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NFTY vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

NFTY vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust India NIFTY 50 Equal Weight ETF (NFTY) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NFTY achieves a -8.16% return, which is significantly lower than ^NDX's 16.84% return. Over the past 10 years, NFTY has underperformed ^NDX with an annualized return of 7.54%, while ^NDX has yielded a comparatively higher 20.45% annualized return.


NFTY

1D
-0.06%
1M
-1.43%
6M
-7.38%
YTD
-8.16%
1Y
-8.20%
3Y*
4.59%
5Y*
5.61%
10Y*
7.54%

^NDX

1D
-0.28%
1M
-3.41%
6M
15.85%
YTD
16.84%
1Y
28.92%
3Y*
23.76%
5Y*
14.98%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFTY vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-8.16%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%21.78%
^NDX
NASDAQ 100 Index
16.84%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between NFTY and ^NDX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2012

0.31

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Return for Risk

NFTY vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NFTY
NFTY Risk / Return Rank: 44
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 44
Sortino Ratio Rank
NFTY Omega Ratio Rank: 44
Omega Ratio Rank
NFTY Calmar Ratio Rank: 55
Calmar Ratio Rank
NFTY Martin Ratio Rank: 33
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 6565
Overall Rank
^NDX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 5757
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6262
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7676
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NFTY vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust India NIFTY 50 Equal Weight ETF (NFTY) and NASDAQ 100 Index (^NDX). 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.


NFTY^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

0.92

1.27

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.51

2.40

-2.91

Martin ratioReturn relative to average drawdown

-1.21

8.52

-9.73

NFTY vs. ^NDX - Sharpe Ratio Comparison

The current NFTY Sharpe Ratio is -0.56, which is lower than the ^NDX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of NFTY and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NFTY vs. ^NDX - Drawdown Comparison

The maximum NFTY drawdown since its inception was -47.67%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for NFTY and ^NDX.


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Drawdown Indicators


NFTY^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-47.67%

-82.90%

+35.23%

Max Drawdown (1Y)

Largest decline over 1 year

-16.14%

-12.12%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-22.93%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-35.56%

+14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

-35.56%

-12.11%

Current Drawdown

Current decline from peak

-16.05%

-3.78%

-12.27%

Average Drawdown

Average peak-to-trough decline

-9.63%

-24.57%

+14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

3.40%

+3.39%

Volatility

NFTY vs. ^NDX - Volatility Comparison

The current volatility for First Trust India NIFTY 50 Equal Weight ETF (NFTY) is 3.71%, while NASDAQ 100 Index (^NDX) has a volatility of 7.81%. This indicates that NFTY experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFTY^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

7.81%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

15.29%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

14.72%

18.58%

-3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

22.99%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

22.67%

-2.02%

Frequently Asked Questions


NFTY and ^NDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^NDX has higher volatility (7.81%) compared to NFTY (3.71%). In terms of maximum drawdown, NFTY dropped -47.67% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.56 vs -0.56), 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.

Portfolio Optimizer

Find the right allocation for NFTY and ^NDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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