^SP500TR vs. ^IXIC
Compare and contrast key facts about S&P 500 Total Return (^SP500TR) and NASDAQ Composite (^IXIC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SP500TR or ^IXIC.
Correlation
The correlation between ^SP500TR and ^IXIC is 0.87, 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
^SP500TR vs. ^IXIC - Performance Comparison
Key characteristics
^SP500TR:
2.03
^IXIC:
1.67
^SP500TR:
2.71
^IXIC:
2.22
^SP500TR:
1.38
^IXIC:
1.30
^SP500TR:
3.03
^IXIC:
2.29
^SP500TR:
13.52
^IXIC:
8.49
^SP500TR:
1.89%
^IXIC:
3.55%
^SP500TR:
12.59%
^IXIC:
17.98%
^SP500TR:
-55.25%
^IXIC:
-77.93%
^SP500TR:
-3.54%
^IXIC:
-3.87%
Returns By Period
In the year-to-date period, ^SP500TR achieves a 24.77% return, which is significantly lower than ^IXIC's 29.19% return. Over the past 10 years, ^SP500TR has underperformed ^IXIC with an annualized return of 13.05%, while ^IXIC has yielded a comparatively higher 15.10% annualized return.
^SP500TR
24.77%
-0.24%
7.73%
24.86%
14.61%
13.05%
^IXIC
29.19%
3.20%
8.57%
29.26%
16.85%
15.10%
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Risk-Adjusted Performance
^SP500TR vs. ^IXIC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Total Return (^SP500TR) 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
^SP500TR vs. ^IXIC - Drawdown Comparison
The maximum ^SP500TR drawdown since its inception was -55.25%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^SP500TR and ^IXIC. For additional features, visit the drawdowns tool.
Volatility
^SP500TR vs. ^IXIC - Volatility Comparison
The current volatility for S&P 500 Total Return (^SP500TR) is 3.65%, while NASDAQ Composite (^IXIC) has a volatility of 5.05%. This indicates that ^SP500TR 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.