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

Correlation

The correlation between CETF and ^NDX is 0.11, 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.


Performance

CETF vs. ^NDX - Performance Comparison

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

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Key characteristics

Returns By Period


CETF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

^NDX

YTD

1.56%

1M

9.04%

6M

1.96%

1Y

15.12%

3Y*

19.07%

5Y*

17.43%

10Y*

16.82%

*Annualized

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DriveWealth NYSE 100 Index ETF

NASDAQ 100

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CETF vs. ^NDX — Risk-Adjusted Performance Rank

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

CETF
The Risk-Adjusted Performance Rank of CETF is 5959
Overall Rank
The Sharpe Ratio Rank of CETF is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of CETF is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CETF is 9898
Omega Ratio Rank
The Calmar Ratio Rank of CETF is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CETF is 2222
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 5757
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 5858
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.

CETF vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DriveWealth NYSE 100 Index ETF (CETF) 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

CETF vs. ^NDX - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CETF vs. ^NDX - Volatility Comparison


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