^FCHI vs. ^AEX
Compare and contrast key facts about CAC 40 (^FCHI) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^AEX.
Correlation
The correlation between ^FCHI and ^AEX is 0.83, 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.
Performance
^FCHI vs. ^AEX - Performance Comparison
Key characteristics
^FCHI:
-0.04
^AEX:
1.06
^FCHI:
0.03
^AEX:
1.54
^FCHI:
1.00
^AEX:
1.20
^FCHI:
-0.04
^AEX:
1.40
^FCHI:
-0.07
^AEX:
3.28
^FCHI:
7.29%
^AEX:
3.91%
^FCHI:
12.85%
^AEX:
12.02%
^FCHI:
-65.29%
^AEX:
-71.60%
^FCHI:
-10.43%
^AEX:
-7.01%
Returns By Period
Over the past 10 years, ^FCHI has underperformed ^AEX with an annualized return of 5.58%, while ^AEX has yielded a comparatively higher 7.49% annualized return.
^FCHI
0.00%
2.01%
-2.09%
-2.15%
4.02%
5.58%
^AEX
0.00%
-0.35%
-4.97%
11.67%
7.36%
7.49%
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Risk-Adjusted Performance
^FCHI vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) 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
^FCHI vs. ^AEX - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^AEX. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^AEX - Volatility Comparison
CAC 40 (^FCHI) has a higher volatility of 3.60% compared to AEX Index (^AEX) at 2.90%. This indicates that ^FCHI'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.