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^AEX vs. ^AMX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


^AEX^AMX
YTD Return17.59%-3.70%
1Y Return21.87%-0.01%
3Y Return (Ann)8.16%-5.01%
5Y Return (Ann)10.30%2.70%
10Y Return (Ann)8.20%3.14%
Sharpe Ratio1.960.07
Daily Std Dev10.95%14.80%
Max Drawdown-71.60%-72.09%
Current Drawdown-0.92%-19.90%

Correlation

-0.50.00.51.00.8

The correlation between ^AEX and ^AMX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

^AEX vs. ^AMX - Performance Comparison

In the year-to-date period, ^AEX achieves a 17.59% return, which is significantly higher than ^AMX's -3.70% return. Over the past 10 years, ^AEX has outperformed ^AMX with an annualized return of 8.20%, while ^AMX has yielded a comparatively lower 3.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,800.00%1,900.00%2,000.00%2,100.00%2,200.00%2024FebruaryMarchAprilMayJune
2,130.43%
2,047.93%
^AEX
^AMX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AEX Index

AMX Index

Risk-Adjusted Performance

^AEX vs. ^AMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and AMX Index (^AMX). 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.


^AEX
Sharpe ratio
The chart of Sharpe ratio for ^AEX, currently valued at 1.42, compared to the broader market-1.000.001.002.001.42
Sortino ratio
The chart of Sortino ratio for ^AEX, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Omega ratio
The chart of Omega ratio for ^AEX, currently valued at 1.25, compared to the broader market0.801.001.201.401.25
Calmar ratio
The chart of Calmar ratio for ^AEX, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.000.91
Martin ratio
The chart of Martin ratio for ^AEX, currently valued at 3.28, compared to the broader market0.005.0010.0015.0020.003.28
^AMX
Sharpe ratio
The chart of Sharpe ratio for ^AMX, currently valued at -0.03, compared to the broader market-1.000.001.002.00-0.03
Sortino ratio
The chart of Sortino ratio for ^AMX, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.000.09
Omega ratio
The chart of Omega ratio for ^AMX, currently valued at 1.01, compared to the broader market0.801.001.201.401.01
Calmar ratio
The chart of Calmar ratio for ^AMX, currently valued at -0.01, compared to the broader market0.001.002.003.004.005.00-0.01
Martin ratio
The chart of Martin ratio for ^AMX, currently valued at -0.06, compared to the broader market0.005.0010.0015.0020.00-0.06

^AEX vs. ^AMX - Sharpe Ratio Comparison

The current ^AEX Sharpe Ratio is 1.96, which is higher than the ^AMX Sharpe Ratio of 0.07. The chart below compares the 12-month rolling Sharpe Ratio of ^AEX and ^AMX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002024FebruaryMarchAprilMayJune
1.42
-0.03
^AEX
^AMX

Drawdowns

^AEX vs. ^AMX - Drawdown Comparison

The maximum ^AEX drawdown since its inception was -71.60%, roughly equal to the maximum ^AMX drawdown of -72.09%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^AMX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-1.47%
-27.37%
^AEX
^AMX

Volatility

^AEX vs. ^AMX - Volatility Comparison

The current volatility for AEX Index (^AEX) is 3.90%, while AMX Index (^AMX) has a volatility of 5.47%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^AMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%2024FebruaryMarchAprilMayJune
3.90%
5.47%
^AEX
^AMX