ITX.MC vs. ^IXIC
Compare and contrast key facts about Industria de Diseno Textil SA (ITX.MC) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITX.MC or ^IXIC.
Performance
ITX.MC vs. ^IXIC - Performance Comparison
Returns By Period
In the year-to-date period, ITX.MC achieves a 32.92% return, which is significantly higher than ^IXIC's 24.44% return. Over the past 10 years, ITX.MC has underperformed ^IXIC with an annualized return of 11.28%, while ^IXIC has yielded a comparatively higher 14.84% annualized return.
ITX.MC
32.92%
-4.06%
19.40%
46.97%
16.14%
11.28%
^IXIC
24.44%
1.03%
11.95%
32.24%
16.92%
14.84%
Key characteristics
| ITX.MC | ^IXIC | |
|---|---|---|
| Sharpe Ratio | 2.12 | 1.85 |
| Sortino Ratio | 3.16 | 2.45 |
| Omega Ratio | 1.37 | 1.33 |
| Calmar Ratio | 4.45 | 2.47 |
| Martin Ratio | 12.06 | 9.20 |
| Ulcer Index | 3.50% | 3.53% |
| Daily Std Dev | 19.91% | 17.51% |
| Max Drawdown | -48.83% | -77.93% |
| Current Drawdown | -6.33% | -3.21% |
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Correlation
The correlation between ITX.MC and ^IXIC is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ITX.MC vs. ^IXIC - Risk-Adjusted Performance 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.
Drawdowns
ITX.MC vs. ^IXIC - Drawdown Comparison
The maximum ITX.MC drawdown since its inception was -48.83%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ITX.MC and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
ITX.MC vs. ^IXIC - Volatility Comparison
Industria de Diseno Textil SA (ITX.MC) and NASDAQ Composite (^IXIC) have volatilities of 5.81% and 5.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.