^FCHI vs. ^GDAXI
Compare and contrast key facts about CAC 40 (^FCHI) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^GDAXI.
Key characteristics
| ^FCHI | ^GDAXI | |
|---|---|---|
| YTD Return | -1.03% | 11.63% |
| 1Y Return | 2.14% | 18.31% |
| 3Y Return (Ann) | 3.84% | 5.85% |
| 5Y Return (Ann) | 5.61% | 8.35% |
| 10Y Return (Ann) | 5.32% | 6.82% |
| Sharpe Ratio | 0.21 | 1.65 |
| Daily Std Dev | 12.20% | 11.72% |
| Max Drawdown | -65.29% | -72.68% |
| Current Drawdown | -9.40% | -1.22% |
Correlation
The correlation between ^FCHI and ^GDAXI is 0.81, 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. ^GDAXI - Performance Comparison
In the year-to-date period, ^FCHI achieves a -1.03% return, which is significantly lower than ^GDAXI's 11.63% return. Over the past 10 years, ^FCHI has underperformed ^GDAXI with an annualized return of 5.32%, while ^GDAXI has yielded a comparatively higher 6.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^FCHI vs. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and DAX Performance Index (^GDAXI). 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. ^GDAXI - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^GDAXI - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 3.38%, while DAX Performance Index (^GDAXI) has a volatility of 3.97%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.