^NDX vs. VOO
Compare and contrast key facts about NASDAQ 100 (^NDX) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NDX or VOO.
Performance
^NDX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ^NDX achieves a 22.93% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, ^NDX has outperformed VOO with an annualized return of 17.19%, while VOO has yielded a comparatively lower 13.15% annualized return.
^NDX
22.93%
1.77%
10.53%
29.06%
20.21%
17.19%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| ^NDX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.74 | 2.69 |
| Sortino Ratio | 2.33 | 3.59 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 2.25 | 3.89 |
| Martin Ratio | 8.12 | 17.64 |
| Ulcer Index | 3.77% | 1.86% |
| Daily Std Dev | 17.64% | 12.20% |
| Max Drawdown | -82.90% | -33.99% |
| Current Drawdown | -2.05% | -1.40% |
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Correlation
The correlation between ^NDX and VOO is 0.90, 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.
Risk-Adjusted Performance
^NDX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) and Vanguard S&P 500 ETF (VOO). 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
^NDX vs. VOO - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^NDX and VOO. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. VOO - Volatility Comparison
NASDAQ 100 (^NDX) has a higher volatility of 5.67% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.