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AEX Index (^AEX)
Performance
Return for Risk
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in AEX Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

^AEX is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

AEX Index (^AEX) has returned 0.89% so far this year and 6.79% over the past 12 months. Over the last ten years, ^AEX has returned 8.25% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.


AEX Index

1D
-0.49%
1M
-6.55%
YTD
0.89%
6M
1.81%
1Y
6.79%
3Y*
8.27%
5Y*
6.26%
10Y*
8.25%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 1983, ^AEX's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Mar 1983 with a return of +17.5%, while the worst month was Oct 1987 at -27.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ^AEX closed higher 53% of trading days. The best single day was Nov 11, 1987 with a return of +11.8%, while the worst single day was Oct 19, 1987 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.29%2.53%-6.55%0.89%
20254.93%0.00%-2.51%-2.33%5.13%-1.05%-1.23%-0.60%5.15%3.04%-2.89%0.84%8.27%
20243.99%3.69%3.93%-0.33%2.82%2.24%-0.35%-0.21%-0.93%-3.95%0.86%-0.35%11.67%
20238.15%1.04%0.43%0.31%-1.27%3.35%2.33%-6.11%-1.99%-1.40%6.46%2.85%14.20%
2022-5.36%-3.37%-0.76%-1.83%0.27%-7.53%10.65%-6.74%-5.83%4.68%7.97%-4.85%-13.65%
20212.00%2.22%7.46%1.10%0.25%2.84%3.40%4.42%-1.99%5.05%-4.13%2.64%27.75%

Benchmark Metrics

AEX Index has an annualized alpha of -0.46%, beta of 0.53, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since January 04, 1983.

  • This index participated in 96.00% of S&P 500 Index downside but only 70.64% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.53 may look defensive, but with R² of 0.28 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
  • R² of 0.28 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.46%
Beta
0.53
0.28
Upside Capture
70.64%
Downside Capture
96.00%

Return for Risk

Risk / Return Rank

^AEX ranks 37 for risk / return — below 37% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^AEX Risk / Return Rank: 3737
Overall Rank
^AEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
^AEX Sortino Ratio Rank: 2828
Sortino Ratio Rank
^AEX Omega Ratio Rank: 3030
Omega Ratio Rank
^AEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
^AEX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AEX Index (^AEX) and compare them to a chosen benchmark (S&P 500 Index).


^AEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.43

+0.01

Sortino ratio

Return per unit of downside risk

0.67

0.73

-0.06

Omega ratio

Gain probability vs. loss probability

1.09

1.11

-0.02

Calmar ratio

Return relative to maximum drawdown

1.38

0.67

+0.71

Martin ratio

Return relative to average drawdown

3.28

2.80

+0.48

Explore ^AEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the AEX Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the AEX Index was 71.60%, occurring on Mar 9, 2009. Recovery took 3094 trading sessions.

The current AEX Index drawdown is 6.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.6%Sep 5, 20002219Mar 9, 20093094Apr 1, 20215313
-46.74%Aug 12, 198765Nov 10, 1987359Apr 11, 1989424
-37.09%Jul 21, 199858Oct 8, 1998279Nov 15, 1999337
-33.74%Aug 18, 1989357Jan 16, 1991624Jul 8, 1993981
-25.34%Feb 2, 1984118Jul 23, 1984112Jan 2, 1985230

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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