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STOXX Europe 600 Index (^STOXX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons: ^STOXX vs. SPY, ^STOXX vs. VOO, ^STOXX vs. EURUSD=X, ^STOXX vs. EUR=X, ^STOXX vs. URTH, ^STOXX vs. ^NDX, ^STOXX vs. SCHD, ^STOXX vs. EIMI.L, ^STOXX vs. ACWI, ^STOXX vs. ^GSPC

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.


340.00%360.00%380.00%400.00%420.00%AprilMayJuneJulyAugustSeptember
415.95%
389.15%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

Returns By Period

STOXX Europe 600 Index had a return of 7.71% year-to-date (YTD) and 11.95% in the last 12 months. Over the past 10 years, STOXX Europe 600 Index had an annualized return of 4.10%, while the S&P 500 had an annualized return of 10.92%, indicating that STOXX Europe 600 Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.71%17.95%
1 month2.35%3.13%
6 months2.21%9.95%
1 year11.95%24.88%
5 years (annualized)5.54%13.37%
10 years (annualized)4.10%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.39%1.84%3.65%-1.52%2.63%-1.30%1.32%1.33%7.71%
20236.67%1.74%-0.71%1.92%-3.19%2.25%2.04%-2.79%-1.74%-3.68%6.45%3.77%12.74%
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%
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%-4.04%
20196.23%3.94%1.69%3.23%-5.70%4.28%0.23%-1.63%3.60%0.92%2.69%2.06%23.16%
20181.61%-4.00%-2.31%3.90%-0.59%-0.82%3.07%-2.39%0.24%-5.63%-1.14%-5.55%-13.24%
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%7.68%
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%-1.20%
20157.16%6.85%1.30%-0.38%1.03%-4.64%3.95%-8.47%-4.14%7.97%2.65%-5.09%6.79%
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%4.35%
20132.70%0.95%1.32%1.00%1.40%-5.27%5.06%-0.70%4.42%3.84%0.87%0.95%17.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^STOXX is 42, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^STOXX is 4242
^STOXX (STOXX Europe 600 Index)
The Sharpe Ratio Rank of ^STOXX is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of ^STOXX is 3535Sortino Ratio Rank
The Omega Ratio Rank of ^STOXX is 3838Omega Ratio Rank
The Calmar Ratio Rank of ^STOXX is 4848Calmar Ratio Rank
The Martin Ratio Rank of ^STOXX is 5252Martin 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 STOXX Europe 600 Index (^STOXX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^STOXX
Sharpe ratio
The chart of Sharpe ratio for ^STOXX, currently valued at 1.18, compared to the broader market-0.500.000.501.001.502.002.501.18
Sortino ratio
The chart of Sortino ratio for ^STOXX, currently valued at 1.65, compared to the broader market-1.000.001.002.003.001.65
Omega ratio
The chart of Omega ratio for ^STOXX, currently valued at 1.20, compared to the broader market0.901.001.101.201.301.401.501.20
Calmar ratio
The chart of Calmar ratio for ^STOXX, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.000.92
Martin ratio
The chart of Martin ratio for ^STOXX, currently valued at 6.26, compared to the broader market0.005.0010.0015.0020.006.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-0.500.000.501.001.502.002.502.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-1.000.001.002.003.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.901.001.101.201.301.401.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market0.005.0010.0015.0020.009.70

Sharpe Ratio

The current STOXX Europe 600 Index Sharpe ratio is 1.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of STOXX Europe 600 Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.18
1.74
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.73%
-2.37%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

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 1.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.04%Mar 7, 20002298Mar 9, 20091560Apr 9, 20153858
-35.55%Feb 20, 202020Mar 18, 2020268Apr 6, 2021288
-32.68%Jul 21, 199858Oct 8, 1998174Jun 18, 1999232
-26.68%Apr 16, 2015214Feb 11, 2016984Dec 16, 20191198
-22.55%Jan 6, 2022189Sep 29, 2022359Feb 22, 2024548

Volatility

Volatility Chart

The current STOXX Europe 600 Index volatility is 2.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
2.76%
4.38%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)