^NYA vs. ^IXIC

In the year-to-date period, ^NYA achieves a 3.86% return, which is significantly higher than ^IXIC's -0.35% return. Over the past 10 years, ^NYA has underperformed ^IXIC with an annualized return of 6.09%, while ^IXIC has yielded a comparatively higher 14.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) 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 ^NYA Sharpe Ratio is 0.60, which is comparable to the ^IXIC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ^NYA 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.

The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^IXIC.

The current volatility for NYSE Composite (^NYA) is 3.92%, while NASDAQ Composite (^IXIC) has a volatility of 5.90%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.