^SP100 vs. ^IXIC
Compare and contrast key facts about S&P 100 Index (^SP100) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP100 or ^IXIC.
Correlation
The correlation between ^SP100 and ^IXIC is 0.85, 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
^SP100 vs. ^IXIC - Performance Comparison
Key characteristics
^SP100:
0.53
^IXIC:
0.39
^SP100:
0.88
^IXIC:
0.70
^SP100:
1.13
^IXIC:
1.10
^SP100:
0.56
^IXIC:
0.40
^SP100:
2.06
^IXIC:
1.32
^SP100:
5.37%
^IXIC:
7.34%
^SP100:
20.77%
^IXIC:
25.61%
^SP100:
-61.31%
^IXIC:
-77.93%
^SP100:
-8.80%
^IXIC:
-11.13%
Returns By Period
In the year-to-date period, ^SP100 achieves a -5.24% return, which is significantly higher than ^IXIC's -7.16% return. Over the past 10 years, ^SP100 has underperformed ^IXIC with an annualized return of 11.49%, while ^IXIC has yielded a comparatively higher 13.67% annualized return.
^SP100
-5.24%
13.84%
-5.24%
10.98%
15.33%
11.49%
^IXIC
-7.16%
17.42%
-6.96%
9.97%
14.52%
13.67%
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Risk-Adjusted Performance
^SP100 vs. ^IXIC — Risk-Adjusted Performance Rank
^SP100
^IXIC
^SP100 vs. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) 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.
Drawdowns
^SP100 vs. ^IXIC - Drawdown Comparison
The maximum ^SP100 drawdown since its inception was -61.31%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^SP100 and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
^SP100 vs. ^IXIC - Volatility Comparison
The current volatility for S&P 100 Index (^SP100) is 12.03%, while NASDAQ Composite (^IXIC) has a volatility of 14.10%. This indicates that ^SP100 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.