NDX1.DE vs. BUFQ
NDX1.DE (Nordex SE) is a stock, while BUFQ (FT Vest Laddered Nasdaq Buffer ETF) is Nasdaq-100 fund tracking the NASDAQ 100 Index - USD. Over the past 3 years, NDX1.DE returned 51.74%/yr vs 13.86%/yr for BUFQ. At a 0.09 correlation, their price movements are largely independent.
Performance
NDX1.DE vs. BUFQ - Performance Comparison
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Different Trading Currencies
NDX1.DE is traded in EUR, while BUFQ is traded in USD. To make them comparable, the BUFQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, NDX1.DE achieves a 40.38% return, which is significantly higher than BUFQ's 10.73% return.
NDX1.DE
- 1D
- -0.29%
- 1M
- -18.24%
- YTD
- 40.38%
- 6M
- 56.87%
- 1Y
- 124.86%
- 3Y*
- 51.74%
- 5Y*
- 21.00%
- 10Y*
- 5.45%
BUFQ
- 1D
- -0.18%
- 1M
- 2.84%
- YTD
- 10.73%
- 6M
- 10.37%
- 1Y
- 19.30%
- 3Y*
- 13.86%
- 5Y*
- —
- 10Y*
- —
NDX1.DE vs. BUFQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NDX1.DE Nordex SE | 40.38% | 158.39% | 8.37% | -21.21% | 50.31% |
BUFQ FT Vest Laddered Nasdaq Buffer ETF | 10.73% | 0.50% | 24.09% | 31.45% | -0.65% |
Correlation
The correlation between NDX1.DE and BUFQ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2022 | 0.09 |
The correlation between NDX1.DE and BUFQ shifts across timeframes, from 0.07 (3 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NDX1.DE vs. BUFQ — Risk / Return Rank
NDX1.DE
BUFQ
NDX1.DE vs. BUFQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nordex SE (NDX1.DE) and FT Vest Laddered Nasdaq Buffer ETF (BUFQ). 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.
| NDX1.DE | BUFQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.38 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.79 | 5.47 | +1.32 |
| Martin ratioReturn relative to average drawdown | 20.53 | 15.26 | +5.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NDX1.DE | BUFQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 2.05 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 1.15 | -1.19 |
Drawdowns
NDX1.DE vs. BUFQ - Drawdown Comparison
The maximum NDX1.DE drawdown since its inception was -98.49%, which is greater than BUFQ's maximum drawdown of -21.61%. Use the drawdown chart below to compare losses from any high point for NDX1.DE and BUFQ.
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Drawdown Indicators
| NDX1.DE | BUFQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.49% | -21.61% | -76.88% |
Max Drawdown (1Y)Largest decline over 1 year | -18.28% | -3.55% | -14.73% |
Max Drawdown (3Y)Largest decline over 3 years | -31.43% | -21.61% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -59.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -79.90% | — | — |
Current DrawdownCurrent decline from peak | -53.93% | -0.18% | -53.75% |
Average DrawdownAverage peak-to-trough decline | -83.12% | -4.12% | -79.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.95% | 1.27% | +4.68% |
Volatility
NDX1.DE vs. BUFQ - Volatility Comparison
Nordex SE (NDX1.DE) has a higher volatility of 11.48% compared to FT Vest Laddered Nasdaq Buffer ETF (BUFQ) at 0.81%. This indicates that NDX1.DE's price experiences larger fluctuations and is considered to be riskier than BUFQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDX1.DE | BUFQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.48% | 0.81% | +10.67% |
Volatility (6M)Calculated over the trailing 6-month period | 31.47% | 6.50% | +24.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.26% | 9.47% | +36.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.15% | 13.98% | +33.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.42% | 13.98% | +35.44% |
Dividends
NDX1.DE vs. BUFQ - Dividend Comparison
Neither NDX1.DE nor BUFQ has paid dividends to shareholders.
Frequently Asked Questions
NDX1.DE and BUFQ have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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