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INR=X vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between INR=X and ^NDX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

INR=X vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/INR (INR=X) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
0.07%
14.47%
INR=X
^NDX

Key characteristics

Sharpe Ratio

INR=X:

2.28

^NDX:

1.22

Sortino Ratio

INR=X:

3.64

^NDX:

1.68

Omega Ratio

INR=X:

1.53

^NDX:

1.22

Calmar Ratio

INR=X:

5.64

^NDX:

1.66

Martin Ratio

INR=X:

21.30

^NDX:

5.68

Ulcer Index

INR=X:

0.23%

^NDX:

3.97%

Daily Std Dev

INR=X:

2.11%

^NDX:

18.60%

Max Drawdown

INR=X:

-20.29%

^NDX:

-82.90%

Current Drawdown

INR=X:

-0.86%

^NDX:

-1.54%

Returns By Period

In the year-to-date period, INR=X achieves a 1.54% return, which is significantly lower than ^NDX's 3.54% return. Over the past 10 years, INR=X has underperformed ^NDX with an annualized return of 3.30%, while ^NDX has yielded a comparatively higher 17.43% annualized return.


INR=X

YTD

1.54%

1M

0.82%

6M

3.53%

1Y

4.69%

5Y*

3.89%

10Y*

3.30%

^NDX

YTD

3.54%

1M

4.36%

6M

17.34%

1Y

21.12%

5Y*

17.82%

10Y*

17.43%

*Annualized

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Risk-Adjusted Performance

INR=X vs. ^NDX — Risk-Adjusted Performance Rank

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

INR=X
The Risk-Adjusted Performance Rank of INR=X is 9595
Overall Rank
The Sharpe Ratio Rank of INR=X is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of INR=X is 9494
Sortino Ratio Rank
The Omega Ratio Rank of INR=X is 9595
Omega Ratio Rank
The Calmar Ratio Rank of INR=X is 9595
Calmar Ratio Rank
The Martin Ratio Rank of INR=X is 9595
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 5757
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INR=X vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/INR (INR=X) and NASDAQ 100 (^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.


Sharpe ratio
The chart of Sharpe ratio for INR=X, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.00-0.091.18
The chart of Sortino ratio for INR=X, currently valued at -0.10, compared to the broader market0.0010.0020.0030.0040.00-0.101.62
The chart of Omega ratio for INR=X, currently valued at 0.98, compared to the broader market2.004.006.008.000.981.22
The chart of Calmar ratio for INR=X, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00-0.411.57
The chart of Martin ratio for INR=X, currently valued at -0.81, compared to the broader market0.00100.00200.00300.00400.00500.00600.00-0.815.33
INR=X
^NDX

The current INR=X Sharpe Ratio is 2.28, which is higher than the ^NDX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of INR=X 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.09
1.18
INR=X
^NDX

Drawdowns

INR=X vs. ^NDX - Drawdown Comparison

The maximum INR=X drawdown since its inception was -20.29%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for INR=X and ^NDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.52%
-1.54%
INR=X
^NDX

Volatility

INR=X vs. ^NDX - Volatility Comparison

The current volatility for USD/INR (INR=X) is 1.78%, while NASDAQ 100 (^NDX) has a volatility of 5.40%. This indicates that INR=X experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
1.78%
5.40%
INR=X
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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