PortfoliosLab logoPortfoliosLab logo
WIX vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

WIX vs. ^NDX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WIX achieves a -49.55% return, which is significantly lower than ^NDX's 15.90% return. Over the past 10 years, WIX has underperformed ^NDX with an annualized return of 5.28%, while ^NDX has yielded a comparatively higher 20.35% annualized return.


WIX

1D
4.53%
1M
14.16%
6M
-43.06%
YTD
-49.55%
1Y
-65.58%
3Y*
-12.92%
5Y*
-28.54%
10Y*
5.28%

^NDX

1D
-1.88%
1M
-1.25%
6M
13.48%
YTD
15.90%
1Y
28.46%
3Y*
23.42%
5Y*
14.45%
10Y*
20.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIX vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIX
Wix.com Ltd.
-49.55%-51.58%74.40%60.12%-51.31%-36.87%104.25%35.47%56.98%29.18%
^NDX
NASDAQ 100 Index
15.90%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between WIX and ^NDX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2013

0.50

Over the past year, the correlation between WIX and ^NDX has dropped to 0.17 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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

WIX vs. ^NDX — Risk / Return Rank

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

WIX
WIX Risk / Return Rank: 88
Overall Rank
WIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
WIX Sortino Ratio Rank: 66
Sortino Ratio Rank
WIX Omega Ratio Rank: 66
Omega Ratio Rank
WIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
WIX Martin Ratio Rank: 1010
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 6565
Overall Rank
^NDX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 5757
Sortino Ratio Rank
^NDX Omega Ratio Rank: 6161
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7575
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7070
Martin Ratio Rank
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.

WIX vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wix.com Ltd. (WIX) 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.


WIX^NDXDifference
Sharpe ratioReturn per unit of total volatility

-2.51

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.80

1.27

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.84

2.36

-3.20

Martin ratioReturn relative to average drawdown

-1.35

8.42

-9.77

WIX vs. ^NDX - Sharpe Ratio Comparison

The current WIX Sharpe Ratio is -0.97, which is lower than the ^NDX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of WIX and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WIX vs. ^NDX - Drawdown Comparison

The maximum WIX drawdown since its inception was -88.55%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for WIX and ^NDX.


Loading charts...

Drawdown Indicators


WIX^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-88.55%

-82.90%

-5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-78.06%

-12.12%

-65.94%

Max Drawdown (3Y)

Largest decline over 3 years

-83.62%

-22.93%

-60.69%

Max Drawdown (5Y)

Largest decline over 5 years

-86.73%

-35.56%

-51.17%

Max Drawdown (10Y)

Largest decline over 10 years

-88.55%

-35.56%

-52.99%

Current Drawdown

Current decline from peak

-85.16%

-4.55%

-80.61%

Average Drawdown

Average peak-to-trough decline

-36.28%

-24.57%

-11.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.52%

3.39%

+45.13%

Volatility

WIX vs. ^NDX - Volatility Comparison

Wix.com Ltd. (WIX) has a higher volatility of 17.49% compared to NASDAQ 100 Index (^NDX) at 8.41%. This indicates that WIX'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.


Loading charts...

Volatility by Period


WIX^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.49%

8.41%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

57.55%

15.28%

+42.27%

Volatility (1Y)

Calculated over the trailing 1-year period

68.10%

18.58%

+49.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.93%

22.99%

+35.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.12%

22.67%

+32.45%

Frequently Asked Questions


WIX and ^NDX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIX has higher volatility (17.49%) compared to ^NDX (8.41%). In terms of maximum drawdown, WIX dropped -88.55% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.54 vs -0.97), 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.

Portfolio Optimizer

Find the right allocation for WIX 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