IAUGY vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Insurance Australia Group Ltd ADR (IAUGY) and NASDAQ 100 Index (^NDX).

Performance

IAUGY vs. ^NDX - Performance Comparison

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

IAUGY vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IAUGY Insurance Australia Group Ltd ADR	-3.77%	6.12%	50.54%	18.46%	6.32%	-16.94%	-29.42%	15.61%	-9.00%	35.00%
^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, IAUGY achieves a -3.77% return, which is significantly higher than ^NDX's -4.87% return. Over the past 10 years, IAUGY has underperformed ^NDX with an annualized return of 5.66%, while ^NDX has yielded a comparatively higher 18.15% annualized return.

IAUGY

• 1D: 0.00%
• 1M: 11.26%
• YTD: -3.77%
• 6M: 0.21%
• 1Y: 10.20%
• 3Y*: 23.05%
• 5Y*: 11.13%
• 10Y*: 5.66%

^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

IAUGY vs. ^NDX — Risk / Return Rank

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

IAUGY

IAUGY Risk / Return Rank: 50
IAUGY Sharpe Ratio Rank: 49
IAUGY Sortino Ratio Rank: 45
IAUGY Omega Ratio Rank: 53
IAUGY Calmar Ratio Rank: 50
IAUGY Martin Ratio Rank: 52

^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.

IAUGY vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Insurance Australia Group Ltd ADR (IAUGY) 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.

	IAUGY	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.25	1.04	-0.79
Sortino ratio Return per unit of downside risk	0.64	1.62	-0.98
Omega ratio Gain probability vs. loss probability	1.13	1.23	-0.10
Calmar ratio Return relative to maximum drawdown	0.45	1.93	-1.48
Martin ratio Return relative to average drawdown	1.19	7.05	-5.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IAUGY vs. ^NDX - Sharpe Ratio Comparison

The current IAUGY Sharpe Ratio is 0.25, which is lower than the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IAUGY 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

	IAUGY	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	1.04	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	0.56	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.81	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.55	-0.30

Correlation

The correlation between IAUGY 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.

Drawdowns

IAUGY vs. ^NDX - Drawdown Comparison

The maximum IAUGY drawdown since its inception was -51.36%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IAUGY and ^NDX.

Drawdown Indicators

	IAUGY	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-51.36%	-82.90%	+31.54%
Max Drawdown (1Y) Largest decline over 1 year	-24.78%	-12.72%	-12.06%
Max Drawdown (5Y) Largest decline over 5 years	-28.14%	-35.56%	+7.42%
Max Drawdown (10Y) Largest decline over 10 years	-51.36%	-35.56%	-15.80%
Current Drawdown Current decline from peak	-10.58%	-8.04%	-2.54%
Average Drawdown Average peak-to-trough decline	-18.08%	-24.72%	+6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.37%	3.49%	+5.88%

Volatility

IAUGY vs. ^NDX - Volatility Comparison

Insurance Australia Group Ltd ADR (IAUGY) has a higher volatility of 12.53% compared to NASDAQ 100 Index (^NDX) at 6.65%. This indicates that IAUGY'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

	IAUGY	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.53%	6.65%	+5.88%
Volatility (6M) Calculated over the trailing 6-month period	27.42%	12.93%	+14.49%
Volatility (1Y) Calculated over the trailing 1-year period	40.89%	22.77%	+18.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.09%	22.61%	+15.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.32%	22.48%	+11.84%