^XCMP vs. VOO
Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCMP or VOO.
Key characteristics
| ^XCMP | VOO | |
|---|---|---|
| YTD Return | 17.69% | 18.91% |
| 1Y Return | 29.46% | 28.20% |
| 3Y Return (Ann) | 6.09% | 9.93% |
| 5Y Return (Ann) | 17.56% | 15.31% |
| 10Y Return (Ann) | 15.48% | 12.87% |
| Sharpe Ratio | 1.89 | 2.21 |
| Daily Std Dev | 17.47% | 12.64% |
| Max Drawdown | -35.83% | -33.99% |
| Current Drawdown | -5.62% | -0.60% |
Correlation
The correlation between ^XCMP and VOO is 0.92, 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
^XCMP vs. VOO - Performance Comparison
In the year-to-date period, ^XCMP achieves a 17.69% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, ^XCMP has outperformed VOO with an annualized return of 15.48%, while VOO has yielded a comparatively lower 12.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^XCMP vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and Vanguard S&P 500 ETF (VOO). 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. VOO - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -35.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^XCMP and VOO. For additional features, visit the drawdowns tool.
Volatility
^XCMP vs. VOO - Volatility Comparison
NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 6.04% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. This indicates that ^XCMP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.