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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in STOXX Europe 600 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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Different Benchmark Currency
^STOXX 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
STOXX Europe 600 Index (^STOXX) has returned -1.53% so far this year and 9.22% over the past 12 months. Over the last ten years, ^STOXX has returned 5.76% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
STOXX Europe 600 Index
- 1D
- 0.41%
- 1M
- -8.00%
- YTD
- -1.53%
- 6M
- 4.47%
- 1Y
- 9.22%
- 3Y*
- 8.40%
- 5Y*
- 6.17%
- 10Y*
- 5.76%
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%
Monthly Returns
Based on dividend-adjusted daily data since Dec 31, 1991, ^STOXX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +13.7%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^STOXX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.9%, while the worst single day was Mar 12, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.18% | 3.74% | -8.00% | -1.53% | |||||||||
| 2025 | 6.29% | 3.27% | -4.18% | -1.21% | 4.02% | -1.33% | 0.88% | 0.74% | 1.46% | 2.46% | 0.79% | 2.73% | 16.66% |
| 2024 | 1.39% | 1.84% | 3.65% | -1.52% | 2.63% | -1.30% | 1.32% | 1.33% | -0.41% | -3.35% | 0.96% | -0.52% | 5.98% |
| 2023 | 6.67% | 1.74% | -0.71% | 1.92% | -3.19% | 2.25% | 2.04% | -2.79% | -1.74% | -3.68% | 6.45% | 3.77% | 12.73% |
| 2022 | -3.88% | -3.36% | 0.61% | -1.20% | -1.56% | -8.15% | 7.64% | -5.29% | -6.57% | 6.28% | 6.75% | -3.44% | -12.90% |
| 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% | 22.25% |
Benchmark Metrics
STOXX Europe 600 Index has an annualized alpha of -1.81%, beta of 0.50, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since January 02, 1992.
- This index participated in 88.65% of S&P 500 Index downside but only 58.96% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R² of 0.30 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 0.30 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
- -1.81%
- Beta
- 0.50
- R²
- 0.30
- Upside Capture
- 58.96%
- Downside Capture
- 88.65%
Return for Risk
Risk / Return Rank
^STOXX ranks 54 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 STOXX Europe 600 Index (^STOXX) and compare them to a chosen benchmark (S&P 500 Index).
| ^STOXX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.43 | +0.20 |
Sortino ratioReturn per unit of downside risk | 0.88 | 0.73 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.11 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.67 | +1.16 |
Martin ratioReturn relative to average drawdown | 7.48 | 2.80 | +4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^STOXX 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 STOXX Europe 600 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 STOXX Europe 600 Index was 61.04%, occurring on Mar 9, 2009. Recovery took 1560 trading sessions.
The current STOXX Europe 600 Index drawdown is 8.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.04% | Mar 7, 2000 | 2298 | Mar 9, 2009 | 1560 | Apr 9, 2015 | 3858 |
| -35.55% | Feb 20, 2020 | 20 | Mar 18, 2020 | 268 | Apr 6, 2021 | 288 |
| -32.68% | Jul 21, 1998 | 58 | Oct 8, 1998 | 174 | Jun 18, 1999 | 232 |
| -26.68% | Apr 16, 2015 | 214 | Feb 11, 2016 | 984 | Dec 16, 2019 | 1198 |
| -22.55% | Jan 6, 2022 | 189 | Sep 29, 2022 | 359 | Feb 22, 2024 | 548 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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