NDAQ vs. IOO
Compare and contrast key facts about Nasdaq, Inc. (NDAQ) and iShares Global 100 ETF (IOO).
IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NDAQ or IOO.
Performance
NDAQ vs. IOO - Performance Comparison
Returns By Period
In the year-to-date period, NDAQ achieves a 36.97% return, which is significantly higher than IOO's 23.36% return. Over the past 10 years, NDAQ has outperformed IOO with an annualized return of 20.33%, while IOO has yielded a comparatively lower 11.96% annualized return.
NDAQ
36.97%
6.78%
26.42%
49.33%
19.72%
20.33%
IOO
23.36%
-1.28%
7.21%
28.33%
15.51%
11.96%
Key characteristics
| NDAQ | IOO | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.12 |
| Sortino Ratio | 3.63 | 2.82 |
| Omega Ratio | 1.48 | 1.39 |
| Calmar Ratio | 2.23 | 2.60 |
| Martin Ratio | 15.69 | 10.78 |
| Ulcer Index | 3.18% | 2.68% |
| Daily Std Dev | 18.94% | 13.63% |
| Max Drawdown | -68.48% | -55.85% |
| Current Drawdown | -1.39% | -2.90% |
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Correlation
The correlation between NDAQ and IOO is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NDAQ vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and iShares Global 100 ETF (IOO). 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
NDAQ vs. IOO - Dividend Comparison
NDAQ's dividend yield for the trailing twelve months is around 1.17%, more than IOO's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDAQ Nasdaq, Inc. | 1.17% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
IOO iShares Global 100 ETF | 1.10% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
NDAQ vs. IOO - Drawdown Comparison
The maximum NDAQ drawdown since its inception was -68.48%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for NDAQ and IOO. For additional features, visit the drawdowns tool.
Volatility
NDAQ vs. IOO - Volatility Comparison
Nasdaq, Inc. (NDAQ) has a higher volatility of 5.37% compared to iShares Global 100 ETF (IOO) at 4.21%. This indicates that NDAQ's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.