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^IXIC vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.9

Performance

^IXIC vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

4,000.00%4,500.00%5,000.00%5,500.00%6,000.00%NovemberDecember2025FebruaryMarchApril
4,971.21%
4,622.02%
^IXIC
^SP500TR

Key characteristics

Sharpe Ratio

^IXIC:

0.43

^SP500TR:

0.56

Sortino Ratio

^IXIC:

0.77

^SP500TR:

0.91

Omega Ratio

^IXIC:

1.11

^SP500TR:

1.13

Calmar Ratio

^IXIC:

0.46

^SP500TR:

0.58

Martin Ratio

^IXIC:

1.61

^SP500TR:

2.43

Ulcer Index

^IXIC:

6.90%

^SP500TR:

4.51%

Daily Std Dev

^IXIC:

25.76%

^SP500TR:

19.43%

Max Drawdown

^IXIC:

-77.93%

^SP500TR:

-55.25%

Current Drawdown

^IXIC:

-14.91%

^SP500TR:

-10.52%

Returns By Period

In the year-to-date period, ^IXIC achieves a -11.11% return, which is significantly lower than ^SP500TR's -6.37% return. Over the past 10 years, ^IXIC has outperformed ^SP500TR with an annualized return of 13.03%, while ^SP500TR has yielded a comparatively lower 12.05% annualized return.


^IXIC

YTD

-11.11%

1M

-6.05%

6M

-6.78%

1Y

9.25%

5Y*

14.78%

10Y*

13.03%

^SP500TR

YTD

-6.37%

1M

-4.97%

6M

-4.97%

1Y

9.62%

5Y*

15.92%

10Y*

12.05%

*Annualized

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Risk-Adjusted Performance

^IXIC vs. ^SP500TR — 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 6969
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 6868
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8080
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8282
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. ^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.


The chart of Sharpe ratio for ^IXIC, currently valued at 0.43, compared to the broader market-0.500.000.501.001.50
^IXIC: 0.43
^SP500TR: 0.56
The chart of Sortino ratio for ^IXIC, currently valued at 0.77, compared to the broader market-1.000.001.002.00
^IXIC: 0.77
^SP500TR: 0.91
The chart of Omega ratio for ^IXIC, currently valued at 1.11, compared to the broader market0.901.001.101.201.30
^IXIC: 1.11
^SP500TR: 1.13
The chart of Calmar ratio for ^IXIC, currently valued at 0.46, compared to the broader market-0.500.000.501.00
^IXIC: 0.46
^SP500TR: 0.58
The chart of Martin ratio for ^IXIC, currently valued at 1.61, compared to the broader market-2.000.002.004.006.00
^IXIC: 1.61
^SP500TR: 2.43

The current ^IXIC Sharpe Ratio is 0.43, which is comparable to the ^SP500TR Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^IXIC and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.43
0.56
^IXIC
^SP500TR

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.91%
-10.52%
^IXIC
^SP500TR

Volatility

^IXIC vs. ^SP500TR - Volatility Comparison

NASDAQ Composite (^IXIC) has a higher volatility of 17.23% compared to S&P 500 Total Return (^SP500TR) at 14.21%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.23%
14.21%
^IXIC
^SP500TR