^NYA vs. ^NDX
Compare and contrast key facts about NYSE Composite (^NYA) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NYA or ^NDX.
Correlation
The correlation between ^NYA and ^NDX is 0.74, 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. ^NDX - Performance Comparison
Key characteristics
^NYA:
0.35
^NDX:
0.12
^NYA:
0.59
^NDX:
0.35
^NYA:
1.09
^NDX:
1.05
^NYA:
0.36
^NDX:
0.13
^NYA:
1.63
^NDX:
0.49
^NYA:
3.35%
^NDX:
6.30%
^NYA:
15.67%
^NDX:
25.00%
^NYA:
-59.01%
^NDX:
-82.90%
^NYA:
-9.40%
^NDX:
-17.67%
Returns By Period
In the year-to-date period, ^NYA achieves a -3.82% return, which is significantly higher than ^NDX's -13.11% return. Over the past 10 years, ^NYA has underperformed ^NDX with an annualized return of 5.18%, while ^NDX has yielded a comparatively higher 15.24% annualized return.
^NYA
-3.82%
-6.20%
-7.63%
5.63%
10.41%
5.18%
^NDX
-13.11%
-7.49%
-10.17%
4.97%
15.67%
15.24%
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Risk-Adjusted Performance
^NYA vs. ^NDX — Risk-Adjusted Performance Rank
^NYA
^NDX
^NYA vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Composite (^NYA) 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.
Drawdowns
^NYA vs. ^NDX - Drawdown Comparison
The maximum ^NYA drawdown since its inception was -59.01%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^NYA and ^NDX. For additional features, visit the drawdowns tool.
Volatility
^NYA vs. ^NDX - Volatility Comparison
The current volatility for NYSE Composite (^NYA) is 11.33%, while NASDAQ 100 (^NDX) has a volatility of 16.16%. This indicates that ^NYA experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.