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.
^NYATR vs. ^IXIC
Compare and contrast key facts about NYSE Composite Total Return (^NYATR) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NYATR or ^IXIC.
Performance
^NYATR vs. ^IXIC - Performance Comparison
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Key characteristics
^NYATR:
0.83
^IXIC:
0.51
^NYATR:
1.07
^IXIC:
0.89
^NYATR:
1.16
^IXIC:
1.12
^NYATR:
0.77
^IXIC:
0.55
^NYATR:
3.30
^IXIC:
1.78
^NYATR:
3.46%
^IXIC:
7.48%
^NYATR:
16.27%
^IXIC:
26.13%
^NYATR:
-37.81%
^IXIC:
-77.93%
^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
4.36%
3.65%
-1.19%
13.38%
9.93%
13.40%
8.56%
^IXIC
-0.70%
9.82%
0.61%
13.33%
16.49%
15.11%
14.20%
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Risk-Adjusted Performance
^NYATR vs. ^IXIC — Risk-Adjusted Performance Rank
^NYATR
^IXIC
^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.
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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.
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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.
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