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^NDXT vs. SPLG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NDXT and SPLG is 0.86, 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

^NDXT vs. SPLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Technology Sector Index (^NDXT) and SPDR Portfolio S&P 500 ETF (SPLG). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
894.74%
541.21%
^NDXT
SPLG

Key characteristics

Sharpe Ratio

^NDXT:

0.00

SPLG:

0.56

Sortino Ratio

^NDXT:

0.21

SPLG:

0.91

Omega Ratio

^NDXT:

1.03

SPLG:

1.13

Calmar Ratio

^NDXT:

-0.01

SPLG:

0.58

Martin Ratio

^NDXT:

-0.04

SPLG:

2.24

Ulcer Index

^NDXT:

9.72%

SPLG:

4.83%

Daily Std Dev

^NDXT:

32.48%

SPLG:

19.21%

Max Drawdown

^NDXT:

-59.34%

SPLG:

-54.52%

Current Drawdown

^NDXT:

-12.59%

SPLG:

-7.54%

Returns By Period

In the year-to-date period, ^NDXT achieves a -1.90% return, which is significantly higher than SPLG's -3.30% return. Over the past 10 years, ^NDXT has outperformed SPLG with an annualized return of 15.53%, while SPLG has yielded a comparatively lower 12.33% annualized return.


^NDXT

YTD

-1.90%

1M

23.61%

6M

-8.02%

1Y

0.15%

5Y*

13.52%

10Y*

15.53%

SPLG

YTD

-3.30%

1M

13.76%

6M

-4.52%

1Y

10.72%

5Y*

15.90%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

^NDXT vs. SPLG — Risk-Adjusted Performance Rank

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

^NDXT
The Risk-Adjusted Performance Rank of ^NDXT is 2929
Overall Rank
The Sharpe Ratio Rank of ^NDXT is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDXT is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ^NDXT is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ^NDXT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ^NDXT is 2929
Martin Ratio Rank

SPLG
The Risk-Adjusted Performance Rank of SPLG is 6464
Overall Rank
The Sharpe Ratio Rank of SPLG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SPLG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPLG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPLG is 6464
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.

^NDXT vs. SPLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) and SPDR Portfolio S&P 500 ETF (SPLG). 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 0.00, which is lower than the SPLG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^NDXT and SPLG, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.00
0.56
^NDXT
SPLG

Drawdowns

^NDXT vs. SPLG - Drawdown Comparison

The maximum ^NDXT drawdown since its inception was -59.34%, which is greater than SPLG's maximum drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for ^NDXT and SPLG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.59%
-7.54%
^NDXT
SPLG

Volatility

^NDXT vs. SPLG - Volatility Comparison

NASDAQ 100 Technology Sector Index (^NDXT) has a higher volatility of 17.16% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 11.17%. This indicates that ^NDXT's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.16%
11.17%
^NDXT
SPLG