^FCHI vs. ^GSPC

Last updated Jun 5, 2026

^FCHI (CAC 40) and ^GSPC (S&P 500 Index) are both indexes. At a 0.37 correlation, their price movements are largely independent.

Performance

^FCHI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CAC 40 (^FCHI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

^FCHI is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^FCHI achieves a 1.16% return, which is significantly lower than ^GSPC's 12.06% return.

^FCHI

• 1D: 1.15%
• 1M: -0.66%
• YTD: 1.16%
• 6M: 1.60%
• 1Y: 5.83%
• 3Y*: 4.61%
• 5Y*: 4.82%
• 10Y*: 6.42%

^GSPC

• 1D: 0.00%
• 1M: 4.16%
• YTD: 12.06%
• 6M: 10.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

^FCHI vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
^FCHI CAC 40	1.16%	4.42%
^GSPC S&P 500 Index	9.98%	10.65%

Correlation

The correlation between ^FCHI and ^GSPC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.37

Return for Risk

^FCHI vs. ^GSPC — Risk / Return Rank

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

^FCHI

^FCHI Risk / Return Rank: 28
^FCHI Sharpe Ratio Rank: 29
^FCHI Sortino Ratio Rank: 26
^FCHI Omega Ratio Rank: 28
^FCHI Calmar Ratio Rank: 27
^FCHI Martin Ratio Rank: 30

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.

^FCHI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and S&P 500 Index (^GSPC). 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.

	^FCHI	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	0.39	—	—
Sortino ratio: Return per unit of downside risk	0.67	—	—
Omega ratio: Gain probability vs. loss probability	1.08	—	—
Calmar ratio: Return relative to maximum drawdown	0.50	—	—
Martin ratio: Return relative to average drawdown	1.47	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	^FCHI	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.39	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	1.98	-1.78

Drawdowns

^FCHI vs. ^GSPC - Drawdown Comparison

The maximum ^FCHI drawdown since its inception was -65.29%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^GSPC.

Drawdown Indicators

	^FCHI	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-65.29%	-7.57%	-57.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.56%	—	—
Current Drawdown Current decline from peak	-4.37%	-0.20%	-4.17%
Average Drawdown Average peak-to-trough decline	-23.50%	-1.39%	-22.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.80%	—	—

Volatility

Volatility by Period

	^FCHI	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.20%	12.22%	+1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.42%	12.22%	+4.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.71%	12.22%	+5.49%

Frequently Asked Questions

Can I hold both ^FCHI and ^GSPC in my portfolio?

^FCHI and ^GSPC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.