^SPLRCS vs. ^NDX
Compare and contrast key facts about S&P 500 Consumer Staples Index (^SPLRCS) and NASDAQ 100 (^NDX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SPLRCS or ^NDX.
Correlation
The correlation between ^SPLRCS and ^NDX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^SPLRCS vs. ^NDX - Performance Comparison
Key characteristics
^SPLRCS:
0.72
^NDX:
0.43
^SPLRCS:
1.02
^NDX:
0.77
^SPLRCS:
1.13
^NDX:
1.11
^SPLRCS:
0.94
^NDX:
0.47
^SPLRCS:
2.84
^NDX:
1.55
^SPLRCS:
3.10%
^NDX:
7.02%
^SPLRCS:
13.33%
^NDX:
25.24%
^SPLRCS:
-40.76%
^NDX:
-82.90%
^SPLRCS:
-2.95%
^NDX:
-9.53%
Returns By Period
In the year-to-date period, ^SPLRCS achieves a 5.04% return, which is significantly higher than ^NDX's -4.52% return. Over the past 10 years, ^SPLRCS has underperformed ^NDX with an annualized return of 5.99%, while ^NDX has yielded a comparatively higher 16.37% annualized return.
^SPLRCS
5.04%
2.77%
2.90%
8.95%
8.53%
5.99%
^NDX
-4.52%
4.79%
-5.00%
10.75%
16.86%
16.37%
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Risk-Adjusted Performance
^SPLRCS vs. ^NDX — Risk-Adjusted Performance Rank
^SPLRCS
^NDX
^SPLRCS vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Staples Index (^SPLRCS) 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
^SPLRCS vs. ^NDX - Drawdown Comparison
The maximum ^SPLRCS drawdown since its inception was -40.76%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ^SPLRCS and ^NDX. For additional features, visit the drawdowns tool.
Volatility
^SPLRCS vs. ^NDX - Volatility Comparison
The current volatility for S&P 500 Consumer Staples Index (^SPLRCS) is 4.38%, while NASDAQ 100 (^NDX) has a volatility of 8.19%. This indicates that ^SPLRCS 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.