IBEX vs. ^IXIC

Last updated Apr 1, 2026

Compare and contrast key facts about IBEX Limited (IBEX) and NASDAQ Composite (^IXIC).

Performance

IBEX vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX Limited (IBEX) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

IBEX vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IBEX IBEX Limited	-29.75%	77.66%	13.05%	-23.50%	92.79%	-31.07%	21.43%
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-33.10%	21.39%	17.05%

Returns By Period

In the year-to-date period, IBEX achieves a -29.75% return, which is significantly lower than ^IXIC's -6.03% return.

IBEX

• 1D: 0.11%
• 1M: -7.20%
• YTD: -29.75%
• 6M: -33.81%
• 1Y: 10.14%
• 3Y*: 3.20%
• 5Y*: 3.36%
• 10Y*: —

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

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

Return for Risk

IBEX vs. ^IXIC — Risk / Return Rank

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

IBEX

IBEX Risk / Return Rank: 50
IBEX Sharpe Ratio Rank: 49
IBEX Sortino Ratio Rank: 51
IBEX Omega Ratio Rank: 51
IBEX Calmar Ratio Rank: 49
IBEX Martin Ratio Rank: 50

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC 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.

IBEX vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IBEX Limited (IBEX) and NASDAQ Composite (^IXIC). 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.

	IBEX	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.19	1.08	-0.89
Sortino ratio Return per unit of downside risk	0.82	1.68	-0.86
Omega ratio Gain probability vs. loss probability	1.11	1.24	-0.13
Calmar ratio Return relative to maximum drawdown	0.26	1.98	-1.72
Martin ratio Return relative to average drawdown	0.68	7.07	-6.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBEX vs. ^IXIC - Sharpe Ratio Comparison

The current IBEX Sharpe Ratio is 0.19, which is lower than the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of IBEX and ^IXIC, 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

	IBEX	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	1.08	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.45	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.51	-0.31

Correlation

The correlation between IBEX and ^IXIC is 0.26, 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

IBEX vs. ^IXIC - Drawdown Comparison

The maximum IBEX drawdown since its inception was -56.04%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for IBEX and ^IXIC.

Drawdown Indicators

	IBEX	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-56.04%	-77.93%	+21.89%
Max Drawdown (1Y) Largest decline over 1 year	-37.14%	-13.26%	-23.88%
Max Drawdown (5Y) Largest decline over 5 years	-56.04%	-36.40%	-19.64%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.40%	—
Current Drawdown Current decline from peak	-36.14%	-8.84%	-27.30%
Average Drawdown Average peak-to-trough decline	-25.34%	-21.46%	-3.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.39%	3.71%	+10.68%

Volatility

IBEX vs. ^IXIC - Volatility Comparison

IBEX Limited (IBEX) has a higher volatility of 8.68% compared to NASDAQ Composite (^IXIC) at 7.06%. This indicates that IBEX's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBEX	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.68%	7.06%	+1.62%
Volatility (6M) Calculated over the trailing 6-month period	24.44%	13.09%	+11.35%
Volatility (1Y) Calculated over the trailing 1-year period	53.33%	23.33%	+30.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.06%	22.44%	+26.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.99%	21.97%	+31.02%