^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:
0.20
^IBEX:
2.21
^FCHI:
0.36
^IBEX:
2.93
^FCHI:
1.04
^IBEX:
1.38
^FCHI:
0.19
^IBEX:
0.80
^FCHI:
0.34
^IBEX:
10.71
^FCHI:
7.66%
^IBEX:
2.75%
^FCHI:
13.13%
^IBEX:
13.25%
^FCHI:
-65.29%
^IBEX:
-62.65%
^FCHI:
-1.04%
^IBEX:
-18.77%
Returns By Period
In the year-to-date period, ^FCHI achieves a 10.48% return, which is significantly lower than ^IBEX's 11.70% return. Over the past 10 years, ^FCHI has outperformed ^IBEX with an annualized return of 5.17%, while ^IBEX has yielded a comparatively lower 1.56% annualized return.
^FCHI
10.48%
4.05%
7.62%
3.07%
6.11%
5.17%
^IBEX
11.70%
9.00%
14.84%
27.75%
5.44%
1.56%
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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 4.16%, while IBEX 35 Index (^IBEX) has a volatility of 4.50%. 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.