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CAC 40 (^FCHI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

CAC 40 (^FCHI) returned 4.92% year-to-date (YTD) and -5.78% over the past 12 months. Over the past 10 years, ^FCHI returned 4.48% annually, underperforming the S&P 500 benchmark at 10.46%.


^FCHI

YTD

4.92%

1M

8.67%

6M

5.52%

1Y

-5.78%

5Y*

11.32%

10Y*

4.48%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^FCHI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.72%2.03%-3.96%-2.53%1.97%4.92%
20241.51%3.54%3.51%-2.69%0.10%-6.42%0.70%1.32%0.06%-3.74%-1.57%2.01%-2.15%
20239.40%2.62%0.75%2.31%-5.24%4.25%1.32%-2.42%-2.48%-3.50%6.17%3.18%16.52%
2022-2.43%-4.86%0.02%-1.89%-0.99%-8.44%8.87%-5.02%-5.92%8.75%7.53%-3.93%-9.75%
2021-2.74%5.63%6.38%3.33%2.83%0.94%1.61%1.02%-2.40%4.76%-1.60%6.73%29.21%
2020-2.87%-8.55%-17.21%4.00%2.70%5.12%-3.09%3.42%-2.91%-4.36%20.12%0.60%-7.14%
20195.54%4.96%2.10%4.41%-6.78%6.36%-0.36%-0.70%3.60%0.92%3.06%1.23%26.37%
20183.19%-2.94%-2.88%6.84%-2.21%-1.39%3.53%-1.90%1.60%-7.28%-1.76%-5.46%-10.95%
2017-2.33%2.31%5.43%2.83%0.31%-3.08%-0.53%-0.16%4.80%3.25%-2.37%-1.12%9.26%
2016-4.75%-1.44%0.72%1.00%1.73%-5.95%4.77%-0.04%0.23%1.37%1.53%6.20%4.86%
20157.76%7.54%1.66%0.26%-0.76%-4.35%6.10%-8.45%-4.25%9.93%1.22%-6.47%8.53%
2014-3.03%5.82%-0.38%2.18%0.72%-2.14%-4.00%3.18%0.80%-4.15%3.71%-2.67%-0.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^FCHI is 15, meaning it’s performing worse than 85% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^FCHI is 1515
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 77
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for CAC 40 (^FCHI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CAC 40 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.32
  • 5-Year: 0.62
  • 10-Year: 0.24
  • All Time: 0.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of CAC 40 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 4774 trading sessions.

The current CAC 40 drawdown is 6.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.29%Sep 5, 2000640Mar 12, 20034774Nov 2, 20215414
-42.73%Sep 7, 1987100Jan 29, 1988230Dec 30, 1988330
-32.55%Jul 20, 199859Oct 8, 1998136Apr 27, 1999195
-32.32%Apr 23, 1990183Jan 14, 1991640Aug 6, 1993823
-26.94%Feb 3, 1994428Oct 23, 1995305Jan 13, 1997733

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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