VTOL vs. ^NDX

Last updated Apr 1, 2026

Compare and contrast key facts about Bristow Group Inc. (VTOL) and NASDAQ 100 Index (^NDX).

Performance

VTOL vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bristow Group Inc. (VTOL) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

VTOL vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTOL Bristow Group Inc.	28.42%	6.76%	21.33%	4.20%	-14.34%	20.33%	29.40%	16.36%	-18.70%	-36.65%
^NDX NASDAQ 100 Index	-5.98%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%

Returns By Period

In the year-to-date period, VTOL achieves a 28.42% return, which is significantly higher than ^NDX's -5.98% return. Over the past 10 years, VTOL has underperformed ^NDX with an annualized return of 10.20%, while ^NDX has yielded a comparatively higher 18.01% annualized return.

VTOL

• 1D: 3.92%
• 1M: -1.41%
• YTD: 28.42%
• 6M: 30.34%
• 1Y: 48.91%
• 3Y*: 28.05%
• 5Y*: 12.03%
• 10Y*: 10.20%

^NDX

• 1D: 3.43%
• 1M: -4.89%
• YTD: -5.98%
• 6M: -3.81%
• 1Y: 23.14%
• 3Y*: 21.67%
• 5Y*: 12.24%
• 10Y*: 18.01%

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

Return for Risk

VTOL vs. ^NDX — Risk / Return Rank

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

VTOL

VTOL Risk / Return Rank: 77
VTOL Sharpe Ratio Rank: 81
VTOL Sortino Ratio Rank: 74
VTOL Omega Ratio Rank: 74
VTOL Calmar Ratio Rank: 78
VTOL Martin Ratio Rank: 79

^NDX

^NDX Risk / Return Rank: 80
^NDX Sharpe Ratio Rank: 75
^NDX Sortino Ratio Rank: 82
^NDX Omega Ratio Rank: 80
^NDX Calmar Ratio Rank: 80
^NDX Martin Ratio Rank: 85

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.

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.

	VTOL	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.31	1.02	+0.29
Sortino ratio Return per unit of downside risk	1.81	1.60	+0.21
Omega ratio Gain probability vs. loss probability	1.24	1.23	+0.02
Calmar ratio Return relative to maximum drawdown	2.17	1.82	+0.35
Martin ratio Return relative to average drawdown	5.86	6.70	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTOL vs. ^NDX - Sharpe Ratio Comparison

The current VTOL Sharpe Ratio is 1.31, which is comparable to the ^NDX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VTOL and ^NDX, 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

	VTOL	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.02	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.54	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.80	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.55	-0.51

Correlation

The correlation between VTOL and ^NDX is 0.28, 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

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.

Drawdown Indicators

	VTOL	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-89.37%	-82.90%	-6.47%
Max Drawdown (1Y) Largest decline over 1 year	-22.00%	-12.72%	-9.28%
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 Drawdown Current decline from peak	-30.96%	-9.11%	-21.85%
Average Drawdown Average peak-to-trough decline	-53.84%	-24.72%	-29.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.16%	3.45%	+4.71%

Volatility

VTOL vs. ^NDX - Volatility Comparison

Bristow Group Inc. (VTOL) has a higher volatility of 9.84% compared to NASDAQ 100 Index (^NDX) at 6.57%. This indicates that VTOL's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTOL	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.84%	6.57%	+3.27%
Volatility (6M) Calculated over the trailing 6-month period	23.23%	12.88%	+10.35%
Volatility (1Y) Calculated over the trailing 1-year period	37.61%	22.75%	+14.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.81%	22.62%	+18.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.74%	22.48%	+31.26%