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^AEX vs. ADYEN.AS
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


^AEXADYEN.AS
YTD Return17.59%-3.02%
1Y Return21.87%-27.10%
3Y Return (Ann)8.16%-16.26%
5Y Return (Ann)10.30%10.49%
Sharpe Ratio1.96-0.39
Daily Std Dev10.95%69.56%
Max Drawdown-71.60%-77.19%
Current Drawdown-0.92%-59.10%

Correlation

-0.50.00.51.00.6

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 17.59% return, which is significantly higher than ADYEN.AS's -3.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%2024FebruaryMarchAprilMayJune
48.97%
125.78%
^AEX
ADYEN.AS

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AEX Index

Adyen N.V.

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.


^AEX
Sharpe ratio
The chart of Sharpe ratio for ^AEX, currently valued at 1.42, compared to the broader market-1.000.001.002.001.42
Sortino ratio
The chart of Sortino ratio for ^AEX, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Omega ratio
The chart of Omega ratio for ^AEX, currently valued at 1.25, compared to the broader market0.801.001.201.401.25
Calmar ratio
The chart of Calmar ratio for ^AEX, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.000.91
Martin ratio
The chart of Martin ratio for ^AEX, currently valued at 3.28, compared to the broader market0.005.0010.0015.0020.003.28
ADYEN.AS
Sharpe ratio
The chart of Sharpe ratio for ADYEN.AS, currently valued at -0.41, compared to the broader market-1.000.001.002.00-0.41
Sortino ratio
The chart of Sortino ratio for ADYEN.AS, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00-0.15
Omega ratio
The chart of Omega ratio for ADYEN.AS, currently valued at 0.97, compared to the broader market0.801.001.201.400.97
Calmar ratio
The chart of Calmar ratio for ADYEN.AS, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00-0.36
Martin ratio
The chart of Martin ratio for ADYEN.AS, currently valued at -0.80, compared to the broader market0.005.0010.0015.0020.00-0.80

^AEX vs. ADYEN.AS - Sharpe Ratio Comparison

The current ^AEX Sharpe Ratio is 1.96, which is higher than the ADYEN.AS Sharpe Ratio of -0.39. The chart below compares the 12-month rolling Sharpe Ratio of ^AEX and ADYEN.AS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002024FebruaryMarchAprilMayJune
1.42
-0.41
^AEX
ADYEN.AS

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-1.47%
-62.74%
^AEX
ADYEN.AS

Volatility

^AEX vs. ADYEN.AS - Volatility Comparison

The current volatility for AEX Index (^AEX) is 3.90%, while Adyen N.V. (ADYEN.AS) has a volatility of 9.75%. 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.


5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
3.90%
9.75%
^AEX
ADYEN.AS