^NYA vs. GOOG
Compare and contrast key facts about NYSE Composite (^NYA) and Alphabet Inc. (GOOG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NYA or GOOG.
Key characteristics
| ^NYA | GOOG | |
|---|---|---|
| YTD Return | 17.76% | 28.39% |
| 1Y Return | 26.14% | 33.60% |
| 3Y Return (Ann) | 4.70% | 6.55% |
| 5Y Return (Ann) | 8.05% | 22.15% |
| 10Y Return (Ann) | 6.21% | 20.93% |
| Sharpe Ratio | 2.71 | 1.35 |
| Sortino Ratio | 3.77 | 1.87 |
| Omega Ratio | 1.48 | 1.25 |
| Calmar Ratio | 3.06 | 1.59 |
| Martin Ratio | 17.33 | 4.04 |
| Ulcer Index | 1.66% | 8.75% |
| Daily Std Dev | 10.65% | 26.27% |
| Max Drawdown | -59.01% | -44.60% |
| Current Drawdown | -0.85% | -6.19% |
Correlation
The correlation between ^NYA and GOOG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^NYA vs. GOOG - Performance Comparison
In the year-to-date period, ^NYA achieves a 17.76% return, which is significantly lower than GOOG's 28.39% return. Over the past 10 years, ^NYA has underperformed GOOG with an annualized return of 6.21%, while GOOG has yielded a comparatively higher 20.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^NYA vs. GOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Alphabet Inc. (GOOG). 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.
Drawdowns
^NYA vs. GOOG - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for ^NYA and GOOG. For additional features, visit the drawdowns tool.
Volatility
^NYA vs. GOOG - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 3.05%, while Alphabet Inc. (GOOG) has a volatility of 7.06%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.