^FCHI vs. ^IBEX

Last updated Apr 3, 2026

Compare and contrast key facts about CAC 40 (^FCHI) and IBEX 35 Index (^IBEX).

Performance

^FCHI vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CAC 40 (^FCHI) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

^FCHI vs. ^IBEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^FCHI CAC 40	-2.30%	10.42%	-2.15%	16.52%	-9.50%	28.85%	-7.14%	26.37%	-10.95%	9.26%
^IBEX IBEX 35 Index	1.43%	49.27%	14.78%	22.76%	-5.56%	7.93%	-15.45%	11.82%	-14.97%	7.40%

Returns By Period

In the year-to-date period, ^FCHI achieves a -2.30% return, which is significantly lower than ^IBEX's 1.43% return. Over the past 10 years, ^FCHI has underperformed ^IBEX with an annualized return of 6.24%, while ^IBEX has yielded a comparatively higher 7.40% annualized return.

^FCHI

• 1D: -0.24%
• 1M: -1.75%
• YTD: -2.30%
• 6M: -1.17%
• 1Y: 1.32%
• 3Y*: 2.72%
• 5Y*: 5.46%
• 10Y*: 6.24%

^IBEX

• 1D: -0.14%
• 1M: 2.89%
• YTD: 1.43%
• 6M: 13.29%
• 1Y: 31.50%
• 3Y*: 24.23%
• 5Y*: 15.40%
• 10Y*: 7.40%

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

Return for Risk

^FCHI vs. ^IBEX — Risk / Return Rank

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

^FCHI

^FCHI Risk / Return Rank: 30
^FCHI Sharpe Ratio Rank: 18
^FCHI Sortino Ratio Rank: 16
^FCHI Omega Ratio Rank: 17
^FCHI Calmar Ratio Rank: 51
^FCHI Martin Ratio Rank: 50

^IBEX

^IBEX Risk / Return Rank: 93
^IBEX Sharpe Ratio Rank: 90
^IBEX Sortino Ratio Rank: 89
^IBEX Omega Ratio Rank: 90
^IBEX Calmar Ratio Rank: 98
^IBEX Martin Ratio Rank: 98

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. ^IBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and IBEX 35 Index (^IBEX). 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	^IBEX	Difference
Sharpe ratio Return per unit of total volatility	0.08	1.76	-1.67
Sortino ratio Return per unit of downside risk	0.21	2.24	-2.03
Omega ratio Gain probability vs. loss probability	1.03	1.34	-0.31
Calmar ratio Return relative to maximum drawdown	1.35	5.06	-3.72
Martin ratio Return relative to average drawdown	4.63	18.24	-13.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^FCHI vs. ^IBEX - Sharpe Ratio Comparison

The current ^FCHI Sharpe Ratio is 0.08, which is lower than the ^IBEX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ^FCHI and ^IBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^FCHI	^IBEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	1.76	-1.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.93	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	0.39	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.25	-0.05

Correlation

The correlation between ^FCHI and ^IBEX is 0.77, 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.

Drawdowns

^FCHI vs. ^IBEX - Drawdown Comparison

The maximum ^FCHI drawdown since its inception was -65.29%, roughly equal to the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^IBEX.

Drawdown Indicators

	^FCHI	^IBEX	Difference
Max Drawdown Largest peak-to-trough decline	-65.29%	-62.65%	-2.64%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-10.65%	-0.43%
Max Drawdown (5Y) Largest decline over 5 years	-23.04%	-21.76%	-1.28%
Max Drawdown (10Y) Largest decline over 10 years	-38.56%	-45.16%	+6.60%
Current Drawdown Current decline from peak	-7.64%	-5.09%	-2.55%
Average Drawdown Average peak-to-trough decline	-23.58%	-28.45%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	2.68%	+0.55%

Volatility

^FCHI vs. ^IBEX - Volatility Comparison

The current volatility for CAC 40 (^FCHI) is 5.18%, while IBEX 35 Index (^IBEX) has a volatility of 6.37%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^FCHI	^IBEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	6.37%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	9.46%	11.81%	-2.35%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	17.54%	-1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	16.12%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	18.52%	-0.86%