^FCHI vs. ^IBEX
Compare and contrast key facts about CAC 40 (^FCHI) and IBEX 35 Index (^IBEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^IBEX.
Correlation
The correlation between ^FCHI and ^IBEX is 0.86, 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. ^IBEX - Performance Comparison
Key characteristics
^FCHI:
-0.57
^IBEX:
1.03
^FCHI:
-0.68
^IBEX:
1.40
^FCHI:
0.92
^IBEX:
1.20
^FCHI:
-0.57
^IBEX:
0.50
^FCHI:
-1.18
^IBEX:
5.43
^FCHI:
8.10%
^IBEX:
3.20%
^FCHI:
16.56%
^IBEX:
16.94%
^FCHI:
-65.29%
^IBEX:
-62.65%
^FCHI:
-11.04%
^IBEX:
-18.84%
Returns By Period
In the year-to-date period, ^FCHI achieves a -0.69% return, which is significantly lower than ^IBEX's 11.62% return. Over the past 10 years, ^FCHI has outperformed ^IBEX with an annualized return of 3.55%, while ^IBEX has yielded a comparatively lower 1.29% annualized return.
^FCHI
-0.69%
-9.21%
-2.16%
-7.60%
10.07%
3.55%
^IBEX
11.62%
-1.56%
7.88%
22.94%
13.19%
1.29%
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Risk-Adjusted Performance
^FCHI vs. ^IBEX — Risk-Adjusted Performance Rank
^FCHI
^IBEX
^FCHI vs. ^IBEX - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^IBEX - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 11.72%, while IBEX 35 Index (^IBEX) has a volatility of 12.79%. 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.