^XCMP vs. ^SP500TR
Compare and contrast key facts about NASDAQ Composite Total Return Index (^XCMP) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XCMP or ^SP500TR.
Correlation
The correlation between ^XCMP and ^SP500TR 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. ^SP500TR - Performance Comparison
Key characteristics
^XCMP:
1.48
^SP500TR:
1.87
^XCMP:
1.98
^SP500TR:
2.52
^XCMP:
1.28
^SP500TR:
1.34
^XCMP:
2.03
^SP500TR:
2.82
^XCMP:
6.92
^SP500TR:
11.69
^XCMP:
3.85%
^SP500TR:
2.04%
^XCMP:
17.98%
^SP500TR:
12.77%
^XCMP:
-35.83%
^SP500TR:
-55.25%
^XCMP:
-0.51%
^SP500TR:
0.00%
Returns By Period
In the year-to-date period, ^XCMP achieves a 3.92% return, which is significantly lower than ^SP500TR's 4.64% return. Over the past 10 years, ^XCMP has outperformed ^SP500TR with an annualized return of 16.06%, while ^SP500TR has yielded a comparatively lower 13.33% annualized return.
^XCMP
3.92%
2.21%
12.27%
29.20%
16.73%
16.06%
^SP500TR
4.64%
2.57%
10.02%
25.16%
14.82%
13.33%
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Risk-Adjusted Performance
^XCMP vs. ^SP500TR — Risk-Adjusted Performance Rank
^XCMP
^SP500TR
^XCMP vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite Total Return Index (^XCMP) and S&P 500 Total Return (^SP500TR). 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. ^SP500TR - Drawdown Comparison
The maximum ^XCMP drawdown since its inception was -35.83%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^XCMP and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
^XCMP vs. ^SP500TR - Volatility Comparison
NASDAQ Composite Total Return Index (^XCMP) has a higher volatility of 5.11% compared to S&P 500 Total Return (^SP500TR) at 2.96%. This indicates that ^XCMP's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.