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

Correlation

The correlation between ^NDXT and ^IXIC is 0.85, 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. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Technology Sector Index (^NDXT) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
894.74%
685.23%
^NDXT
^IXIC

Key characteristics

Sharpe Ratio

^NDXT:

0.00

^IXIC:

0.39

Sortino Ratio

^NDXT:

0.21

^IXIC:

0.70

Omega Ratio

^NDXT:

1.03

^IXIC:

1.10

Calmar Ratio

^NDXT:

-0.01

^IXIC:

0.40

Martin Ratio

^NDXT:

-0.04

^IXIC:

1.32

Ulcer Index

^NDXT:

9.72%

^IXIC:

7.34%

Daily Std Dev

^NDXT:

32.48%

^IXIC:

25.61%

Max Drawdown

^NDXT:

-59.34%

^IXIC:

-77.93%

Current Drawdown

^NDXT:

-12.59%

^IXIC:

-11.13%

Returns By Period

In the year-to-date period, ^NDXT achieves a -1.90% return, which is significantly higher than ^IXIC's -7.16% return. Over the past 10 years, ^NDXT has outperformed ^IXIC with an annualized return of 15.53%, while ^IXIC has yielded a comparatively lower 13.67% annualized return.


^NDXT

YTD

-1.90%

1M

23.61%

6M

-8.02%

1Y

0.15%

5Y*

13.52%

10Y*

15.53%

^IXIC

YTD

-7.16%

1M

17.42%

6M

-6.96%

1Y

9.97%

5Y*

14.52%

10Y*

13.67%

*Annualized

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Risk-Adjusted Performance

^NDXT vs. ^IXIC — 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

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 5353
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 5555
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. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) 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.


The current ^NDXT Sharpe Ratio is 0.00, which is lower than the ^IXIC Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ^NDXT and ^IXIC, 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
0.00
0.39
^NDXT
^IXIC

Drawdowns

^NDXT vs. ^IXIC - Drawdown Comparison

The maximum ^NDXT drawdown since its inception was -59.34%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NDXT and ^IXIC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.59%
-11.13%
^NDXT
^IXIC

Volatility

^NDXT vs. ^IXIC - Volatility Comparison

NASDAQ 100 Technology Sector Index (^NDXT) has a higher volatility of 17.16% compared to NASDAQ Composite (^IXIC) at 14.10%. This indicates that ^NDXT's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.16%
14.10%
^NDXT
^IXIC