RTSI vs. ^NDX
Compare and contrast key facts about RTS Index (RTSI) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTSI or ^NDX.
Correlation
The correlation between RTSI and ^NDX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RTSI vs. ^NDX - Performance Comparison
Key characteristics
RTSI:
-0.26
^NDX:
0.11
RTSI:
-0.20
^NDX:
0.27
RTSI:
0.98
^NDX:
1.04
RTSI:
-0.11
^NDX:
0.13
RTSI:
-0.37
^NDX:
0.42
RTSI:
20.38%
^NDX:
5.29%
RTSI:
29.06%
^NDX:
20.54%
RTSI:
-93.26%
^NDX:
-82.90%
RTSI:
-56.98%
^NDX:
-16.48%
Returns By Period
In the year-to-date period, RTSI achieves a 19.81% return, which is significantly higher than ^NDX's -11.85% return. Over the past 10 years, RTSI has underperformed ^NDX with an annualized return of 0.98%, while ^NDX has yielded a comparatively higher 15.62% annualized return.
RTSI
19.81%
-6.47%
16.02%
-7.57%
0.39%
0.98%
^NDX
-11.85%
-9.00%
-6.43%
1.99%
19.80%
15.62%
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Risk-Adjusted Performance
RTSI vs. ^NDX — Risk-Adjusted Performance Rank
RTSI
^NDX
RTSI vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) and NASDAQ 100 (^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.
Drawdowns
RTSI vs. ^NDX - Drawdown Comparison
The maximum RTSI drawdown since its inception was -93.26%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for RTSI and ^NDX. For additional features, visit the drawdowns tool.
Volatility
RTSI vs. ^NDX - Volatility Comparison
RTS Index (RTSI) and NASDAQ 100 (^NDX) have volatilities of 9.11% and 8.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.