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ILKAY vs. NDIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILKAY vs. NDIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iluka Resources Ltd ADR (ILKAY) and Global X Funds - Global X India Active ETF (NDIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILKAY achieves a 41.54% return, which is significantly higher than NDIA's -9.90% return.


ILKAY

1D
-7.49%
1M
-4.76%
YTD
41.54%
6M
37.21%
1Y
124.64%
3Y*
-11.65%
5Y*
-1.35%
10Y*
10.70%

NDIA

1D
-1.85%
1M
0.89%
YTD
-9.90%
6M
-10.07%
1Y
-9.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILKAY vs. NDIA - Yearly Performance Comparison


2026 (YTD)202520242023
ILKAY
Iluka Resources Ltd ADR
41.54%19.25%-26.93%-28.23%
NDIA
Global X Funds - Global X India Active ETF
-9.90%5.04%5.75%12.76%

Correlation

The correlation between ILKAY and NDIA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2023

0.05

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Return for Risk

ILKAY vs. NDIA — Risk / Return Rank

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

ILKAY
ILKAY Risk / Return Rank: 8181
Overall Rank
ILKAY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ILKAY Sortino Ratio Rank: 8080
Sortino Ratio Rank
ILKAY Omega Ratio Rank: 8181
Omega Ratio Rank
ILKAY Calmar Ratio Rank: 8383
Calmar Ratio Rank
ILKAY Martin Ratio Rank: 7878
Martin Ratio Rank

NDIA
NDIA Risk / Return Rank: 44
Overall Rank
NDIA Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NDIA Sortino Ratio Rank: 44
Sortino Ratio Rank
NDIA Omega Ratio Rank: 44
Omega Ratio Rank
NDIA Calmar Ratio Rank: 55
Calmar Ratio Rank
NDIA Martin Ratio Rank: 33
Martin Ratio Rank
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.

ILKAY vs. NDIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iluka Resources Ltd ADR (ILKAY) and Global X Funds - Global X India Active ETF (NDIA). 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.


ILKAYNDIADifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.98

Omega ratioGain probability vs. loss probability

1.30

0.91

+0.39

Calmar ratioReturn relative to maximum drawdown

2.85

-0.52

+3.37

Martin ratioReturn relative to average drawdown

5.43

-1.20

+6.63

ILKAY vs. NDIA - Sharpe Ratio Comparison

The current ILKAY Sharpe Ratio is 1.62, which is higher than the NDIA Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ILKAY and NDIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ILKAY vs. NDIA - Drawdown Comparison

The maximum ILKAY drawdown since its inception was -79.51%, which is greater than NDIA's maximum drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for ILKAY and NDIA.


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Drawdown Indicators


ILKAYNDIADifference

Max Drawdown

Largest peak-to-trough decline

-79.51%

-22.05%

-57.46%

Max Drawdown (1Y)

Largest decline over 1 year

-43.96%

-18.03%

-25.93%

Max Drawdown (3Y)

Largest decline over 3 years

-76.29%

Max Drawdown (5Y)

Largest decline over 5 years

-77.94%

Max Drawdown (10Y)

Largest decline over 10 years

-77.94%

Current Drawdown

Current decline from peak

-35.85%

-16.45%

-19.40%

Average Drawdown

Average peak-to-trough decline

-47.22%

-7.24%

-39.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.03%

7.79%

+15.24%

Volatility

ILKAY vs. NDIA - Volatility Comparison

Iluka Resources Ltd ADR (ILKAY) has a higher volatility of 21.14% compared to Global X Funds - Global X India Active ETF (NDIA) at 4.43%. This indicates that ILKAY's price experiences larger fluctuations and is considered to be riskier than NDIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ILKAYNDIADifference

Volatility (1M)

Calculated over the trailing 1-month period

21.14%

4.43%

+16.71%

Volatility (6M)

Calculated over the trailing 6-month period

48.27%

13.89%

+34.38%

Volatility (1Y)

Calculated over the trailing 1-year period

77.47%

15.92%

+61.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.24%

15.63%

+39.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.53%

15.63%

+35.90%

Dividends

ILKAY vs. NDIA - Dividend Comparison

ILKAY's dividend yield for the trailing twelve months is around 0.65%, less than NDIA's 1.22% yield.


PositionTTM20252024202320222021202020192018201720162015
ILKAY
Iluka Resources Ltd ADR
0.65%1.03%1.68%3.58%7.39%1.33%73.30%2.45%4.10%0.55%9.11%2.95%
NDIA
Global X Funds - Global X India Active ETF
1.22%1.10%3.66%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ILKAY and NDIA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILKAY has higher volatility (21.14%) compared to NDIA (4.43%). In terms of maximum drawdown, ILKAY dropped -79.51% vs NDIA's -22.05%.

ILKAY currently has the higher Sharpe Ratio (1.62 vs -0.59), 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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