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
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Key characteristics
RYOCX:
0.54
^N225:
-0.14
RYOCX:
0.96
^N225:
0.06
RYOCX:
1.13
^N225:
1.01
RYOCX:
0.63
^N225:
-0.12
RYOCX:
2.05
^N225:
-0.31
RYOCX:
7.09%
^N225:
10.03%
RYOCX:
25.61%
^N225:
29.94%
RYOCX:
-83.62%
^N225:
-81.87%
RYOCX:
-3.76%
^N225:
-12.27%
Returns By Period
In the year-to-date period, RYOCX achieves a 1.47% return, which is significantly higher than ^N225's -7.15% return. Over the past 10 years, RYOCX has outperformed ^N225 with an annualized return of 16.38%, while ^N225 has yielded a comparatively lower 6.14% annualized return.
RYOCX
1.47%
19.98%
3.08%
13.58%
21.25%
17.33%
16.38%
^N225
-7.15%
8.05%
-3.42%
-4.89%
11.11%
12.68%
6.14%
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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.
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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.
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Volatility
RYOCX vs. ^N225 - Volatility Comparison
Rydex NASDAQ-100 Fund Investor Class (RYOCX) has a higher volatility of 5.68% compared to Nikkei 225 (^N225) at 4.21%. 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.
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