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

Correlation

The correlation between ^NDXE and ^NDX 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.


Performance

^NDXE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Equal Weighted Index (^NDXE) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
560.58%
1,087.24%
^NDXE
^NDX

Key characteristics

Sharpe Ratio

^NDXE:

0.21

^NDX:

0.44

Sortino Ratio

^NDXE:

0.45

^NDX:

0.77

Omega Ratio

^NDXE:

1.06

^NDX:

1.11

Calmar Ratio

^NDXE:

0.21

^NDX:

0.47

Martin Ratio

^NDXE:

0.73

^NDX:

1.56

Ulcer Index

^NDXE:

6.07%

^NDX:

6.99%

Daily Std Dev

^NDXE:

21.87%

^NDX:

25.24%

Max Drawdown

^NDXE:

-58.20%

^NDX:

-82.90%

Current Drawdown

^NDXE:

-8.10%

^NDX:

-9.52%

Returns By Period

In the year-to-date period, ^NDXE achieves a 0.22% return, which is significantly higher than ^NDX's -4.51% return. Over the past 10 years, ^NDXE has underperformed ^NDX with an annualized return of 11.04%, while ^NDX has yielded a comparatively higher 16.32% annualized return.


^NDXE

YTD

0.22%

1M

17.13%

6M

-4.28%

1Y

4.60%

5Y*

11.65%

10Y*

11.04%

^NDX

YTD

-4.51%

1M

17.40%

6M

-4.92%

1Y

10.94%

5Y*

16.88%

10Y*

16.32%

*Annualized

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Risk-Adjusted Performance

^NDXE vs. ^NDX — Risk-Adjusted Performance Rank

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

^NDXE
The Risk-Adjusted Performance Rank of ^NDXE is 3737
Overall Rank
The Sharpe Ratio Rank of ^NDXE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDXE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ^NDXE is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ^NDXE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^NDXE is 3737
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6262
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.

^NDXE vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Equal Weighted Index (^NDXE) and NASDAQ 100 (^NDX). 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 ^NDXE Sharpe Ratio is 0.21, which is lower than the ^NDX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ^NDXE and ^NDX, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.21
0.44
^NDXE
^NDX

Drawdowns

^NDXE vs. ^NDX - Drawdown Comparison

The maximum ^NDXE drawdown since its inception was -58.20%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^NDXE and ^NDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.10%
-9.52%
^NDXE
^NDX

Volatility

^NDXE vs. ^NDX - Volatility Comparison

The current volatility for NASDAQ 100 Equal Weighted Index (^NDXE) is 12.48%, while NASDAQ 100 (^NDX) has a volatility of 13.81%. This indicates that ^NDXE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.48%
13.81%
^NDXE
^NDX