PortfoliosLab logo
^NYATR vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NYATR and ^IXIC is 0.93, 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

^NYATR vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite Total Return (^NYATR) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

^NYATR:

0.83

^IXIC:

0.51

Sortino Ratio

^NYATR:

1.07

^IXIC:

0.89

Omega Ratio

^NYATR:

1.16

^IXIC:

1.12

Calmar Ratio

^NYATR:

0.77

^IXIC:

0.55

Martin Ratio

^NYATR:

3.30

^IXIC:

1.78

Ulcer Index

^NYATR:

3.46%

^IXIC:

7.48%

Daily Std Dev

^NYATR:

16.27%

^IXIC:

26.13%

Max Drawdown

^NYATR:

-37.81%

^IXIC:

-77.93%

Current Drawdown

^NYATR:

-1.75%

^IXIC:

-4.95%

Returns By Period

In the year-to-date period, ^NYATR achieves a 4.36% return, which is significantly higher than ^IXIC's -0.70% return. Over the past 10 years, ^NYATR has underperformed ^IXIC with an annualized return of 8.56%, while ^IXIC has yielded a comparatively higher 14.20% annualized return.


^NYATR

YTD

4.36%

1M

3.65%

6M

-1.19%

1Y

13.38%

3Y*

9.93%

5Y*

13.40%

10Y*

8.56%

^IXIC

YTD

-0.70%

1M

9.82%

6M

0.61%

1Y

13.33%

3Y*

16.49%

5Y*

15.11%

10Y*

14.20%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NYSE Composite Total Return

NASDAQ Composite

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^NYATR vs. ^IXIC — Risk-Adjusted Performance Rank

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

^NYATR
The Risk-Adjusted Performance Rank of ^NYATR is 8282
Overall Rank
The Sharpe Ratio Rank of ^NYATR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYATR is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ^NYATR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^NYATR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^NYATR is 8787
Martin Ratio Rank

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 5656
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 5656
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.

^NYATR vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite Total Return (^NYATR) 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 ^NYATR Sharpe Ratio is 0.83, which is higher than the ^IXIC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ^NYATR 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

^NYATR vs. ^IXIC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was -37.81%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NYATR and ^IXIC.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^NYATR vs. ^IXIC - Volatility Comparison

The current volatility for NYSE Composite Total Return (^NYATR) is 3.96%, while NASDAQ Composite (^IXIC) has a volatility of 5.97%. This indicates that ^NYATR 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.


Loading data...