RYOCX vs. ^N225
RYOCX (Rydex NASDAQ-100 Fund Investor Class) is Large Cap Growth Equities fund tracking the NASDAQ-100 Index, while ^N225 (Nikkei 225) is an index. Over the past 10 years, RYOCX returned 19.18%/yr vs 9.08%/yr for ^N225. Their 0.04 correlation means their historical movements had little consistent relationship.
Performance
RYOCX vs. ^N225 - Performance Comparison
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Different Trading Currencies
RYOCX is traded in USD, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, RYOCX achieves a 10.92% return, which is significantly lower than ^N225's 20.44% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 19.18%, while ^N225 has yielded a comparatively lower 9.08% annualized return.
RYOCX
- 1D
- 3.36%
- 1M
- -4.24%
- 6M
- 9.68%
- YTD
- 10.92%
- 1Y
- 22.78%
- 3Y*
- 20.69%
- 5Y*
- 12.87%
- 10Y*
- 19.18%
- ALL TIME*
- 14.66%
^N225
- 1D
- 0.00%
- 1M
- -10.35%
- 6M
- 12.47%
- YTD
- 20.44%
- 1Y
- 40.01%
- 3Y*
- 18.24%
- 5Y*
- 9.27%
- 10Y*
- 9.08%
- ALL TIME*
- 5.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^N225 Nikkei 225 | $61.65B | $64.15B | $69.97B |
| $0.00 | $0.00 | $0.00 |
RYOCX vs. ^N225 - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYOCX Rydex NASDAQ-100 Fund Investor Class | 10.92% | 19.51% | 24.34% | 53.31% | -33.34% | 25.85% | 46.80% | 40.33% | -1.36% | 31.20% |
^N225 Nikkei 225 | 20.44% | 26.56% | 7.17% | 19.21% | -20.48% | -5.90% | 22.42% | 19.73% | -10.20% | 23.76% |
Correlation
The correlation between RYOCX and ^N225 is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2007 | 0.04 |
The correlation between RYOCX and ^N225 shifts across timeframes, from 0.04 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RYOCX vs. ^N225 — Risk / Return Rank
RYOCX
^N225
RYOCX vs. ^N225 - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Nikkei 225 (^N225). 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.
| RYOCX | ^N225 | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.74 | -1.13 |
| Martin ratioReturn relative to average drawdown | 5.15 | 8.27 | -3.12 |
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Drawdowns
RYOCX vs. ^N225 - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.75%, which is greater than ^N225's maximum drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for RYOCX and ^N225.
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Drawdown Indicators
| RYOCX | ^N225 | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.75% | -51.91% | -31.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -16.07% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -24.78% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -38.04% | -36.26% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -37.97% | -0.07% |
Current DrawdownCurrent decline from peak | -8.44% | -13.47% | +5.03% |
Average DrawdownAverage peak-to-trough decline | -31.74% | -13.42% | -18.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 5.27% | -1.43% |
Volatility
RYOCX vs. ^N225 - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 6.87%, while Nikkei 225 (^N225) has a volatility of 9.81%. This indicates that RYOCX experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYOCX | ^N225 | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 9.81% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 23.83% | -7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 28.40% | -9.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 24.38% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.82% | 21.82% | +1.00% |
Frequently Asked Questions
RYOCX and ^N225 have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^N225 has higher volatility (9.81%) compared to RYOCX (6.87%). In terms of maximum drawdown, RYOCX dropped -83.75% vs ^N225's -51.91%.
^N225 currently has the higher Sharpe Ratio (1.55 vs 1.02), 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.
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