPN) and NASDAQ 100 (^NDX).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASPN or ^NDX.

Correlation

The correlation between ASPN and ^NDX is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

ASPN vs. ^NDX - Performance Comparison

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

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Key characteristics

Daily Std Dev

ASPN:

261.22%

^NDX:

25.24%

Max Drawdown

ASPN:

-24.25%

^NDX:

-82.90%

Current Drawdown

ASPN:

-13.01%

^NDX:

-9.53%

Returns By Period

ASPN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^NDX

YTD

-4.52%

1M

7.34%

6M

-5.00%

1Y

10.46%

5Y*

17.17%

10Y*

16.19%

*Annualized

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Risk-Adjusted Performance

ASPN vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASPN
The Risk-Adjusted Performance Rank of ASPN is 33
Overall Rank
The Sharpe Ratio Rank of ASPN is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ASPN is 11
Sortino Ratio Rank
The Omega Ratio Rank of ASPN is 33
Omega Ratio Rank
The Calmar Ratio Rank of ASPN is 33
Calmar Ratio Rank
The Martin Ratio Rank of ASPN is 55
Martin Ratio Rank
^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6262
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASPN vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aspen Aerogels, Inc. (ASPN) and NASDAQ 100 (^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.

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Drawdowns

ASPN vs. ^NDX - Drawdown Comparison

The maximum ASPN drawdown since its inception was -24.25%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ASPN and ^NDX. For additional features, visit the drawdowns tool.

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Volatility

ASPN vs. ^NDX - Volatility Comparison

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