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

Correlation

The correlation between ^NDXT and ^NDX 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. ^NDX - Performance Comparison

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

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
894.74%
1,096.03%
^NDXT
^NDX

Key characteristics

Sharpe Ratio

^NDXT:

0.00

^NDX:

0.44

Sortino Ratio

^NDXT:

0.21

^NDX:

0.77

Omega Ratio

^NDXT:

1.03

^NDX:

1.11

Calmar Ratio

^NDXT:

-0.01

^NDX:

0.47

Martin Ratio

^NDXT:

-0.04

^NDX:

1.56

Ulcer Index

^NDXT:

9.72%

^NDX:

6.99%

Daily Std Dev

^NDXT:

32.48%

^NDX:

25.24%

Max Drawdown

^NDXT:

-59.34%

^NDX:

-82.90%

Current Drawdown

^NDXT:

-12.59%

^NDX:

-9.52%

Returns By Period

In the year-to-date period, ^NDXT achieves a -1.90% return, which is significantly higher than ^NDX's -4.51% return. Over the past 10 years, ^NDXT has underperformed ^NDX with an annualized return of 15.53%, while ^NDX has yielded a comparatively higher 16.32% annualized return.


^NDXT

YTD

-1.90%

1M

23.61%

6M

-8.02%

1Y

0.15%

5Y*

13.52%

10Y*

15.53%

^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

^NDXT vs. ^NDX — 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

^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.

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

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Technology Sector Index (^NDXT) 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 ^NDXT Sharpe Ratio is 0.00, which is lower than the ^NDX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ^NDXT 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
0.00
0.44
^NDXT
^NDX

Drawdowns

^NDXT vs. ^NDX - Drawdown Comparison

The maximum ^NDXT drawdown since its inception was -59.34%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^NDXT and ^NDX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.59%
-9.52%
^NDXT
^NDX

Volatility

^NDXT vs. ^NDX - Volatility Comparison

NASDAQ 100 Technology Sector Index (^NDXT) has a higher volatility of 17.16% compared to NASDAQ 100 (^NDX) at 13.81%. This indicates that ^NDXT's price experiences larger fluctuations and is considered to be riskier than ^NDX 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%
13.81%
^NDXT
^NDX