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STOXX Europe 600 Index (^STOXX)

Index · Currency in EUR · Last updated Dec 10, 2022

^STOXXShare Price Chart


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^STOXXPerformance

The chart shows the growth of €10,000 invested in STOXX Europe 600 Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly €17,044 for a total return of roughly 70.44%. All prices are adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.45%
4.93%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

^STOXXCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^STOXX

Popular comparisons: ^STOXX vs. VOO

^STOXXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M4.16%2.78%
6M1.09%-2.08%
YTD-9.98%-17.44%
1Y-8.01%-16.29%
5Y2.39%7.32%
10Y4.54%10.17%

^STOXXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.88%-3.36%0.61%-1.20%-1.56%-8.15%7.64%-5.29%-6.57%6.28%6.75%-0.21%
2021-0.80%2.31%6.08%1.81%2.14%1.36%1.97%1.98%-3.41%4.55%-2.64%5.37%
2020-1.23%-8.54%-14.80%6.24%3.04%2.85%-1.11%2.86%-1.48%-5.19%13.73%2.48%
20196.23%3.94%1.69%3.23%-5.70%4.28%0.23%-1.63%3.60%0.92%2.69%2.06%
20181.61%-4.00%-2.31%3.90%-0.59%-0.82%3.07%-2.39%0.24%-5.63%-1.14%-5.55%
2017-0.36%2.81%2.94%1.56%0.75%-2.72%-0.40%-1.05%3.82%1.82%-2.16%0.64%
2016-6.44%-2.44%1.08%1.17%1.75%-5.06%3.64%0.48%-0.18%-1.15%0.89%5.68%
20157.16%6.85%1.30%-0.38%1.03%-4.64%3.95%-8.47%-4.14%7.97%2.65%-5.09%
2014-1.75%4.81%-1.10%1.07%1.88%-0.69%-1.72%1.79%0.32%-1.83%3.10%-1.36%
20132.70%0.95%1.32%1.00%1.40%-5.27%5.06%-0.70%4.42%3.84%0.87%0.95%
20124.04%3.90%-0.38%-2.29%-6.82%4.77%4.06%1.86%0.85%0.68%2.03%1.41%
20111.54%2.29%-3.69%2.86%-0.96%-2.92%-2.79%-10.49%-4.74%7.65%-1.40%1.86%
2010-4.15%-0.47%7.23%-1.39%-5.75%-0.67%4.94%-1.58%3.35%2.40%-1.55%5.34%

^STOXXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current STOXX Europe 600 Index Sharpe ratio is -0.32. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.58
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

^STOXXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-11.17%
-17.96%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

^STOXXWorst Drawdowns

The table below shows the maximum drawdowns of the STOXX Europe 600 Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the STOXX Europe 600 Index is 35.55%, recorded on Mar 18, 2020. It took 268 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.55%Feb 20, 202020Mar 18, 2020268Apr 6, 2021288
-26.68%Apr 16, 2015214Feb 11, 2016984Dec 16, 20191198
-26.2%Feb 18, 2011153Sep 22, 2011372Mar 5, 2013525
-22.55%Jan 6, 2022189Sep 29, 2022
-14.71%Apr 16, 201028May 25, 2010120Nov 9, 2010148
-11.35%Jun 11, 201492Oct 16, 201436Dec 5, 2014128
-11.25%May 23, 201323Jun 24, 201356Sep 11, 201379
-8.76%Jan 20, 201013Feb 5, 201028Mar 17, 201041
-7.89%Dec 8, 20146Dec 15, 201421Jan 16, 201527
-5.55%Nov 18, 202112Dec 3, 202121Jan 3, 202233

^STOXXVolatility Chart

Current STOXX Europe 600 Index volatility is 9.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
9.44%
22.29%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)