^NDXT vs. MSFT

In the year-to-date period, ^NDXT achieves a 2.93% return, which is significantly lower than MSFT's 9.64% return. Over the past 10 years, ^NDXT has underperformed MSFT with an annualized return of 15.75%, while MSFT has yielded a comparatively higher 27.46% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) and Microsoft Corporation (MSFT). 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 ^NDXT Sharpe Ratio is 0.11, which is lower than the MSFT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ^NDXT and MSFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^NDXT drawdown since its inception was -59.34%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for ^NDXT and MSFT.

The current volatility for NASDAQ 100 Technology Sector Index (^NDXT) is 7.23%, while Microsoft Corporation (MSFT) has a volatility of 8.33%. This indicates that ^NDXT experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.