WTI vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about W&T Offshore, Inc. (WTI) and NASDAQ 100 Index (^NDX).

Performance

WTI vs. ^NDX - Performance Comparison

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

WTI vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTI W&T Offshore, Inc.	85.28%	0.62%	-48.17%	-41.41%	72.76%	48.85%	-60.97%	34.95%	24.47%	19.49%
^NDX NASDAQ 100 Index	-4.87%	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, WTI achieves a 85.28% return, which is significantly higher than ^NDX's -4.87% return. Over the past 10 years, WTI has underperformed ^NDX with an annualized return of 4.17%, while ^NDX has yielded a comparatively higher 18.15% annualized return.

WTI

• 1D: -11.73%
• 1M: 0.67%
• YTD: 85.28%
• 6M: 60.62%
• 1Y: 110.60%
• 3Y*: -14.64%
• 5Y*: -3.63%
• 10Y*: 4.17%

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

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

Return for Risk

WTI vs. ^NDX — Risk / Return Rank

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

WTI

WTI Risk / Return Rank: 79
WTI Sharpe Ratio Rank: 82
WTI Sortino Ratio Rank: 81
WTI Omega Ratio Rank: 77
WTI Calmar Ratio Rank: 81
WTI Martin Ratio Rank: 75

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX 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.

WTI vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W&T Offshore, Inc. (WTI) 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.

	WTI	^NDX	Difference
Sharpe ratio Return per unit of total volatility	1.42	1.04	+0.38
Sortino ratio Return per unit of downside risk	2.20	1.62	+0.57
Omega ratio Gain probability vs. loss probability	1.27	1.23	+0.03
Calmar ratio Return relative to maximum drawdown	2.45	1.93	+0.52
Martin ratio Return relative to average drawdown	4.67	7.05	-2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTI vs. ^NDX - Sharpe Ratio Comparison

The current WTI Sharpe Ratio is 1.42, which is higher than the ^NDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WTI 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

	WTI	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.04	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	0.56	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.06	0.81	-0.75
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.55	-0.65

Correlation

The correlation between WTI and ^NDX is 0.31, 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

WTI vs. ^NDX - Drawdown Comparison

The maximum WTI drawdown since its inception was -97.59%, which is greater than ^NDX's maximum drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for WTI and ^NDX.

Drawdown Indicators

	WTI	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-82.90%	-14.69%
Max Drawdown (1Y) Largest decline over 1 year	-40.17%	-12.72%	-27.45%
Max Drawdown (5Y) Largest decline over 5 years	-87.31%	-35.56%	-51.75%
Max Drawdown (10Y) Largest decline over 10 years	-88.92%	-35.56%	-53.36%
Current Drawdown Current decline from peak	-93.00%	-8.04%	-84.96%
Average Drawdown Average peak-to-trough decline	-73.93%	-24.72%	-49.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.06%	3.49%	+17.57%

Volatility

WTI vs. ^NDX - Volatility Comparison

W&T Offshore, Inc. (WTI) has a higher volatility of 36.76% compared to NASDAQ 100 Index (^NDX) at 6.65%. This indicates that WTI'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

	WTI	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.76%	6.65%	+30.11%
Volatility (6M) Calculated over the trailing 6-month period	61.17%	12.93%	+48.24%
Volatility (1Y) Calculated over the trailing 1-year period	78.34%	22.77%	+55.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.94%	22.61%	+44.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.46%	22.48%	+49.98%