VTOL vs. ^NDX
VTOL (Bristow Group Inc.) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, VTOL returned 11.22%/yr vs 19.61%/yr for ^NDX. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
VTOL vs. ^NDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VTOL achieves a 24.48% return, which is significantly higher than ^NDX's 11.98% return. Over the past 10 years, VTOL has underperformed ^NDX with an annualized return of 11.22%, while ^NDX has yielded a comparatively higher 19.61% annualized return.
VTOL
- 1D
- 1.34%
- 1M
- 9.44%
- 6M
- 3.70%
- YTD
- 24.48%
- 1Y
- 37.60%
- 3Y*
- 13.46%
- 5Y*
- 11.90%
- 10Y*
- 11.22%
- ALL TIME*
- 4.86%
^NDX
- 1D
- 0.60%
- 1M
- -3.60%
- 6M
- 10.65%
- YTD
- 11.98%
- 1Y
- 24.21%
- 3Y*
- 21.62%
- 5Y*
- 13.58%
- 10Y*
- 19.61%
- ALL TIME*
- 14.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^NDX NASDAQ 100 Index | $205.94T | $218.36T | $280.11T |
| $7.04M | $7.88M | $9.92M |
VTOL vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTOL Bristow Group Inc. | 24.48% | 6.76% | 21.33% | 4.20% | -14.34% | 20.33% | 29.40% | 16.36% | -18.70% | -36.65% |
^NDX NASDAQ 100 Index | 11.98% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between VTOL and ^NDX is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2013 | 0.28 |
The correlation between VTOL and ^NDX shifts across timeframes, from 0.20 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VTOL vs. ^NDX — Risk / Return Rank
VTOL
^NDX
VTOL vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bristow Group Inc. (VTOL) and NASDAQ 100 Index (^NDX). 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.
| VTOL | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.80 | -0.07 |
| Martin ratioReturn relative to average drawdown | 3.47 | 5.76 | -2.29 |
Loading charts...
Drawdowns
VTOL vs. ^NDX - Drawdown Comparison
The maximum VTOL drawdown since its inception was -89.37%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for VTOL and ^NDX.
Loading charts...
Drawdown Indicators
| VTOL | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.37% | -82.90% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -18.46% | -12.12% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -35.34% | -22.93% | -12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -47.00% | -35.56% | -11.44% |
Max Drawdown (10Y)Largest decline over 10 years | -79.21% | -35.56% | -43.65% |
Current DrawdownCurrent decline from peak | -33.08% | -7.78% | -25.30% |
Average DrawdownAverage peak-to-trough decline | -53.34% | -24.55% | -28.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.22% | 3.79% | +5.43% |
Volatility
VTOL vs. ^NDX - Volatility Comparison
The current volatility for Bristow Group Inc. (VTOL) is 5.52%, while NASDAQ 100 Index (^NDX) has a volatility of 6.81%. This indicates that VTOL experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VTOL | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 6.81% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 15.99% | +5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.24% | 19.37% | +12.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.04% | 23.09% | +16.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.96% | 22.73% | +30.23% |
Frequently Asked Questions
VTOL and ^NDX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^NDX has higher volatility (6.81%) compared to VTOL (5.52%). In terms of maximum drawdown, VTOL dropped -89.37% vs ^NDX's -82.90%.
^NDX currently has the higher Sharpe Ratio (1.13 vs 1.00), 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.
Find the right allocation for VTOL and ^NDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer