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:
-0.62
^NDX:
1.23
RTSI:
-0.82
^NDX:
1.70
RTSI:
0.91
^NDX:
1.22
RTSI:
-0.22
^NDX:
1.69
RTSI:
-0.79
^NDX:
5.80
RTSI:
19.83%
^NDX:
3.95%
RTSI:
25.11%
^NDX:
18.68%
RTSI:
-93.26%
^NDX:
-82.90%
RTSI:
-61.91%
^NDX:
-3.10%
Returns By Period
In the year-to-date period, RTSI achieves a 6.09% return, which is significantly higher than ^NDX's 1.90% return. Over the past 10 years, RTSI has underperformed ^NDX with an annualized return of 2.55%, while ^NDX has yielded a comparatively higher 17.88% annualized return.
RTSI
6.09%
6.09%
-12.06%
-15.59%
-9.09%
2.55%
^NDX
1.90%
1.01%
10.58%
22.51%
19.03%
17.88%
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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) has a higher volatility of 7.27% compared to NASDAQ 100 (^NDX) at 5.82%. This indicates that RTSI's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.