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

Correlation

The correlation between ^IXIC and VOO is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

^IXIC vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-1.77%
0.10%
^IXIC
VOO

Key characteristics

Sharpe Ratio

^IXIC:

0.37

VOO:

0.69

Sortino Ratio

^IXIC:

0.61

VOO:

0.99

Omega Ratio

^IXIC:

1.08

VOO:

1.13

Calmar Ratio

^IXIC:

0.52

VOO:

0.95

Martin Ratio

^IXIC:

1.41

VOO:

3.15

Ulcer Index

^IXIC:

5.22%

VOO:

3.03%

Daily Std Dev

^IXIC:

20.03%

VOO:

13.88%

Max Drawdown

^IXIC:

-77.93%

VOO:

-33.99%

Current Drawdown

^IXIC:

-12.75%

VOO:

-7.62%

Returns By Period

In the year-to-date period, ^IXIC achieves a -8.85% return, which is significantly lower than VOO's -3.36% return. Over the past 10 years, ^IXIC has outperformed VOO with an annualized return of 13.70%, while VOO has yielded a comparatively lower 12.62% annualized return.


^IXIC

YTD

-8.85%

1M

-4.08%

6M

-1.81%

1Y

8.38%

5Y*

19.09%

10Y*

13.70%

VOO

YTD

-3.36%

1M

-3.02%

6M

-0.09%

1Y

10.26%

5Y*

19.78%

10Y*

12.62%

*Annualized

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Risk-Adjusted Performance

^IXIC vs. VOO — 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 5656
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 5252
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 5959
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6565
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and Vanguard S&P 500 ETF (VOO). 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 0.37, compared to the broader market-1.00-0.500.000.501.001.50
^IXIC: 0.37
VOO: 0.69
The chart of Sortino ratio for ^IXIC, currently valued at 0.61, compared to the broader market-1.000.001.002.00
^IXIC: 0.61
VOO: 0.99
The chart of Omega ratio for ^IXIC, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^IXIC: 1.08
VOO: 1.13
The chart of Calmar ratio for ^IXIC, currently valued at 0.52, compared to the broader market-0.500.000.501.001.502.00
^IXIC: 0.52
VOO: 0.95
The chart of Martin ratio for ^IXIC, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.00
^IXIC: 1.41
VOO: 3.15

The current ^IXIC Sharpe Ratio is 0.37, which is lower than the VOO Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of ^IXIC and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.69
^IXIC
VOO

Drawdowns

^IXIC vs. VOO - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^IXIC and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.75%
-7.62%
^IXIC
VOO

Volatility

^IXIC vs. VOO - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 8.06% compared to Vanguard S&P 500 ETF (VOO) at 5.70%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
8.06%
5.70%
^IXIC
VOO