^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:
0.84
^FCHI:
0.20
^AEX:
1.23
^FCHI:
0.36
^AEX:
1.15
^FCHI:
1.04
^AEX:
1.09
^FCHI:
0.19
^AEX:
2.37
^FCHI:
0.34
^AEX:
4.18%
^FCHI:
7.66%
^AEX:
11.80%
^FCHI:
13.13%
^AEX:
-71.60%
^FCHI:
-65.29%
^AEX:
-1.16%
^FCHI:
-1.04%
Returns By Period
In the year-to-date period, ^AEX achieves a 6.71% return, which is significantly lower than ^FCHI's 10.48% return. Over the past 10 years, ^AEX has outperformed ^FCHI with an annualized return of 6.82%, while ^FCHI has yielded a comparatively lower 5.17% annualized return.
^AEX
6.71%
2.53%
3.19%
9.34%
8.58%
6.82%
^FCHI
10.48%
4.05%
7.62%
3.07%
6.11%
5.17%
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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 3.06%, while CAC 40 (^FCHI) has a volatility of 4.16%. 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.