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IPDP vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IPDP and ^NDX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IPDP vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
8.07%
IPDP
^NDX

Key characteristics

Sharpe Ratio

IPDP:

1.39

^NDX:

1.58

Sortino Ratio

IPDP:

1.95

^NDX:

2.12

Omega Ratio

IPDP:

1.25

^NDX:

1.29

Calmar Ratio

IPDP:

2.41

^NDX:

2.11

Martin Ratio

IPDP:

8.26

^NDX:

7.52

Ulcer Index

IPDP:

2.42%

^NDX:

3.80%

Daily Std Dev

IPDP:

14.41%

^NDX:

18.07%

Max Drawdown

IPDP:

-31.85%

^NDX:

-82.90%

Current Drawdown

IPDP:

-7.37%

^NDX:

-3.65%

Returns By Period

In the year-to-date period, IPDP achieves a 18.22% return, which is significantly lower than ^NDX's 26.53% return.


IPDP

YTD

18.22%

1M

-3.77%

6M

7.25%

1Y

19.00%

5Y*

N/A

10Y*

N/A

^NDX

YTD

26.53%

1M

3.01%

6M

8.06%

1Y

27.04%

5Y*

19.69%

10Y*

17.44%

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Risk-Adjusted Performance

IPDP vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) 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 IPDP, currently valued at 1.39, compared to the broader market0.002.004.001.391.58
The chart of Sortino ratio for IPDP, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.001.952.12
The chart of Omega ratio for IPDP, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.29
The chart of Calmar ratio for IPDP, currently valued at 2.41, compared to the broader market0.005.0010.0015.002.412.11
The chart of Martin ratio for IPDP, currently valued at 8.26, compared to the broader market0.0020.0040.0060.0080.00100.008.267.52
IPDP
^NDX

The current IPDP Sharpe Ratio is 1.39, which is comparable to the ^NDX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IPDP 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.39
1.58
IPDP
^NDX

Drawdowns

IPDP vs. ^NDX - Drawdown Comparison

The maximum IPDP drawdown since its inception was -31.85%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IPDP and ^NDX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-3.65%
IPDP
^NDX

Volatility

IPDP vs. ^NDX - Volatility Comparison

The current volatility for Dividend Performers ETF (IPDP) is 4.51%, while NASDAQ 100 (^NDX) has a volatility of 5.35%. This indicates that IPDP 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.51%
5.35%
IPDP
^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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