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ITX.MC vs. ^IXIC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ITX.MC vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Industria de Diseno Textil SA (ITX.MC) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ITX.MC is traded in EUR, while ^IXIC is traded in USD. To make them comparable, the ^IXIC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ITX.MC achieves a -2.40% return, which is significantly lower than ^IXIC's 16.76% return. Over the past 10 years, ITX.MC has underperformed ^IXIC with an annualized return of 9.50%, while ^IXIC has yielded a comparatively higher 18.11% annualized return.


ITX.MC

1D
1.12%
1M
3.09%
YTD
-2.40%
6M
0.23%
1Y
17.70%
3Y*
23.16%
5Y*
15.26%
10Y*
9.50%

^IXIC

1D
-0.22%
1M
6.65%
YTD
16.76%
6M
14.46%
1Y
35.56%
3Y*
23.21%
5Y*
15.26%
10Y*
18.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITX.MC vs. ^IXIC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITX.MC
Industria de Diseno Textil SA
-2.40%17.50%29.93%64.74%-9.06%12.13%-14.46%45.29%-20.72%-8.59%
^IXIC
NASDAQ Composite
16.77%6.07%37.13%39.12%-28.95%30.47%31.80%38.28%0.63%12.48%

Correlation

The correlation between ITX.MC and ^IXIC is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.27

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Return for Risk

ITX.MC vs. ^IXIC — Risk / Return Rank

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

ITX.MC
ITX.MC Risk / Return Rank: 6161
Overall Rank
ITX.MC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ITX.MC Sortino Ratio Rank: 6060
Sortino Ratio Rank
ITX.MC Omega Ratio Rank: 5757
Omega Ratio Rank
ITX.MC Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITX.MC Martin Ratio Rank: 6161
Martin Ratio Rank

^IXIC
^IXIC Risk / Return Rank: 7575
Overall Rank
^IXIC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^IXIC Sortino Ratio Rank: 7777
Sortino Ratio Rank
^IXIC Omega Ratio Rank: 7575
Omega Ratio Rank
^IXIC Calmar Ratio Rank: 7070
Calmar Ratio Rank
^IXIC Martin Ratio Rank: 7575
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.

ITX.MC vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Industria de Diseno Textil SA (ITX.MC) 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.


ITX.MC^IXICDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.14

1.38

-0.23

Calmar ratioReturn relative to maximum drawdown

1.08

2.90

-1.82

Martin ratioReturn relative to average drawdown

2.07

9.42

-7.35

ITX.MC vs. ^IXIC - Sharpe Ratio Comparison

The current ITX.MC Sharpe Ratio is 0.70, which is lower than the ^IXIC Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ITX.MC and ^IXIC, 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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Sharpe Ratios by Period


ITX.MC^IXICDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.17

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.70

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.81

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.64

-0.13

Drawdowns

ITX.MC vs. ^IXIC - Drawdown Comparison

The maximum ITX.MC drawdown since its inception was -53.91%, which is greater than ^IXIC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for ITX.MC and ^IXIC.


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Drawdown Indicators


ITX.MC^IXICDifference

Max Drawdown

Largest peak-to-trough decline

-53.91%

-49.37%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-16.42%

-12.32%

-4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-28.54%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.85%

-32.41%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-40.85%

-32.41%

-8.44%

Current Drawdown

Current decline from peak

-5.06%

-0.83%

-4.23%

Average Drawdown

Average peak-to-trough decline

-12.92%

-8.78%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.62%

3.78%

+4.84%

Volatility

ITX.MC vs. ^IXIC - Volatility Comparison

Industria de Diseno Textil SA (ITX.MC) has a higher volatility of 7.38% compared to NASDAQ Composite (^IXIC) at 3.52%. This indicates that ITX.MC'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


ITX.MC^IXICDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

3.52%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

19.62%

11.50%

+8.12%

Volatility (1Y)

Calculated over the trailing 1-year period

25.41%

16.45%

+8.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

22.06%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.80%

22.31%

+3.49%

Frequently Asked Questions


ITX.MC and ^IXIC have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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