^IXIC vs. VOO
Compare and contrast key facts about NASDAQ Composite (^IXIC) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or VOO.
Performance
^IXIC vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ^IXIC having a 24.44% return and VOO slightly higher at 24.51%. Over the past 10 years, ^IXIC has outperformed VOO with an annualized return of 14.84%, while VOO has yielded a comparatively lower 13.12% annualized return.
^IXIC
24.44%
1.03%
11.95%
32.24%
16.92%
14.84%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| ^IXIC | VOO | |
|---|---|---|
| Sharpe Ratio | 1.85 | 2.64 |
| Sortino Ratio | 2.45 | 3.53 |
| Omega Ratio | 1.33 | 1.49 |
| Calmar Ratio | 2.47 | 3.81 |
| Martin Ratio | 9.20 | 17.34 |
| Ulcer Index | 3.53% | 1.86% |
| Daily Std Dev | 17.51% | 12.20% |
| Max Drawdown | -77.93% | -33.99% |
| Current Drawdown | -3.21% | -2.16% |
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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.
Risk-Adjusted Performance
^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.
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.
Volatility
^IXIC vs. VOO - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 5.78% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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.