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

Correlation

The correlation between ^IXIC and ^NDXT is 0.97, 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.


Performance

^IXIC vs. ^NDXT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and NASDAQ 100 Technology Sector Index (^NDXT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^IXIC:

26.02%

^NDXT:

29.73%

Max Drawdown

^IXIC:

-77.93%

^NDXT:

-1.55%

Current Drawdown

^IXIC:

-7.26%

^NDXT:

0.00%

Returns By Period


^IXIC

YTD

-3.12%

1M

11.86%

6M

-3.06%

1Y

14.49%

5Y*

16.18%

10Y*

14.04%

^NDXT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^IXIC vs. ^NDXT — 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 6666
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6464
Martin Ratio Rank

^NDXT
The Risk-Adjusted Performance Rank of ^NDXT is 2929
Overall Rank
The Sharpe Ratio Rank of ^NDXT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDXT is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^NDXT is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ^NDXT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ^NDXT is 2929
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. ^NDXT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and NASDAQ 100 Technology Sector Index (^NDXT). 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.



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Drawdowns

^IXIC vs. ^NDXT - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than ^NDXT's maximum drawdown of -1.55%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^NDXT. For additional features, visit the drawdowns tool.


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Volatility

^IXIC vs. ^NDXT - Volatility Comparison


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