^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.
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
Key characteristics
^IXIC:
0.37
^SP500TR:
0.69
^IXIC:
0.61
^SP500TR:
0.99
^IXIC:
1.08
^SP500TR:
1.13
^IXIC:
0.52
^SP500TR:
0.96
^IXIC:
1.41
^SP500TR:
3.17
^IXIC:
5.22%
^SP500TR:
3.03%
^IXIC:
20.03%
^SP500TR:
13.98%
^IXIC:
-77.93%
^SP500TR:
-55.25%
^IXIC:
-12.75%
^SP500TR:
-7.54%
Returns By Period
In the year-to-date period, ^IXIC achieves a -8.85% return, which is significantly lower than ^SP500TR's -3.26% return. Over the past 10 years, ^IXIC has outperformed ^SP500TR with an annualized return of 13.70%, while ^SP500TR has yielded a comparatively lower 12.65% annualized return.
^IXIC
-8.85%
-4.08%
-1.81%
8.38%
19.09%
13.70%
^SP500TR
-3.26%
-2.94%
-0.02%
10.41%
19.82%
12.65%
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Risk-Adjusted Performance
^IXIC vs. ^SP500TR — Risk-Adjusted Performance Rank
^IXIC
^SP500TR
^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 8.06% compared to S&P 500 Total Return (^SP500TR) at 5.74%. 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.