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 0.23, 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:
-0.08
^NDX:
0.44
RTSI:
0.11
^NDX:
0.79
RTSI:
1.01
^NDX:
1.11
RTSI:
-0.03
^NDX:
0.49
RTSI:
-0.12
^NDX:
1.68
RTSI:
20.71%
^NDX:
6.69%
RTSI:
30.73%
^NDX:
25.40%
RTSI:
-93.26%
^NDX:
-82.90%
RTSI:
-53.95%
^NDX:
-12.37%
Returns By Period
In the year-to-date period, RTSI achieves a 28.27% return, which is significantly higher than ^NDX's -7.52% return. Over the past 10 years, RTSI has underperformed ^NDX with an annualized return of 1.06%, while ^NDX has yielded a comparatively higher 15.83% annualized return.
RTSI
28.27%
-1.13%
32.15%
-3.46%
1.13%
1.06%
^NDX
-7.52%
-1.85%
-4.52%
9.68%
17.13%
15.83%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
The current volatility for RTS Index (RTSI) is 11.29%, while NASDAQ 100 (^NDX) has a volatility of 16.82%. This indicates that RTSI 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.