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^IXIC vs. SWKS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IXIC and SWKS is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

^IXIC vs. SWKS - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
14,545.54%
-99.99%
^IXIC
SWKS

Key characteristics

Sharpe Ratio

^IXIC:

0.43

SWKS:

-0.66

Sortino Ratio

^IXIC:

0.77

SWKS:

-0.69

Omega Ratio

^IXIC:

1.11

SWKS:

0.89

Calmar Ratio

^IXIC:

0.46

SWKS:

-0.35

Martin Ratio

^IXIC:

1.61

SWKS:

-1.32

Ulcer Index

^IXIC:

6.90%

SWKS:

26.75%

Daily Std Dev

^IXIC:

25.76%

SWKS:

53.45%

Max Drawdown

^IXIC:

-77.93%

SWKS:

-100.00%

Current Drawdown

^IXIC:

-14.91%

SWKS:

-99.99%

Returns By Period

In the year-to-date period, ^IXIC achieves a -11.11% return, which is significantly higher than SWKS's -29.92% return. Over the past 10 years, ^IXIC has outperformed SWKS with an annualized return of 13.03%, while SWKS has yielded a comparatively lower -2.42% annualized return.


^IXIC

YTD

-11.11%

1M

-6.05%

6M

-6.78%

1Y

9.25%

5Y*

14.78%

10Y*

13.03%

SWKS

YTD

-29.92%

1M

-9.85%

6M

-34.12%

1Y

-37.19%

5Y*

-6.62%

10Y*

-2.42%

*Annualized

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Risk-Adjusted Performance

^IXIC vs. SWKS — Risk-Adjusted Performance Rank

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

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 6969
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6868
Martin Ratio Rank

SWKS
The Risk-Adjusted Performance Rank of SWKS is 2020
Overall Rank
The Sharpe Ratio Rank of SWKS is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of SWKS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SWKS is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SWKS is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SWKS is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^IXIC vs. SWKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Skyworks Solutions, Inc. (SWKS). 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.


The chart of Sharpe ratio for ^IXIC, currently valued at 0.43, compared to the broader market-0.500.000.501.001.50
^IXIC: 0.43
SWKS: -0.66
The chart of Sortino ratio for ^IXIC, currently valued at 0.77, compared to the broader market-1.000.001.002.00
^IXIC: 0.77
SWKS: -0.69
The chart of Omega ratio for ^IXIC, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^IXIC: 1.11
SWKS: 0.89
The chart of Calmar ratio for ^IXIC, currently valued at 0.46, compared to the broader market-0.500.000.501.00
^IXIC: 0.46
SWKS: -0.35
The chart of Martin ratio for ^IXIC, currently valued at 1.61, compared to the broader market-2.000.002.004.006.00
^IXIC: 1.61
SWKS: -1.32

The current ^IXIC Sharpe Ratio is 0.43, which is higher than the SWKS Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of ^IXIC and SWKS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.43
-0.66
^IXIC
SWKS

Drawdowns

^IXIC vs. SWKS - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum SWKS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ^IXIC and SWKS. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.91%
-99.99%
^IXIC
SWKS

Volatility

^IXIC vs. SWKS - Volatility Comparison

The current volatility for NASDAQ Composite (^IXIC) is 17.23%, while Skyworks Solutions, Inc. (SWKS) has a volatility of 30.95%. This indicates that ^IXIC experiences smaller price fluctuations and is considered to be less risky than SWKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.23%
30.95%
^IXIC
SWKS