BZ=F vs. ^IXIC

Last updated Apr 3, 2026

Compare and contrast key facts about Crude Oil Brent (BZ=F) and NASDAQ Composite (^IXIC).

Performance

BZ=F vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil Brent (BZ=F) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

BZ=F vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BZ=F Crude Oil Brent	79.21%	-18.48%	-3.12%	-10.32%	10.45%	50.15%	-21.52%	22.68%	-19.55%	17.69%
^IXIC NASDAQ Composite	-5.86%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, BZ=F achieves a 79.21% return, which is significantly higher than ^IXIC's -5.86% return. Over the past 10 years, BZ=F has underperformed ^IXIC with an annualized return of 11.21%, while ^IXIC has yielded a comparatively higher 16.16% annualized return.

BZ=F

• 1D: 7.80%
• 1M: 33.97%
• YTD: 79.21%
• 6M: 70.10%
• 1Y: 45.50%
• 3Y*: 8.69%
• 5Y*: 10.95%
• 10Y*: 11.21%

^IXIC

• 1D: 0.18%
• 1M: -2.83%
• YTD: -5.86%
• 6M: -4.22%
• 1Y: 24.31%
• 3Y*: 21.53%
• 5Y*: 10.17%
• 10Y*: 16.16%

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

Return for Risk

BZ=F vs. ^IXIC — Risk / Return Rank

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

BZ=F

BZ=F Risk / Return Rank: 52
BZ=F Sharpe Ratio Rank: 46
BZ=F Sortino Ratio Rank: 45
BZ=F Omega Ratio Rank: 43
BZ=F Calmar Ratio Rank: 85
BZ=F Martin Ratio Rank: 41

^IXIC

^IXIC Risk / Return Rank: 74
^IXIC Sharpe Ratio Rank: 70
^IXIC Sortino Ratio Rank: 73
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 76
^IXIC Martin Ratio Rank: 77

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.

BZ=F vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) and NASDAQ Composite (^IXIC). 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.

	BZ=F	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.93	1.05	-0.12
Sortino ratio Return per unit of downside risk	1.42	1.63	-0.21
Omega ratio Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	2.93	1.91	+1.01
Martin ratio Return relative to average drawdown	5.15	6.77	-1.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BZ=F vs. ^IXIC - Sharpe Ratio Comparison

The current BZ=F Sharpe Ratio is 0.93, which is comparable to the ^IXIC Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BZ=F and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BZ=F	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	1.05	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.46	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.74	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.51	-0.36

Correlation

The correlation between BZ=F and ^IXIC is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

BZ=F vs. ^IXIC - Drawdown Comparison

The maximum BZ=F drawdown since its inception was -86.77%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for BZ=F and ^IXIC.

Drawdown Indicators

	BZ=F	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-86.77%	-77.93%	-8.84%
Max Drawdown (1Y) Largest decline over 1 year	-23.58%	-13.21%	-10.37%
Max Drawdown (5Y) Largest decline over 5 years	-53.96%	-36.40%	-17.56%
Max Drawdown (10Y) Largest decline over 10 years	-77.60%	-36.40%	-41.20%
Current Drawdown Current decline from peak	-25.35%	-8.68%	-16.67%
Average Drawdown Average peak-to-trough decline	-41.03%	-21.46%	-19.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.39%	3.75%	+9.64%

Volatility

BZ=F vs. ^IXIC - Volatility Comparison

Crude Oil Brent (BZ=F) has a higher volatility of 32.56% compared to NASDAQ Composite (^IXIC) at 6.91%. This indicates that BZ=F's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BZ=F	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.56%	6.91%	+25.65%
Volatility (6M) Calculated over the trailing 6-month period	37.42%	13.09%	+24.33%
Volatility (1Y) Calculated over the trailing 1-year period	42.56%	23.32%	+19.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.84%	22.43%	+13.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.61%	21.96%	+16.65%