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.
Key characteristics
| RYOCX | ^N225 | |
|---|---|---|
| YTD Return | 24.58% | 15.38% |
| 1Y Return | 32.53% | 18.09% |
| 3Y Return (Ann) | 8.62% | 9.41% |
| 5Y Return (Ann) | 19.89% | 10.90% |
| 10Y Return (Ann) | 17.09% | 8.38% |
| Sharpe Ratio | 2.01 | 0.69 |
| Sortino Ratio | 2.68 | 1.05 |
| Omega Ratio | 1.36 | 1.17 |
| Calmar Ratio | 2.59 | 0.71 |
| Martin Ratio | 9.32 | 2.70 |
| Ulcer Index | 3.80% | 6.67% |
| Daily Std Dev | 17.58% | 26.22% |
| Max Drawdown | -83.62% | -81.87% |
| Current Drawdown | -0.40% | -8.56% |
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
In the year-to-date period, RYOCX achieves a 24.58% return, which is significantly higher than ^N225's 15.38% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 17.09%, while ^N225 has yielded a comparatively lower 8.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
The current volatility for Rydex NASDAQ-100 Fund Investor Class (RYOCX) is 4.84%, while Nikkei 225 (^N225) has a volatility of 6.89%. 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.