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

Correlation

The correlation between ^NBI and ^IXIC is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

^NBI vs. ^IXIC - Performance Comparison

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

1,800.00%2,000.00%2,200.00%2,400.00%December2025FebruaryMarchAprilMay
1,872.84%
2,187.42%
^NBI
^IXIC

Key characteristics

Sharpe Ratio

^NBI:

-0.39

^IXIC:

0.39

Sortino Ratio

^NBI:

-0.42

^IXIC:

0.70

Omega Ratio

^NBI:

0.95

^IXIC:

1.10

Calmar Ratio

^NBI:

-0.28

^IXIC:

0.40

Martin Ratio

^NBI:

-1.05

^IXIC:

1.32

Ulcer Index

^NBI:

8.38%

^IXIC:

7.34%

Daily Std Dev

^NBI:

21.68%

^IXIC:

25.61%

Max Drawdown

^NBI:

-74.70%

^IXIC:

-77.93%

Current Drawdown

^NBI:

-27.23%

^IXIC:

-11.13%

Returns By Period

In the year-to-date period, ^NBI achieves a -7.55% return, which is significantly lower than ^IXIC's -7.16% return. Over the past 10 years, ^NBI has underperformed ^IXIC with an annualized return of 0.78%, while ^IXIC has yielded a comparatively higher 13.67% annualized return.


^NBI

YTD

-7.55%

1M

6.79%

6M

-18.16%

1Y

-8.49%

5Y*

-0.24%

10Y*

0.78%

^IXIC

YTD

-7.16%

1M

17.42%

6M

-6.96%

1Y

9.97%

5Y*

14.52%

10Y*

13.67%

*Annualized

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Risk-Adjusted Performance

^NBI vs. ^IXIC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NBI
The Risk-Adjusted Performance Rank of ^NBI is 1212
Overall Rank
The Sharpe Ratio Rank of ^NBI is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NBI is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ^NBI is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^NBI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ^NBI is 77
Martin Ratio Rank

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 5353
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 5555
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.

^NBI vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Biotechnology Index (^NBI) and NASDAQ Composite (^IXIC). 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 current ^NBI Sharpe Ratio is -0.39, which is lower than the ^IXIC Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ^NBI and ^IXIC, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.39
0.39
^NBI
^IXIC

Drawdowns

^NBI vs. ^IXIC - Drawdown Comparison

The maximum ^NBI drawdown since its inception was -74.70%, roughly equal to the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NBI and ^IXIC. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-27.23%
-11.13%
^NBI
^IXIC

Volatility

^NBI vs. ^IXIC - Volatility Comparison

The current volatility for NASDAQ Biotechnology Index (^NBI) is 11.60%, while NASDAQ Composite (^IXIC) has a volatility of 14.10%. This indicates that ^NBI experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.60%
14.10%
^NBI
^IXIC