NASDX vs. GOOG
NASDX (Shelton Capital Management Nasdaq-100 Index Fund Direct Shares) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, NASDX returned 20.92%/yr vs 25.03%/yr for GOOG. Their 0.74 correlation means they have sometimes moved together and sometimes differently.
Performance
NASDX vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, NASDX achieves a 11.51% return, which is significantly lower than GOOG's 13.80% return. Over the past 10 years, NASDX has underperformed GOOG with an annualized return of 20.92%, while GOOG has yielded a comparatively higher 25.03% annualized return.
NASDX
- 1D
- 3.35%
- 1M
- -4.19%
- 6M
- 10.25%
- YTD
- 11.51%
- 1Y
- 24.16%
- 3Y*
- 25.50%
- 5Y*
- 16.05%
- 10Y*
- 20.92%
- ALL TIME*
- 8.47%
GOOG
- 1D
- 6.88%
- 1M
- 0.13%
- 6M
- 5.49%
- YTD
- 13.80%
- 1Y
- 88.30%
- 3Y*
- 39.73%
- 5Y*
- 21.62%
- 10Y*
- 25.03%
- ALL TIME*
- 22.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GOOG Alphabet Inc | $7.78B | $6.87B | $7.98B |
| $0.00 | $0.00 | $0.00 |
NASDX vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 11.51% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
GOOG Alphabet Inc | 13.80% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between NASDX and GOOG is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.74 |
Over the past year, the correlation between NASDX and GOOG has dropped to 0.54 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
NASDX vs. GOOG — Risk / Return Rank
NASDX
GOOG
NASDX vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Alphabet Inc (GOOG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NASDX | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.14 | -2.36 |
| Martin ratioReturn relative to average drawdown | 5.80 | 11.53 | -5.73 |
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Drawdowns
NASDX vs. GOOG - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for NASDX and GOOG.
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Drawdown Indicators
| NASDX | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -44.60% | -38.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -20.75% | +8.85% |
Max Drawdown (3Y)Largest decline over 3 years | -22.71% | -29.35% | +6.64% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -44.60% | +9.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -44.60% | +9.27% |
Current DrawdownCurrent decline from peak | -8.13% | -10.57% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -34.19% | -8.93% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 7.44% | -3.80% |
Volatility
NASDX vs. GOOG - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 6.86%, while Alphabet Inc (GOOG) has a volatility of 13.08%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 13.08% | -6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 24.59% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 31.77% | -12.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.54% | 31.80% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 29.34% | -6.47% |
Dividends
NASDX vs. GOOG - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.23%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.23% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Frequently Asked Questions
NASDX and GOOG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (13.08%) compared to NASDX (6.86%). In terms of maximum drawdown, NASDX dropped -83.16% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (2.71 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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