ITX.MC vs. ^IXIC
ITX.MC (Industria de Diseno Textil SA) is a stock, while ^IXIC (NASDAQ Composite) is an index. Over the past 10 years, ITX.MC returned 9.50%/yr vs 18.11%/yr for ^IXIC. At a 0.27 correlation, their price movements are largely independent.
Performance
ITX.MC vs. ^IXIC - Performance Comparison
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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%
ITX.MC vs. ^IXIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
ITX.MC
^IXIC
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 | ^IXIC | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITX.MC | ^IXIC | Difference | |
|---|---|---|---|
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 | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.06% | -0.83% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -12.92% | -8.78% | -4.14% |
Ulcer IndexDepth 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 | ^IXIC | Difference | |
|---|---|---|---|
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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