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:
1.01
^N225:
0.68
RYOCX:
1.37
^N225:
1.04
RYOCX:
1.20
^N225:
1.17
RYOCX:
1.44
^N225:
0.69
RYOCX:
4.90
^N225:
2.46
RYOCX:
4.02%
^N225:
7.14%
RYOCX:
19.52%
^N225:
25.92%
RYOCX:
-83.62%
^N225:
-81.87%
RYOCX:
-8.62%
^N225:
-8.34%
Returns By Period
In the year-to-date period, RYOCX achieves a 17.79% return, which is significantly higher than ^N225's 15.65% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 16.29%, while ^N225 has yielded a comparatively lower 8.31% annualized return.
RYOCX
17.79%
-3.77%
0.75%
18.24%
17.50%
16.29%
^N225
15.65%
0.91%
0.27%
16.78%
10.45%
8.31%
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Risk-Adjusted Performance
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
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 9.40% compared to Nikkei 225 (^N225) at 5.66%. This indicates that RYOCX's price experiences larger fluctuations and is considered to be riskier than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.