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:
0.58
^N225:
-0.05
RYOCX:
0.97
^N225:
0.13
RYOCX:
1.14
^N225:
1.02
RYOCX:
0.64
^N225:
-0.06
RYOCX:
2.12
^N225:
-0.17
RYOCX:
6.91%
^N225:
9.75%
RYOCX:
25.35%
^N225:
29.90%
RYOCX:
-83.62%
^N225:
-81.87%
RYOCX:
-9.46%
^N225:
-12.77%
Returns By Period
In the year-to-date period, RYOCX achieves a -4.54% return, which is significantly higher than ^N225's -7.68% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 16.06%, while ^N225 has yielded a comparatively lower 6.75% annualized return.
RYOCX
-4.54%
15.45%
0.75%
11.80%
17.13%
16.06%
^N225
-7.68%
9.03%
-3.21%
-3.68%
13.76%
6.75%
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
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
Rydex NASDAQ-100 Fund Investor Class (RYOCX) and Nikkei 225 (^N225) have volatilities of 15.59% and 16.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.