NDAQ vs. IXC
NDAQ (Nasdaq, Inc.) is a stock, while IXC (iShares Global Energy ETF) is Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Over the past 10 years, NDAQ returned 16.67%/yr vs 9.79%/yr for IXC. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
NDAQ vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, NDAQ achieves a -1.99% return, which is significantly lower than IXC's 29.15% return. Over the past 10 years, NDAQ has outperformed IXC with an annualized return of 16.67%, while IXC has yielded a comparatively lower 9.79% annualized return.
NDAQ
- 1D
- 1.00%
- 1M
- 11.95%
- 6M
- 7.58%
- YTD
- -1.99%
- 1Y
- -0.61%
- 3Y*
- 25.84%
- 5Y*
- 9.98%
- 10Y*
- 16.67%
- ALL TIME*
- 14.07%
IXC
- 1D
- -1.93%
- 1M
- 8.66%
- 6M
- 10.97%
- YTD
- 29.15%
- 1Y
- 38.58%
- 3Y*
- 15.12%
- 5Y*
- 21.10%
- 10Y*
- 9.79%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $59.04M | $69.94M | $60.17M | |
NDAQ Nasdaq, Inc. | $368.48M | $369.14M | $354.79M |
NDAQ vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDAQ Nasdaq, Inc. | -1.99% | 27.19% | 34.85% | -3.66% | -11.19% | 60.13% | 25.99% | 33.88% | 8.21% | 16.76% |
IXC iShares Global Energy ETF | 29.15% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between NDAQ and IXC is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2002 | 0.31 |
The correlation between NDAQ and IXC shifts across timeframes, from -0.06 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NDAQ vs. IXC — Risk / Return Rank
NDAQ
IXC
NDAQ vs. IXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and iShares Global Energy ETF (IXC). 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.
| NDAQ | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.52 | -2.55 |
| Martin ratioReturn relative to average drawdown | -0.06 | 7.76 | -7.82 |
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Drawdowns
NDAQ vs. IXC - Drawdown Comparison
The maximum NDAQ drawdown since its inception was -68.48%, roughly equal to the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for NDAQ and IXC.
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Drawdown Indicators
| NDAQ | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -67.88% | -0.60% |
Max Drawdown (1Y)Largest decline over 1 year | -23.39% | -15.36% | -8.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -19.06% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -24.93% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.31% | -64.16% | +25.85% |
Current DrawdownCurrent decline from peak | -5.72% | -7.05% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -23.74% | -17.42% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 4.98% | +5.78% |
Volatility
NDAQ vs. IXC - Volatility Comparison
Nasdaq, Inc. (NDAQ) has a higher volatility of 8.52% compared to iShares Global Energy ETF (IXC) at 6.39%. This indicates that NDAQ's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDAQ | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 6.39% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 15.88% | +6.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 19.74% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.65% | 23.36% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.59% | 26.83% | -2.24% |
Dividends
NDAQ vs. IXC - Dividend Comparison
NDAQ's dividend yield for the trailing twelve months is around 1.18%, less than IXC's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 2.94% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
NDAQ Nasdaq, Inc. | 1.18% | 1.08% | 1.22% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% |
Frequently Asked Questions
NDAQ and IXC have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NDAQ has higher volatility (8.52%) compared to IXC (6.39%). In terms of maximum drawdown, NDAQ dropped -68.48% vs IXC's -67.88%.
IXC currently has the higher Sharpe Ratio (1.96 vs -0.02), 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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