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HUB.AX vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

HUB.AX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in HUB24 Limited (HUB.AX) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HUB.AX is traded in AUD, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HUB.AX achieves a -12.57% return, which is significantly lower than ^NDX's 8.60% return.


HUB.AX

1D
-0.13%
1M
3.34%
YTD
-12.57%
6M
-15.81%
1Y
0.28%
3Y*
50.77%
5Y*
25.88%
10Y*
37.03%

^NDX

1D
-3.60%
1M
4.01%
YTD
8.60%
6M
6.19%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUB.AX vs. ^NDX - Yearly Performance Comparison


2026 (YTD)2025
HUB.AX
HUB24 Limited
-12.57%14.94%
^NDX
NASDAQ 100 Index
8.60%12.89%

Correlation

The correlation between HUB.AX and ^NDX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.04

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Return for Risk

HUB.AX vs. ^NDX — Risk / Return Rank

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

HUB.AX
HUB.AX Risk / Return Rank: 3939
Overall Rank
HUB.AX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
HUB.AX Sortino Ratio Rank: 3838
Sortino Ratio Rank
HUB.AX Omega Ratio Rank: 3838
Omega Ratio Rank
HUB.AX Calmar Ratio Rank: 4040
Calmar Ratio Rank
HUB.AX Martin Ratio Rank: 4040
Martin Ratio Rank

^NDX
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.

HUB.AX vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HUB24 Limited (HUB.AX) 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.


HUB.AX^NDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

-0.03

Martin ratioReturn relative to average drawdown

-0.05

HUB.AX vs. ^NDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HUB.AX^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.61

-1.42

Drawdowns

HUB.AX vs. ^NDX - Drawdown Comparison

The maximum HUB.AX drawdown since its inception was -96.83%, which is greater than ^NDX's maximum drawdown of -15.66%. Use the drawdown chart below to compare losses from any high point for HUB.AX and ^NDX.


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Drawdown Indicators


HUB.AX^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-96.83%

-15.66%

-81.17%

Max Drawdown (1Y)

Largest decline over 1 year

-35.43%

Max Drawdown (3Y)

Largest decline over 3 years

-35.43%

Max Drawdown (5Y)

Largest decline over 5 years

-46.04%

Max Drawdown (10Y)

Largest decline over 10 years

-58.17%

Current Drawdown

Current decline from peak

-29.04%

-4.17%

-24.87%

Average Drawdown

Average peak-to-trough decline

-44.34%

-3.90%

-40.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.38%

Volatility

HUB.AX vs. ^NDX - Volatility Comparison


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Volatility by Period


HUB.AX^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

Volatility (6M)

Calculated over the trailing 6-month period

35.59%

Volatility (1Y)

Calculated over the trailing 1-year period

45.47%

14.17%

+31.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.22%

14.17%

+25.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.31%

14.17%

+28.14%

Frequently Asked Questions


HUB.AX and ^NDX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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