^AEX vs. ^FCHI
Compare and contrast key facts about AEX Index (^AEX) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^FCHI.
Correlation
The correlation between ^AEX and ^FCHI is 0.90, 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. ^FCHI - Performance Comparison
Key characteristics
^AEX:
-0.17
^FCHI:
-0.60
^AEX:
-0.12
^FCHI:
-0.71
^AEX:
0.98
^FCHI:
0.91
^AEX:
-0.16
^FCHI:
-0.60
^AEX:
-0.49
^FCHI:
-1.22
^AEX:
5.05%
^FCHI:
8.13%
^AEX:
14.88%
^FCHI:
16.52%
^AEX:
-71.60%
^FCHI:
-65.29%
^AEX:
-10.16%
^FCHI:
-11.58%
Returns By Period
In the year-to-date period, ^AEX achieves a -3.01% return, which is significantly lower than ^FCHI's -1.29% return. Over the past 10 years, ^AEX has outperformed ^FCHI with an annualized return of 5.38%, while ^FCHI has yielded a comparatively lower 3.40% annualized return.
^AEX
-3.01%
-6.76%
-5.17%
-1.52%
10.81%
5.38%
^FCHI
-1.29%
-10.21%
-3.93%
-8.72%
9.93%
3.40%
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Risk-Adjusted Performance
^AEX vs. ^FCHI — Risk-Adjusted Performance Rank
^AEX
^FCHI
^AEX vs. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and CAC 40 (^FCHI). 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. ^FCHI - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^FCHI - Volatility Comparison
The current volatility for AEX Index (^AEX) is 11.06%, while CAC 40 (^FCHI) has a volatility of 11.71%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.