^IXIC vs. ^SP500TR
Compare and contrast key facts about NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IXIC or ^SP500TR.
Key characteristics
| ^IXIC | ^SP500TR | |
|---|---|---|
| YTD Return | 11.19% | 14.48% |
| 1Y Return | 21.40% | 23.29% |
| 3Y Return (Ann) | 2.78% | 7.85% |
| 5Y Return (Ann) | 15.58% | 14.53% |
| 10Y Return (Ann) | 13.90% | 12.60% |
| Sharpe Ratio | 1.14 | 1.80 |
| Daily Std Dev | 17.78% | 12.71% |
| Max Drawdown | -77.93% | -55.25% |
| Current Drawdown | -10.49% | -4.38% |
Correlation
The correlation between ^IXIC and ^SP500TR is 0.87, 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. ^SP500TR - Performance Comparison
In the year-to-date period, ^IXIC achieves a 11.19% return, which is significantly lower than ^SP500TR's 14.48% return. Over the past 10 years, ^IXIC has outperformed ^SP500TR with an annualized return of 13.90%, while ^SP500TR has yielded a comparatively lower 12.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^IXIC vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR). 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. ^SP500TR - Drawdown Comparison
The maximum ^IXIC drawdown since its inception was -77.93%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
^IXIC vs. ^SP500TR - Volatility Comparison
NASDAQ Composite (^IXIC) has a higher volatility of 7.06% compared to S&P 500 Total Return (^SP500TR) at 4.88%. This indicates that ^IXIC's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.