^IXIC vs. ^NDX
Compare and contrast key facts about NASDAQ Composite (^IXIC) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or ^NDX.
Performance
^IXIC vs. ^NDX - Performance Comparison
Returns By Period
In the year-to-date period, ^IXIC achieves a 24.44% return, which is significantly higher than ^NDX's 21.21% return. Over the past 10 years, ^IXIC has underperformed ^NDX with an annualized return of 14.84%, while ^NDX has yielded a comparatively higher 17.05% annualized return.
^IXIC
24.44%
1.03%
11.95%
32.24%
16.92%
14.84%
^NDX
21.21%
0.34%
9.96%
28.77%
19.65%
17.05%
Key characteristics
| ^IXIC | ^NDX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.64 |
| Sortino Ratio | 2.45 | 2.22 |
| Omega Ratio | 1.33 | 1.30 |
| Calmar Ratio | 2.47 | 2.13 |
| Martin Ratio | 9.20 | 7.69 |
| Ulcer Index | 3.53% | 3.76% |
| Daily Std Dev | 17.51% | 17.62% |
| Max Drawdown | -77.93% | -82.90% |
| Current Drawdown | -3.21% | -3.42% |
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Correlation
The correlation between ^IXIC and ^NDX is 0.96, 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. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and NASDAQ 100 (^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.
Drawdowns
^IXIC vs. ^NDX - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^NDX. For additional features, visit the drawdowns tool.
Volatility
^IXIC vs. ^NDX - Volatility Comparison
NASDAQ Composite (^IXIC) and NASDAQ 100 (^NDX) have volatilities of 5.78% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.