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^NDX vs. SPXL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NDX and SPXL is 1.00, 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

^NDX vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 (^NDX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^NDX:

25.24%

SPXL:

31.87%

Max Drawdown

^NDX:

-82.90%

SPXL:

-2.49%

Current Drawdown

^NDX:

-9.53%

SPXL:

-0.50%

Returns By Period


^NDX

YTD

-4.52%

1M

7.34%

6M

-5.00%

1Y

10.46%

5Y*

17.17%

10Y*

16.19%

SPXL

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

^NDX vs. SPXL — Risk-Adjusted Performance Rank

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

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6262
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6161
Martin Ratio Rank

SPXL
The Risk-Adjusted Performance Rank of SPXL is 3434
Overall Rank
The Sharpe Ratio Rank of SPXL is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of SPXL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of SPXL is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SPXL is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SPXL is 2828
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.

^NDX vs. SPXL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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

^NDX vs. SPXL - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than SPXL's maximum drawdown of -2.49%. Use the drawdown chart below to compare losses from any high point for ^NDX and SPXL. For additional features, visit the drawdowns tool.


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Volatility

^NDX vs. SPXL - Volatility Comparison


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