^AEX vs. ^AMX
Compare and contrast key facts about AEX Index (^AEX) and AMX Index (^AMX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^AMX.
Key characteristics
| ^AEX | ^AMX | |
|---|---|---|
| YTD Return | 14.33% | -3.68% |
| 1Y Return | 20.84% | 3.66% |
| 3Y Return (Ann) | 4.02% | -6.45% |
| 5Y Return (Ann) | 9.14% | 1.13% |
| 10Y Return (Ann) | 7.86% | 3.81% |
| Sharpe Ratio | 1.95 | 0.46 |
| Daily Std Dev | 11.53% | 15.10% |
| Max Drawdown | -71.60% | -72.09% |
| Current Drawdown | -4.80% | -19.88% |
Correlation
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 14.33% return, which is significantly higher than ^AMX's -3.68% return. Over the past 10 years, ^AEX has outperformed ^AMX with an annualized return of 7.86%, while ^AMX has yielded a comparatively lower 3.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Volatility
^AEX vs. ^AMX - Volatility Comparison
AEX Index (^AEX) and AMX Index (^AMX) have volatilities of 3.91% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.