NASDX vs. DOW
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Dow Inc. (DOW).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASDX or DOW.
Performance
NASDX vs. DOW - Performance Comparison
Returns By Period
In the year-to-date period, NASDX achieves a 23.30% return, which is significantly higher than DOW's -17.33% return.
NASDX
23.30%
1.76%
10.68%
20.53%
16.06%
15.09%
DOW
-17.33%
-17.81%
-24.00%
-11.07%
0.98%
N/A
Key characteristics
| NASDX | DOW | |
|---|---|---|
| Sharpe Ratio | 1.15 | -0.56 |
| Sortino Ratio | 1.54 | -0.68 |
| Omega Ratio | 1.22 | 0.92 |
| Calmar Ratio | 1.45 | -0.37 |
| Martin Ratio | 5.38 | -1.32 |
| Ulcer Index | 4.09% | 8.43% |
| Daily Std Dev | 19.08% | 19.94% |
| Max Drawdown | -81.69% | -60.87% |
| Current Drawdown | -2.05% | -29.72% |
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Correlation
The correlation between NASDX and DOW is 0.37, 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
NASDX vs. DOW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Dow Inc. (DOW). 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.
Dividends
NASDX vs. DOW - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 0.38%, less than DOW's 6.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
DOW Dow Inc. | 6.41% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASDX vs. DOW - Drawdown Comparison
The maximum NASDX drawdown since its inception was -81.69%, which is greater than DOW's maximum drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for NASDX and DOW. For additional features, visit the drawdowns tool.
Volatility
NASDX vs. DOW - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 5.63%, while Dow Inc. (DOW) has a volatility of 6.52%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.