IAUGY vs. ^NDX
IAUGY (Insurance Australia Group Ltd ADR) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IAUGY returned 7.77%/yr vs 20.79%/yr for ^NDX. At a 0.11 correlation, their price movements are largely independent.
Performance
IAUGY vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, IAUGY achieves a 12.14% return, which is significantly lower than ^NDX's 16.16% return. Over the past 10 years, IAUGY has underperformed ^NDX with an annualized return of 7.77%, while ^NDX has yielded a comparatively higher 20.79% annualized return.
IAUGY
- 1D
- 0.00%
- 1M
- 11.61%
- 6M
- 12.14%
- YTD
- 12.14%
- 1Y
- 7.61%
- 3Y*
- 21.26%
- 5Y*
- 13.38%
- 10Y*
- 7.77%
^NDX
- 1D
- -1.61%
- 1M
- -4.06%
- 6M
- 16.36%
- YTD
- 16.16%
- 1Y
- 28.26%
- 3Y*
- 24.47%
- 5Y*
- 14.77%
- 10Y*
- 20.79%
IAUGY vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAUGY Insurance Australia Group Ltd ADR | 12.14% | 6.12% | 50.54% | 18.46% | 6.32% | -16.94% | -29.42% | 15.61% | -9.00% | 35.00% |
^NDX NASDAQ 100 Index | 16.16% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between IAUGY and ^NDX is 0.08, 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 (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.11 |
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Return for Risk
IAUGY vs. ^NDX — Risk / Return Rank
IAUGY
^NDX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IAUGY | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.29 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.45 | -2.14 |
| Martin ratioReturn relative to average drawdown | 0.76 | 8.88 | -8.12 |
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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.
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Drawdown Indicators
| IAUGY | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.36% | -82.90% | +31.54% |
Max Drawdown (1Y)Largest decline over 1 year | -24.78% | -12.12% | -12.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.78% | -22.93% | -1.85% |
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 DrawdownCurrent decline from peak | -2.48% | -4.34% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -24.58% | +6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.03% | 3.34% | +6.69% |
Volatility
IAUGY vs. ^NDX - Volatility Comparison
Insurance Australia Group Ltd ADR (IAUGY) has a higher volatility of 29.45% compared to NASDAQ 100 Index (^NDX) at 9.60%. 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.
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Volatility by Period
| IAUGY | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.45% | 9.60% | +19.85% |
Volatility (6M)Calculated over the trailing 6-month period | 39.79% | 15.00% | +24.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.09% | 18.31% | +29.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.70% | 22.95% | +17.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.62% | 22.64% | +12.98% |
Frequently Asked Questions
IAUGY and ^NDX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IAUGY has higher volatility (29.45%) compared to ^NDX (9.60%). In terms of maximum drawdown, IAUGY dropped -51.36% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (1.62 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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