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TELNY vs. NASDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TELNY vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telenor ASA ADR (TELNY) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TELNY achieves a -1.03% return, which is significantly lower than NASDX's 11.51% return. Over the past 10 years, TELNY has underperformed NASDX with an annualized return of 5.37%, while NASDX has yielded a comparatively higher 20.92% annualized return.


TELNY

1D
0.14%
1M
-2.64%
6M
-14.34%
YTD
-1.03%
1Y
-5.68%
3Y*
17.69%
5Y*
2.83%
10Y*
5.37%
ALL TIME*
3.29%

NASDX

1D
3.35%
1M
-4.19%
6M
10.25%
YTD
11.51%
1Y
24.16%
3Y*
25.50%
5Y*
16.05%
10Y*
20.92%
ALL TIME*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$1.41M$1.54M$1.10M

TELNY vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TELNY
Telenor ASA ADR
-1.03%38.41%4.53%33.74%-35.05%-1.85%0.85%-2.97%-2.17%56.53%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
11.51%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Correlation

The correlation between TELNY and NASDX is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.31

Over the past year, the correlation between TELNY and NASDX has dropped to 0.08 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

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Return for Risk

TELNY vs. NASDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TELNY
TELNY Risk / Return Rank: 3636
Overall Rank
TELNY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TELNY Sortino Ratio Rank: 3333
Sortino Ratio Rank
TELNY Omega Ratio Rank: 3232
Omega Ratio Rank
TELNY Calmar Ratio Rank: 4040
Calmar Ratio Rank
TELNY Martin Ratio Rank: 3838
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 3939
Overall Rank
NASDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
NASDX Omega Ratio Rank: 3434
Omega Ratio Rank
NASDX Calmar Ratio Rank: 4949
Calmar Ratio Rank
NASDX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TELNY vs. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telenor ASA ADR (TELNY) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TELNYNASDXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

1.00

1.19

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.14

1.78

-1.92

Martin ratioReturn relative to average drawdown

-0.32

5.80

-6.12

TELNY vs. NASDX - Sharpe Ratio Comparison

The current TELNY Sharpe Ratio is -0.14, which is lower than the NASDX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TELNY and NASDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TELNY vs. NASDX - Drawdown Comparison

The maximum TELNY drawdown since its inception was -81.49%, roughly equal to the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for TELNY and NASDX.


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Drawdown Indicators


TELNYNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-81.49%

-83.16%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-26.97%

-11.90%

-15.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.97%

-22.71%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

-35.33%

-11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-50.97%

-35.33%

-15.64%

Current Drawdown

Current decline from peak

-22.96%

-8.13%

-14.83%

Average Drawdown

Average peak-to-trough decline

-23.10%

-34.19%

+11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.51%

3.64%

+7.87%

Volatility

TELNY vs. NASDX - Volatility Comparison

Telenor ASA ADR (TELNY) has a higher volatility of 13.30% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 6.86%. This indicates that TELNY's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TELNYNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.30%

6.86%

+6.44%

Volatility (6M)

Calculated over the trailing 6-month period

21.53%

15.95%

+5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

19.34%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.37%

23.54%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

22.87%

+2.00%

Dividends

TELNY vs. NASDX - Dividend Comparison

TELNY's dividend yield for the trailing twelve months is around 6.72%, more than NASDX's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.23%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%
TELNY
Telenor ASA ADR
6.72%5.85%8.06%7.72%10.95%6.79%5.53%5.39%7.99%7.00%9.13%5.40%

Frequently Asked Questions


TELNY and NASDX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TELNY has higher volatility (13.30%) compared to NASDX (6.86%). In terms of maximum drawdown, TELNY dropped -81.49% vs NASDX's -83.16%.

NASDX currently has the higher Sharpe Ratio (1.09 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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