RYOCX vs. ^N225
Compare and contrast key facts about Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Nikkei 225 (^N225).
RYOCX is a passively managed fund by Guggenheim that tracks the performance of the NASDAQ-100 Index. It was launched on Feb 14, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYOCX or ^N225.
Correlation
The correlation between RYOCX and ^N225 is 0.04, 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
RYOCX vs. ^N225 - Performance Comparison
Key characteristics
RYOCX:
0.97
^N225:
0.54
RYOCX:
1.33
^N225:
0.86
RYOCX:
1.19
^N225:
1.14
RYOCX:
1.41
^N225:
0.54
RYOCX:
4.16
^N225:
1.89
RYOCX:
4.62%
^N225:
7.35%
RYOCX:
19.88%
^N225:
26.02%
RYOCX:
-83.62%
^N225:
-81.87%
RYOCX:
-8.02%
^N225:
-8.93%
Returns By Period
In the year-to-date period, RYOCX achieves a 2.00% return, which is significantly higher than ^N225's -3.62% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 16.67%, while ^N225 has yielded a comparatively lower 8.47% annualized return.
RYOCX
2.00%
1.02%
2.39%
17.50%
16.39%
16.67%
^N225
-3.62%
-0.93%
-4.02%
6.92%
10.06%
8.47%
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Risk-Adjusted Performance
RYOCX vs. ^N225 — Risk-Adjusted Performance Rank
RYOCX
^N225
RYOCX vs. ^N225 - Risk-Adjusted Performance 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.
Drawdowns
RYOCX vs. ^N225 - Drawdown Comparison
The maximum RYOCX drawdown since its inception was -83.62%, roughly equal to the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for RYOCX and ^N225. For additional features, visit the drawdowns tool.
Volatility
RYOCX vs. ^N225 - Volatility Comparison
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 5.26%, while Nikkei 225 (^N225) has a volatility of 6.30%. 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.