Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^AMX Performance Chart
AMX Index (^AMX) is up 16.4% since the beginning of the year. ^AMX is currently trading at €1,080 per share. Investors who bought €1,000 worth of ^AMX shares 5 years ago would now be looking at an investment worth €1,009.
Loading charts...
Returns By Period
AMX Index (^AMX) has returned 16.44% so far this year and 21.20% over the past 12 months. Over the last ten years, ^AMX has returned 4.97% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.
AMX Index
- 1D
- -0.86%
- 1M
- 3.76%
- YTD
- 16.44%
- 6M
- 19.04%
- 1Y
- 21.20%
- 3Y*
- 5.25%
- 5Y*
- 0.17%
- 10Y*
- 4.97%
Benchmark (S&P 500 Index)
- 1D
- -0.52%
- 1M
- 5.65%
- YTD
- 11.67%
- 6M
- 10.88%
- 1Y
- 24.00%
- 3Y*
- 17.62%
- 5Y*
- 13.35%
- 10Y*
- 13.42%
^AMX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 1983, ^AMX's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +17.8%, while the worst month was Oct 1987 at -25.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^AMX closed higher 54% of trading days. The best single day was Aug 6, 1987 with a return of +9.7%, while the worst single day was Mar 12, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.01% | 5.04% | -7.71% | 7.82% | 6.62% | -1.44% | 16.44% | ||||||
| 2025 | 1.08% | 2.67% | -1.95% | -2.60% | 7.37% | 1.89% | -0.20% | 1.96% | -3.00% | -0.44% | 2.67% | 1.50% | 11.04% |
| 2024 | -2.88% | 0.05% | 3.38% | -1.60% | 0.78% | -6.74% | 2.68% | 2.45% | -1.10% | -1.92% | -0.87% | -4.03% | -9.82% |
| 2023 | 8.57% | 0.71% | -5.40% | -2.86% | -3.17% | -0.89% | 4.32% | -5.83% | -5.09% | -6.29% | 9.48% | 7.98% | -0.39% |
| 2022 | -2.02% | -3.06% | 2.26% | -0.72% | -2.83% | -10.85% | 6.02% | -3.29% | -7.38% | 5.93% | 4.47% | -2.06% | -14.01% |
| 2021 | 2.86% | 1.83% | 4.84% | 1.02% | 2.42% | -1.92% | 1.17% | 5.15% | -3.81% | -1.11% | -2.41% | 5.12% | 15.68% |
Benchmark Metrics
AMX Index has an annualized alpha of -2.16%, beta of 0.49, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since January 04, 1983.
- This index participated in 101.68% of S&P 500 Index downside but only 63.88% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.49 may look defensive, but with R2 of 0.23 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 0.23 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
- -2.16%
- Beta
- 0.49
- R²
- 0.23
- Upside Capture
- 63.88%
- Downside Capture
- 101.68%
Return for Risk
Risk / Return Rank
^AMX ranks 51 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AMX Index (^AMX) and compare them to S&P 500 Index.
| ^AMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.96 | -0.50 |
Sortino ratioReturn per unit of downside risk | 2.14 | 2.57 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.19 | -1.15 |
Martin ratioReturn relative to average drawdown | 5.43 | 11.89 | -6.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the AMX 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 AMX Index was 72.09%, occurring on Mar 12, 2003. Recovery took 3769 trading sessions.
The current AMX Index drawdown is 3.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -72.09%Mar 2003 | 4y 7mo | 14y 6mo | 19y 2moJul 1998 - Oct 2017 |
COVID crash2020 | -42.29%Mar 2020 | 1mo 3d | 10mo 24d | 11mo 27dFeb 2020 - Feb 2021 |
Black Monday1987 | -42.05%Nov 1987 | 3mo 1d | 1y 2mo | 1y 5moAug 1987 - Jan 1989 |
2025 selloff2025 | -32.36%Apr 2025 | 3y 7mo | — | 4y 9moSep 2021 - now |
Rate-hike selloffLate 2018 | -26.91%Dec 2018 | 11mo 8d | 9mo 28d | 1y 9moJan 2018 - Oct 2019 |
Drawdown Indicators
| ^AMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.09% | -51.62% | -20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -7.57% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.31% | -23.99% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -32.36% | -23.99% | -8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -42.29% | -33.42% | -8.87% |
Current DrawdownCurrent decline from peak | -3.01% | -0.52% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -20.01% | -9.08% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.02% | +1.85% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^AMX
Add AMX Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^AMX