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STOXX Europe 600 Index (^STOXX)

Index · Currency in EUR · Last updated Oct 3, 2023
Summary

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.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-2.41%
8.40%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

S&P 500

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STOXX Europe 600 Index

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

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.


PeriodReturnBenchmark
1 month-2.74%-2.34%
6 months-2.57%8.58%
Year-To-Date4.87%13.32%
1 year14.01%8.59%
5 years (annualized)3.19%8.52%
10 years (annualized)3.64%11.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^STOXX
STOXX Europe 600 Index
1.15
^GSPC
S&P 500
1.04

Sharpe Ratio

The current STOXX Europe 600 Index Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.15
0.62
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%MayJuneJulyAugustSeptemberOctober
-9.86%
-4.69%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)

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, 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, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.10%
3.76%
^STOXX (STOXX Europe 600 Index)
Benchmark (^GSPC)