EPAM vs. NASDX
Compare and contrast key facts about EPAM Systems, Inc. (EPAM) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPAM or NASDX.
Key characteristics
| EPAM | NASDX | |
|---|---|---|
| YTD Return | -20.88% | 3.76% |
| 1Y Return | -15.68% | 32.44% |
| 3Y Return (Ann) | -19.95% | 8.42% |
| 5Y Return (Ann) | 6.10% | 18.30% |
| 10Y Return (Ann) | 21.86% | 17.67% |
| Sharpe Ratio | -0.41 | 2.02 |
| Daily Std Dev | 40.61% | 16.43% |
| Max Drawdown | -75.64% | -81.69% |
| Current Drawdown | -67.21% | -4.93% |
Correlation
The correlation between EPAM and NASDX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EPAM vs. NASDX - Performance Comparison
In the year-to-date period, EPAM achieves a -20.88% return, which is significantly lower than NASDX's 3.76% return. Over the past 10 years, EPAM has outperformed NASDX with an annualized return of 21.86%, while NASDX has yielded a comparatively lower 17.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPAM vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
Dividends
EPAM vs. NASDX - Dividend Comparison
EPAM has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 7.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPAM EPAM Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 7.28% | 7.53% | 3.75% | 2.40% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% | 1.02% | 0.72% |
Drawdowns
EPAM vs. NASDX - Drawdown Comparison
The maximum EPAM drawdown since its inception was -75.64%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for EPAM and NASDX. For additional features, visit the drawdowns tool.
Volatility
EPAM vs. NASDX - Volatility Comparison
EPAM Systems, Inc. (EPAM) has a higher volatility of 6.28% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.57%. This indicates that EPAM's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.