^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:
0.27
^SP500TR:
0.54
^XCMP:
0.55
^SP500TR:
0.88
^XCMP:
1.08
^SP500TR:
1.13
^XCMP:
0.28
^SP500TR:
0.56
^XCMP:
0.96
^SP500TR:
2.30
^XCMP:
7.04%
^SP500TR:
4.55%
^XCMP:
25.09%
^SP500TR:
19.44%
^XCMP:
-35.83%
^SP500TR:
-55.25%
^XCMP:
-13.65%
^SP500TR:
-9.86%
Returns By Period
In the year-to-date period, ^XCMP achieves a -9.81% return, which is significantly lower than ^SP500TR's -5.68% return. Over the past 10 years, ^XCMP has outperformed ^SP500TR with an annualized return of 14.45%, while ^SP500TR has yielded a comparatively lower 12.27% annualized return.
^XCMP
-9.81%
0.37%
-5.81%
9.91%
15.86%
14.45%
^SP500TR
-5.68%
-0.91%
-4.24%
9.81%
15.89%
12.27%
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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 17.19% compared to S&P 500 Total Return (^SP500TR) at 14.21%. 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.