^XCMP vs. AAPL

In the year-to-date period, ^XCMP achieves a -2.71% return, which is significantly higher than AAPL's -21.83% return. Over the past 10 years, ^XCMP has underperformed AAPL with an annualized return of 15.13%, while AAPL has yielded a comparatively higher 21.00% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Apple Inc (AAPL). 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 ^XCMP Sharpe Ratio is 0.49, which is higher than the AAPL Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of ^XCMP and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^XCMP and AAPL.

The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 5.56%, while Apple Inc (AAPL) has a volatility of 9.28%. This indicates that ^XCMP experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.