^AMX vs. ^AEX

Last updated Apr 2, 2026

Compare and contrast key facts about AMX Index (^AMX) and AEX Index (^AEX).

Performance

^AMX vs. ^AEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AMX Index (^AMX) and AEX Index (^AEX). The values are adjusted to include any dividend payments, if applicable.

^AMX vs. ^AEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^AMX AMX Index	4.97%	11.04%	-9.82%	-0.39%	-14.01%	15.68%	2.65%	38.46%	-21.23%	21.46%
^AEX AEX Index	2.67%	8.27%	11.67%	14.20%	-13.65%	27.75%	3.31%	23.92%	-10.41%	12.71%

Returns By Period

In the year-to-date period, ^AMX achieves a 4.97% return, which is significantly higher than ^AEX's 2.67% return. Over the past 10 years, ^AMX has underperformed ^AEX with an annualized return of 3.79%, while ^AEX has yielded a comparatively higher 8.44% annualized return.

^AMX

• 1D: 2.14%
• 1M: -4.32%
• YTD: 4.97%
• 6M: 7.47%
• 1Y: 14.19%
• 3Y*: 0.41%
• 5Y*: -1.29%
• 10Y*: 3.79%

^AEX

• 1D: 1.76%
• 1M: -3.88%
• YTD: 2.67%
• 6M: 3.01%
• 1Y: 7.90%
• 3Y*: 8.91%
• 5Y*: 6.63%
• 10Y*: 8.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^AMX vs. ^AEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^AMX

^AMX Risk / Return Rank: 63
^AMX Sharpe Ratio Rank: 56
^AMX Sortino Ratio Rank: 48
^AMX Omega Ratio Rank: 51
^AMX Calmar Ratio Rank: 84
^AMX Martin Ratio Rank: 73

^AEX

^AEX Risk / Return Rank: 49
^AEX Sharpe Ratio Rank: 34
^AEX Sortino Ratio Rank: 31
^AEX Omega Ratio Rank: 32
^AEX Calmar Ratio Rank: 84
^AEX Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^AMX vs. ^AEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMX Index (^AMX) and AEX Index (^AEX). 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.

	^AMX	^AEX	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.50	+0.38
Sortino ratio Return per unit of downside risk	1.24	0.76	+0.48
Omega ratio Gain probability vs. loss probability	1.17	1.11	+0.07
Calmar ratio Return relative to maximum drawdown	2.39	2.36	+0.03
Martin ratio Return relative to average drawdown	6.50	5.66	+0.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^AMX vs. ^AEX - Sharpe Ratio Comparison

The current ^AMX Sharpe Ratio is 0.89, which is higher than the ^AEX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of ^AMX and ^AEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^AMX	^AEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.50	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.42	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.51	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.36	+0.03

Correlation

The correlation between ^AMX and ^AEX is 0.75, 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.

Drawdowns

^AMX vs. ^AEX - Drawdown Comparison

The maximum ^AMX drawdown since its inception was -72.09%, roughly equal to the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^AMX and ^AEX.

Drawdown Indicators

	^AMX	^AEX	Difference
Max Drawdown Largest peak-to-trough decline	-72.09%	-71.60%	-0.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.37%	-11.65%	+0.28%
Max Drawdown (5Y) Largest decline over 5 years	-32.36%	-23.80%	-8.56%
Max Drawdown (10Y) Largest decline over 10 years	-42.29%	-35.78%	-6.51%
Current Drawdown Current decline from peak	-12.57%	-5.18%	-7.39%
Average Drawdown Average peak-to-trough decline	-20.06%	-22.69%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	2.84%	+0.94%

Volatility

^AMX vs. ^AEX - Volatility Comparison

AMX Index (^AMX) has a higher volatility of 5.68% compared to AEX Index (^AEX) at 5.17%. This indicates that ^AMX's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^AMX	^AEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	5.17%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	10.54%	10.00%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	15.47%	+0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.42%	15.39%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	16.22%	+1.57%