^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.
Key characteristics
| ^AEX | ^FCHI | |
|---|---|---|
| YTD Return | 14.33% | -1.03% |
| 1Y Return | 20.84% | 2.14% |
| 3Y Return (Ann) | 4.02% | 3.84% |
| 5Y Return (Ann) | 9.14% | 5.61% |
| 10Y Return (Ann) | 7.86% | 5.32% |
| Sharpe Ratio | 1.95 | 0.21 |
| Daily Std Dev | 11.53% | 12.20% |
| Max Drawdown | -71.60% | -65.29% |
| Current Drawdown | -4.80% | -9.40% |
Correlation
The correlation between ^AEX and ^FCHI is 0.83, 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
In the year-to-date period, ^AEX achieves a 14.33% return, which is significantly higher than ^FCHI's -1.03% return. Over the past 10 years, ^AEX has outperformed ^FCHI with an annualized return of 7.86%, while ^FCHI has yielded a comparatively lower 5.32% 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. ^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
AEX Index (^AEX) has a higher volatility of 3.91% compared to CAC 40 (^FCHI) at 3.38%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.