Highlights
- Avg. Volume (1M)
- 158M
- Avg. Volume Value (1M)
- €101.83B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
^STOXX Performance Chart
STOXX Europe 600 Index (^STOXX) is up 9.6% since the beginning of the year. ^STOXX is currently trading at €650 per share. Investors who bought €1,000 worth of ^STOXX shares 5 years ago would now be looking at an investment worth €1,408.
Loading charts...
Compare this symbol against anything
Returns By Period
STOXX Europe 600 Index (^STOXX) has returned 9.64% so far this year and 19.01% over the past 12 months. Over the last ten years, ^STOXX has returned 6.84% per year, falling short of the S&P 500 Index benchmark, which averaged 12.95% annually.
STOXX Europe 600 Index
- 1D
- 0.00%
- 1M
- -0.43%
- 6M
- 6.37%
- YTD
- 9.64%
- 1Y
- 19.01%
- 3Y*
- 11.30%
- 5Y*
- 7.08%
- 10Y*
- 6.84%
- ALL TIME*
- 4.44%
Benchmark (S&P 500 Index)
- 1D
- 0.69%
- 1M
- -0.73%
- 6M
- 10.94%
- YTD
- 11.48%
- 1Y
- 20.66%
- 3Y*
- 16.08%
- 5Y*
- 11.89%
- 10Y*
- 12.95%
- ALL TIME*
- 10.31%
^STOXX Monthly Returns History
Based on dividend-adjusted daily data since Apr 26, 2004, ^STOXX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 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 | 3.07% | 3.74% | -8.00% | 4.83% | 2.41% | 2.51% | 1.28% | 9.64% | |||||
| 2025 | 6.87% | 3.27% | -4.18% | -1.21% | 4.02% | -1.33% | 0.88% | 0.74% | 1.46% | 2.46% | 0.79% | 2.84% | 17.42% |
| 2024 | 1.39% | 1.84% | 3.65% | -1.52% | 2.63% | -1.30% | 1.32% | 1.33% | -0.41% | -3.35% | 0.96% | -1.06% | 5.39% |
| 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% | 12.74% |
| 2022 | -4.06% | -3.36% | 0.61% | -1.20% | -1.56% | -8.15% | 7.64% | -5.29% | -6.57% | 6.28% | 6.75% | -3.44% | -13.06% |
| 2021 | -1.10% | 2.31% | 6.08% | 1.81% | 2.14% | 1.36% | 1.97% | 1.98% | -3.41% | 4.55% | -2.64% | 5.56% | 22.10% |
Benchmark Metrics
STOXX Europe 600 Index has an annualized alpha of -1.18%, beta of 0.50, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since April 26, 2004.
- This index participated in 88.78% of S&P 500 Index downside but only 60.98% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R2 of 0.29 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 0.29 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
- -1.18%
- Beta
- 0.50
- R²
- 0.29
- Upside Capture
- 60.98%
- Downside Capture
- 88.78%
Return for Risk
Risk / Return Rank
^STOXX ranks 69 for risk / return — above 69% of indices peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^STOXX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.25 | -0.23 |
| Martin ratioReturn relative to average drawdown | 7.33 | 8.33 | -1.00 |
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.
Loading charts...
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 60.54%, occurring on Mar 9, 2009. Recovery took 1509 trading sessions.
The current STOXX Europe 600 Index drawdown is 0.43%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-60.54%Mar 2009 | 1y 9mo | 6y 11d | 7y 9moJun 2007 - Mar 2015 | Financial crisis2007–2009 |
-35.55%Mar 2020 | 27d | 1y 19d | 1y 1moFeb 2020 - Apr 2021 | COVID crash2020 |
-26.68%Feb 2016 | 10mo 1d | 3y 10mo | 4y 8moApr 2015 - Dec 2019 | — |
-22.55%Sep 2022 | 8mo 26d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 | Bear market2022 |
-16.56%Apr 2025 | 1mo 6d | 5mo 25d | 7mo 1dMar 2025 - Oct 2025 | 2025 selloff2025 |
Drawdown Indicators
| ^STOXX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.54% | -48.59% | -11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -7.57% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -23.99% | +7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -22.55% | -23.99% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.55% | -33.42% | -2.13% |
Current DrawdownCurrent decline from peak | -0.43% | -2.09% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -7.93% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.06% | +0.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ^STOXX
Add STOXX Europe 600 Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ^STOXX