^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 0.90, 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:
-0.57
^AEX:
-0.16
^FCHI:
-0.68
^AEX:
-0.12
^FCHI:
0.92
^AEX:
0.98
^FCHI:
-0.57
^AEX:
-0.15
^FCHI:
-1.18
^AEX:
-0.48
^FCHI:
8.10%
^AEX:
5.01%
^FCHI:
16.56%
^AEX:
14.91%
^FCHI:
-65.29%
^AEX:
-71.60%
^FCHI:
-11.04%
^AEX:
-10.01%
Returns By Period
In the year-to-date period, ^FCHI achieves a -0.69% return, which is significantly higher than ^AEX's -2.85% return. Over the past 10 years, ^FCHI has underperformed ^AEX with an annualized return of 3.55%, while ^AEX has yielded a comparatively higher 5.51% annualized return.
^FCHI
-0.69%
-9.21%
-2.16%
-7.60%
10.07%
3.55%
^AEX
-2.85%
-6.61%
-4.39%
-2.41%
10.85%
5.51%
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Risk-Adjusted Performance
^FCHI vs. ^AEX — Risk-Adjusted Performance Rank
^FCHI
^AEX
^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 11.72% compared to AEX Index (^AEX) at 11.09%. 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.