TLGPY vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about Telstra Corporation Limited (TLGPY) and NASDAQ Composite (^IXIC).

Performance

TLGPY vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telstra Corporation Limited (TLGPY) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

TLGPY vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TLGPY Telstra Corporation Limited	14.79%	38.47%	-3.13%	10.15%	7.53%
^IXIC NASDAQ Composite	-6.03%	20.36%	28.64%	43.42%	-4.75%

Returns By Period

In the year-to-date period, TLGPY achieves a 14.79% return, which is significantly higher than ^IXIC's -6.03% return.

TLGPY

• 1D: 0.39%
• 1M: -0.08%
• YTD: 14.79%
• 6M: 16.70%
• 1Y: 43.37%
• 3Y*: 14.89%
• 5Y*: —
• 10Y*: —

^IXIC

• 1D: 1.16%
• 1M: -3.99%
• YTD: -6.03%
• 6M: -4.02%
• 1Y: 25.16%
• 3Y*: 21.35%
• 5Y*: 10.13%
• 10Y*: 16.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLGPY vs. ^IXIC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLGPY

TLGPY Risk / Return Rank: 94
TLGPY Sharpe Ratio Rank: 93
TLGPY Sortino Ratio Rank: 93
TLGPY Omega Ratio Rank: 92
TLGPY Calmar Ratio Rank: 97
TLGPY Martin Ratio Rank: 96

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TLGPY vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telstra Corporation Limited (TLGPY) and NASDAQ Composite (^IXIC). 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.

	TLGPY	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	2.48	1.08	+1.40
Sortino ratio Return per unit of downside risk	3.33	1.68	+1.65
Omega ratio Gain probability vs. loss probability	1.45	1.24	+0.21
Calmar ratio Return relative to maximum drawdown	7.39	1.98	+5.41
Martin ratio Return relative to average drawdown	20.27	7.07	+13.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLGPY vs. ^IXIC - Sharpe Ratio Comparison

The current TLGPY Sharpe Ratio is 2.48, which is higher than the ^IXIC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of TLGPY and ^IXIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLGPY	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	1.08	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.45	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.51	+0.40

Correlation

The correlation between TLGPY and ^IXIC is 0.32, 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.

Drawdowns

TLGPY vs. ^IXIC - Drawdown Comparison

The maximum TLGPY drawdown since its inception was -19.28%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for TLGPY and ^IXIC.

Drawdown Indicators

	TLGPY	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-19.28%	-77.93%	+58.65%
Max Drawdown (1Y) Largest decline over 1 year	-6.00%	-13.26%	+7.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.40%	—
Current Drawdown Current decline from peak	-1.30%	-8.84%	+7.54%
Average Drawdown Average peak-to-trough decline	-5.50%	-21.46%	+15.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	3.71%	-1.52%

Volatility

TLGPY vs. ^IXIC - Volatility Comparison

The current volatility for Telstra Corporation Limited (TLGPY) is 5.47%, while NASDAQ Composite (^IXIC) has a volatility of 7.06%. This indicates that TLGPY experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLGPY	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	7.06%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	11.66%	13.09%	-1.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.56%	23.33%	-5.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.27%	22.44%	-1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.27%	21.97%	-0.70%