STOXX Europe 600 Index (^STOXX)
Share Price Chart
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Performance
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.
Compare to other instruments
Return
STOXX Europe 600 Index had a return of 4.87% year-to-date (YTD) and 14.01% in the last 12 months. Over the past 10 years, STOXX Europe 600 Index had an annualized return of 3.64%, while the S&P 500 had an annualized return of 11.92%, indicating that STOXX Europe 600 Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -2.74% | -2.34% |
| 6 months | -2.57% | 8.58% |
| Year-To-Date | 4.87% | 13.32% |
| 1 year | 14.01% | 8.59% |
| 5 years (annualized) | 3.19% | 8.52% |
| 10 years (annualized) | 3.64% | 11.92% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.71% | 1.92% | -3.19% | 2.25% | 2.04% | -2.79% | -1.74% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^STOXX STOXX Europe 600 Index | 1.15 | ||||
^GSPC S&P 500 | 1.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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 61.04%, recorded on Mar 9, 2009. It took 1560 trading sessions for the portfolio to recover.
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 | — | — | — |
Volatility Chart
The current STOXX Europe 600 Index volatility is 3.10%, 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.