^XCMP vs. AAPL
Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCMP or AAPL.
Correlation
The correlation between ^XCMP and AAPL is 0.70, 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
^XCMP vs. AAPL - Performance Comparison
Key characteristics
^XCMP:
1.41
AAPL:
1.49
^XCMP:
1.90
AAPL:
2.11
^XCMP:
1.26
AAPL:
1.27
^XCMP:
1.93
AAPL:
2.14
^XCMP:
6.58
AAPL:
6.40
^XCMP:
3.85%
AAPL:
5.55%
^XCMP:
17.96%
AAPL:
23.85%
^XCMP:
-35.83%
AAPL:
-81.80%
^XCMP:
-0.95%
AAPL:
-4.99%
Returns By Period
In the year-to-date period, ^XCMP achieves a 3.45% return, which is significantly higher than AAPL's -1.72% return. Over the past 10 years, ^XCMP has underperformed AAPL with an annualized return of 15.99%, while AAPL has yielded a comparatively higher 23.60% annualized return.
^XCMP
3.45%
1.10%
13.67%
29.02%
16.61%
15.99%
AAPL
-1.72%
10.54%
9.73%
35.47%
26.57%
23.60%
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Risk-Adjusted Performance
^XCMP vs. AAPL — Risk-Adjusted Performance Rank
^XCMP
AAPL
^XCMP vs. AAPL - Risk-Adjusted Performance Comparison
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.
Drawdowns
^XCMP vs. AAPL - Drawdown Comparison
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. For additional features, visit the drawdowns tool.
Volatility
^XCMP vs. AAPL - Volatility Comparison
The current volatility for NASDAQ Composite Total Return Index (^XCMP) is 4.97%, while Apple Inc (AAPL) has a volatility of 7.63%. 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.