^AEX vs. ^GDAXI
Compare and contrast key facts about AEX Index (^AEX) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^GDAXI.
Performance
^AEX vs. ^GDAXI - Performance Comparison
Returns By Period
In the year-to-date period, ^AEX achieves a 10.08% return, which is significantly lower than ^GDAXI's 14.29% return. Over the past 10 years, ^AEX has outperformed ^GDAXI with an annualized return of 7.32%, while ^GDAXI has yielded a comparatively lower 6.90% annualized return.
^AEX
10.08%
-3.47%
-5.27%
13.96%
7.76%
7.32%
^GDAXI
14.29%
-1.42%
2.43%
19.98%
7.69%
6.90%
Key characteristics
| ^AEX | ^GDAXI | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.68 |
| Sortino Ratio | 1.62 | 2.31 |
| Omega Ratio | 1.21 | 1.29 |
| Calmar Ratio | 1.46 | 2.46 |
| Martin Ratio | 3.97 | 9.10 |
| Ulcer Index | 3.36% | 2.19% |
| Daily Std Dev | 11.80% | 11.79% |
| Max Drawdown | -71.60% | -72.68% |
| Current Drawdown | -8.34% | -2.60% |
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Correlation
The correlation between ^AEX and ^GDAXI is 0.79, 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.
Risk-Adjusted Performance
^AEX vs. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and DAX Performance Index (^GDAXI). 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. ^GDAXI - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, roughly equal to the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^GDAXI - Volatility Comparison
The current volatility for AEX Index (^AEX) is 4.69%, while DAX Performance Index (^GDAXI) has a volatility of 5.53%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.