IBEX vs. ^IXIC
IBEX (IBEX Limited) is a stock, while ^IXIC (NASDAQ Composite) is an index. Over the past 5 years, IBEX returned 9.30%/yr vs 12.89%/yr for ^IXIC. At a 0.26 correlation, their price movements are largely independent.
Performance
IBEX vs. ^IXIC - Performance Comparison
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Returns By Period
In the year-to-date period, IBEX achieves a -22.79% return, which is significantly lower than ^IXIC's 12.58% return.
IBEX
- 1D
- -2.45%
- 1M
- -7.93%
- YTD
- -22.79%
- 6M
- -23.88%
- 1Y
- 7.28%
- 3Y*
- 12.15%
- 5Y*
- 9.30%
- 10Y*
- —
^IXIC
- 1D
- -1.32%
- 1M
- -0.67%
- YTD
- 12.58%
- 6M
- 11.69%
- 1Y
- 34.55%
- 3Y*
- 24.71%
- 5Y*
- 12.89%
- 10Y*
- 18.71%
IBEX vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBEX IBEX Limited | -22.79% | 77.66% | 13.05% | -23.50% | 92.79% | -31.07% | 3.89% |
^IXIC NASDAQ Composite | 12.58% | 20.36% | 28.64% | 43.42% | -33.10% | 21.39% | 16.03% |
Correlation
The correlation between IBEX and ^IXIC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.26 |
The correlation between IBEX and ^IXIC shifts across timeframes, from 0.26 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBEX vs. ^IXIC — Risk / Return Rank
IBEX
^IXIC
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.
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.
| IBEX | ^IXIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 2.63 | -2.43 |
| Martin ratioReturn relative to average drawdown | 0.37 | 9.90 | -9.54 |
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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.
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Drawdown Indicators
| IBEX | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.04% | -77.93% | +21.89% |
Max Drawdown (1Y)Largest decline over 1 year | -37.14% | -13.21% | -23.93% |
Max Drawdown (3Y)Largest decline over 3 years | -39.17% | -24.32% | -14.85% |
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 DrawdownCurrent decline from peak | -29.81% | -3.42% | -26.39% |
Average DrawdownAverage peak-to-trough decline | -25.59% | -21.38% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.73% | 3.50% | +16.23% |
Volatility
IBEX vs. ^IXIC - Volatility Comparison
IBEX Limited (IBEX) has a higher volatility of 9.31% compared to NASDAQ Composite (^IXIC) at 7.34%. 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.
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Volatility by Period
| IBEX | ^IXIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 7.34% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 28.85% | 13.72% | +15.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.88% | 17.47% | +34.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.01% | 22.63% | +25.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.04% | 22.11% | +30.93% |
Frequently Asked Questions
IBEX and ^IXIC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBEX has higher volatility (9.31%) compared to ^IXIC (7.34%). In terms of maximum drawdown, IBEX dropped -56.04% vs ^IXIC's -77.93%.
^IXIC currently has the higher Sharpe Ratio (1.99 vs 0.14), 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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