^NDX vs. ^IXIC
Compare and contrast key facts about NASDAQ 100 (^NDX) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NDX or ^IXIC.
Performance
^NDX vs. ^IXIC - Performance Comparison
Returns By Period
In the year-to-date period, ^NDX achieves a 22.83% return, which is significantly lower than ^IXIC's 26.35% return. Over the past 10 years, ^NDX has outperformed ^IXIC with an annualized return of 17.17%, while ^IXIC has yielded a comparatively lower 14.97% annualized return.
^NDX
22.83%
1.50%
10.49%
29.71%
20.17%
17.17%
^IXIC
26.35%
2.30%
12.88%
33.56%
17.42%
14.97%
Key characteristics
| ^NDX | ^IXIC | |
|---|---|---|
| Sharpe Ratio | 1.64 | 1.87 |
| Sortino Ratio | 2.22 | 2.47 |
| Omega Ratio | 1.30 | 1.34 |
| Calmar Ratio | 2.13 | 2.49 |
| Martin Ratio | 7.68 | 9.28 |
| Ulcer Index | 3.77% | 3.53% |
| Daily Std Dev | 17.60% | 17.51% |
| Max Drawdown | -82.90% | -77.93% |
| Current Drawdown | -2.13% | -1.72% |
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Correlation
The correlation between ^NDX and ^IXIC is 0.96, 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. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) 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.
Drawdowns
^NDX vs. ^IXIC - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NDX and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. ^IXIC - Volatility Comparison
NASDAQ 100 (^NDX) and NASDAQ Composite (^IXIC) have volatilities of 5.67% and 5.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.