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
^FCHI Performance Chart
CAC 40 (^FCHI) is up 3.3% since the beginning of the year. ^FCHI is currently trading at €8,421 per share. Investors who bought €1,000 worth of ^FCHI shares 5 years ago would now be looking at an investment worth €1,282.
Loading charts...
Returns By Period
CAC 40 (^FCHI) has returned 3.33% so far this year and 10.96% over the past 12 months. Over the last ten years, ^FCHI has returned 6.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.56% annually.
CAC 40
- 1D
- -0.55%
- 1M
- 3.76%
- YTD
- 3.33%
- 6M
- 3.69%
- 1Y
- 10.96%
- 3Y*
- 4.91%
- 5Y*
- 5.09%
- 10Y*
- 6.79%
Benchmark (S&P 500 Index)
- 1D
- -0.05%
- 1M
- 1.52%
- YTD
- 12.23%
- 6M
- 11.82%
- 1Y
- 26.29%
- 3Y*
- 17.89%
- 5Y*
- 12.96%
- 10Y*
- 13.56%
^FCHI Monthly Returns History
Based on dividend-adjusted daily data since Mar 1, 1990, ^FCHI's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +20.1%, while the worst month was Sep 2002 at -17.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^FCHI closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 12, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.28% | 5.59% | -8.90% | 3.81% | 0.84% | 2.91% | 3.33% | ||||||
| 2025 | 7.72% | 2.03% | -3.96% | -2.53% | 2.08% | -1.11% | 1.38% | -0.88% | 2.49% | 2.85% | 0.02% | 0.33% | 10.42% |
| 2024 | 1.51% | 3.54% | 3.51% | -2.69% | 0.10% | -6.42% | 0.70% | 1.32% | 0.06% | -3.74% | -1.57% | 2.01% | -2.15% |
| 2023 | 9.40% | 2.62% | 0.75% | 2.31% | -5.24% | 4.25% | 1.32% | -2.42% | -2.48% | -3.50% | 6.17% | 3.18% | 16.52% |
| 2022 | -2.15% | -4.86% | 0.02% | -1.89% | -0.99% | -8.44% | 8.87% | -5.02% | -5.92% | 8.75% | 7.53% | -3.93% | -9.50% |
| 2021 | -2.74% | 5.63% | 6.38% | 3.33% | 2.83% | 0.94% | 1.61% | 1.02% | -2.40% | 4.76% | -1.60% | 6.43% | 28.85% |
Benchmark Metrics
CAC 40 has an annualized alpha of -1.79%, beta of 0.54, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since March 01, 1990.
- This index participated in 94.26% of S&P 500 Index downside but only 61.55% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 may look defensive, but with R2 of 0.25 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 0.25 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
- -1.79%
- Beta
- 0.54
- R²
- 0.25
- Upside Capture
- 61.55%
- Downside Capture
- 94.26%
Return for Risk
Risk / Return Rank
^FCHI ranks 31 for risk / return — below 31% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CAC 40 (^FCHI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^FCHI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.49 | -2.47 |
| Martin ratioReturn relative to average drawdown | 2.97 | 12.93 | -9.95 |
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 CAC 40. 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 CAC 40 was 65.29%, occurring on Mar 12, 2003. Recovery took 4768 trading sessions.
The current CAC 40 drawdown is 2.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2003 bear market2003 | -65.29%Mar 2003 | 2y 6mo | 18y 8mo | 21y 2moSep 2000 - Nov 2021 |
1998 bear market1998 | -32.55%Oct 1998 | 2mo 20d | 6mo 21d | 9mo 11dJul 1998 - Apr 1999 |
1991 bear market1991 | -32.32%Jan 1991 | 8mo 26d | 2y 6mo | 3y 3moApr 1990 - Aug 1993 |
1995 bear market1995 | -26.95%Oct 1995 | 1y 8mo | 1y 2mo | 2y 11moFeb 1994 - Jan 1997 |
Bear market2022 | -23.04%Sep 2022 | 8mo 26d | 6mo 14d | 1y 3moJan 2022 - Apr 2023 |
Drawdown Indicators
| ^FCHI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.29% | -51.62% | -13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -7.57% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.71% | -23.99% | +7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.04% | -23.99% | +0.95% |
Max Drawdown (10Y)Largest decline over 10 years | -38.56% | -33.42% | -5.14% |
Current DrawdownCurrent decline from peak | -2.32% | -0.05% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -24.43% | -9.08% | -15.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.04% | +1.80% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^FCHI
Add CAC 40 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 ^FCHI