^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:
1.86
^SP500TR:
2.23
^XCMP:
2.43
^SP500TR:
2.97
^XCMP:
1.34
^SP500TR:
1.42
^XCMP:
2.49
^SP500TR:
3.31
^XCMP:
8.85
^SP500TR:
14.64
^XCMP:
3.70%
^SP500TR:
1.91%
^XCMP:
17.55%
^SP500TR:
12.52%
^XCMP:
-35.83%
^SP500TR:
-55.25%
^XCMP:
-2.98%
^SP500TR:
-2.57%
Returns By Period
In the year-to-date period, ^XCMP achieves a 31.30% return, which is significantly higher than ^SP500TR's 26.03% return. Over the past 10 years, ^XCMP has outperformed ^SP500TR with an annualized return of 16.24%, while ^SP500TR has yielded a comparatively lower 13.10% annualized return.
^XCMP
31.30%
3.28%
11.03%
31.74%
17.79%
16.24%
^SP500TR
26.03%
0.36%
9.25%
26.67%
14.81%
13.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^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 5.05% compared to S&P 500 Total Return (^SP500TR) at 3.75%. 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.