^AMX vs. ^AEX
Compare and contrast key facts about AMX Index (^AMX) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AMX or ^AEX.
Performance
^AMX vs. ^AEX - Performance Comparison
Returns By Period
In the year-to-date period, ^AMX achieves a -7.36% return, which is significantly lower than ^AEX's 10.08% return. Over the past 10 years, ^AMX has underperformed ^AEX with an annualized return of 3.20%, while ^AEX has yielded a comparatively higher 7.32% annualized return.
^AMX
-7.36%
-4.33%
-8.72%
0.72%
-0.49%
3.20%
^AEX
10.08%
-3.47%
-5.27%
13.96%
7.76%
7.32%
Key characteristics
| ^AMX | ^AEX | |
|---|---|---|
| Sharpe Ratio | -0.07 | 1.12 |
| Sortino Ratio | 0.00 | 1.62 |
| Omega Ratio | 1.00 | 1.21 |
| Calmar Ratio | -0.04 | 1.46 |
| Martin Ratio | -0.16 | 3.97 |
| Ulcer Index | 5.93% | 3.36% |
| Daily Std Dev | 13.62% | 11.80% |
| Max Drawdown | -72.09% | -71.60% |
| Current Drawdown | -22.95% | -8.34% |
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Correlation
The correlation between ^AMX and ^AEX is 0.80, 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
^AMX vs. ^AEX - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
^AMX vs. ^AEX - Volatility Comparison
AMX Index (^AMX) has a higher volatility of 5.71% compared to AEX Index (^AEX) at 4.69%. 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.