^AEX vs. ADYEN.AS
Compare and contrast key facts about AEX Index (^AEX) and Adyen N.V. (ADYEN.AS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ADYEN.AS.
Key characteristics
| ^AEX | ADYEN.AS | |
|---|---|---|
| YTD Return | 14.20% | -9.89% |
| 1Y Return | 15.88% | -31.93% |
| 3Y Return (Ann) | 6.34% | -22.54% |
| 5Y Return (Ann) | 9.01% | 7.97% |
| Sharpe Ratio | 1.26 | -0.54 |
| Daily Std Dev | 10.84% | 69.52% |
| Max Drawdown | -71.60% | -77.19% |
| Current Drawdown | -4.90% | -62.00% |
Correlation
The correlation between ^AEX and ADYEN.AS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^AEX vs. ADYEN.AS - Performance Comparison
In the year-to-date period, ^AEX achieves a 14.20% return, which is significantly higher than ADYEN.AS's -9.89% 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. ADYEN.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and Adyen N.V. (ADYEN.AS). 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. ADYEN.AS - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, smaller than the maximum ADYEN.AS drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for ^AEX and ADYEN.AS. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ADYEN.AS - Volatility Comparison
The current volatility for AEX Index (^AEX) is 3.74%, while Adyen N.V. (ADYEN.AS) has a volatility of 8.46%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ADYEN.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.