FSUGY vs. ^NDX

Last updated Apr 1, 2026

Compare and contrast key facts about Fortescue Metals Group Ltd ADR (FSUGY) and NASDAQ 100 Index (^NDX).

Performance

FSUGY vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortescue Metals Group Ltd ADR (FSUGY) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

FSUGY vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSUGY Fortescue Metals Group Ltd ADR	0.93%	37.39%	-36.78%	53.11%	11.98%	-7.52%	175.17%	190.11%	-18.44%	0.71%
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, FSUGY achieves a 0.93% return, which is significantly higher than ^NDX's -4.87% return. Over the past 10 years, FSUGY has outperformed ^NDX with an annualized return of 35.44%, while ^NDX has yielded a comparatively lower 18.15% annualized return.

FSUGY

• 1D: 1.10%
• 1M: -1.44%
• YTD: 0.93%
• 6M: 18.56%
• 1Y: 55.66%
• 3Y*: 6.23%
• 5Y*: 8.58%
• 10Y*: 35.44%

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

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

Return for Risk

FSUGY vs. ^NDX — Risk / Return Rank

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

FSUGY

FSUGY Risk / Return Rank: 84
FSUGY Sharpe Ratio Rank: 86
FSUGY Sortino Ratio Rank: 80
FSUGY Omega Ratio Rank: 78
FSUGY Calmar Ratio Rank: 89
FSUGY Martin Ratio Rank: 89

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

FSUGY vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortescue Metals Group Ltd ADR (FSUGY) and NASDAQ 100 Index (^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.

	FSUGY	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.62	1.04	+0.57
Sortino ratio Return per unit of downside risk	2.13	1.62	+0.50
Omega ratio Gain probability vs. loss probability	1.27	1.23	+0.04
Calmar ratio Return relative to maximum drawdown	3.68	1.93	+1.75
Martin ratio Return relative to average drawdown	9.94	7.05	+2.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSUGY vs. ^NDX - Sharpe Ratio Comparison

The current FSUGY Sharpe Ratio is 1.62, which is higher than the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FSUGY and ^NDX, 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

	FSUGY	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	1.04	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.56	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.81	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.55	-0.35

Correlation

The correlation between FSUGY and ^NDX is 0.34, 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

FSUGY vs. ^NDX - Drawdown Comparison

The maximum FSUGY drawdown since its inception was -93.91%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for FSUGY and ^NDX.

Drawdown Indicators

	FSUGY	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-93.91%	-82.90%	-11.01%
Max Drawdown (1Y) Largest decline over 1 year	-14.57%	-12.72%	-1.85%
Max Drawdown (5Y) Largest decline over 5 years	-51.32%	-35.56%	-15.76%
Max Drawdown (10Y) Largest decline over 10 years	-51.32%	-35.56%	-15.76%
Current Drawdown Current decline from peak	-12.95%	-8.04%	-4.91%
Average Drawdown Average peak-to-trough decline	-43.68%	-24.72%	-18.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.40%	3.49%	+1.91%

Volatility

FSUGY vs. ^NDX - Volatility Comparison

Fortescue Metals Group Ltd ADR (FSUGY) has a higher volatility of 12.87% compared to NASDAQ 100 Index (^NDX) at 6.65%. This indicates that FSUGY's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSUGY	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.87%	6.65%	+6.22%
Volatility (6M) Calculated over the trailing 6-month period	23.63%	12.93%	+10.70%
Volatility (1Y) Calculated over the trailing 1-year period	34.65%	22.77%	+11.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.43%	22.61%	+15.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.05%	22.48%	+20.57%