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^NYA vs. XLK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NYA and XLK is 0.80, 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

^NYA vs. XLK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite (^NYA) and Technology Select Sector SPDR Fund (XLK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^NYA:

16.04%

XLK:

14.11%

Max Drawdown

^NYA:

-59.01%

XLK:

-0.83%

Current Drawdown

^NYA:

-4.70%

XLK:

-0.12%

Returns By Period


^NYA

YTD

1.16%

1M

6.03%

6M

-3.10%

1Y

6.37%

5Y*

11.86%

10Y*

5.61%

XLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^NYA vs. XLK — Risk-Adjusted Performance Rank

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

^NYA
The Risk-Adjusted Performance Rank of ^NYA is 6262
Overall Rank
The Sharpe Ratio Rank of ^NYA is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^NYA is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NYA is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^NYA is 7474
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 4040
Overall Rank
The Sharpe Ratio Rank of XLK is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 4141
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 4040
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4545
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 3939
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.

^NYA vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) and Technology Select Sector SPDR Fund (XLK). 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.



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Drawdowns

^NYA vs. XLK - Drawdown Comparison

The maximum ^NYA drawdown since its inception was -59.01%, which is greater than XLK's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for ^NYA and XLK. For additional features, visit the drawdowns tool.


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Volatility

^NYA vs. XLK - Volatility Comparison


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