^FCHI vs. SPY
Compare and contrast key facts about CAC 40 (^FCHI) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or SPY.
Correlation
The correlation between ^FCHI and SPY is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^FCHI vs. SPY - Performance Comparison
Key characteristics
^FCHI:
-0.27
SPY:
2.21
^FCHI:
-0.28
SPY:
2.93
^FCHI:
0.97
SPY:
1.41
^FCHI:
-0.26
SPY:
3.26
^FCHI:
-0.48
SPY:
14.43
^FCHI:
7.13%
SPY:
1.90%
^FCHI:
12.78%
SPY:
12.41%
^FCHI:
-65.29%
SPY:
-55.19%
^FCHI:
-11.72%
SPY:
-2.74%
Returns By Period
In the year-to-date period, ^FCHI achieves a -3.56% return, which is significantly lower than SPY's 25.54% return. Over the past 10 years, ^FCHI has underperformed SPY with an annualized return of 5.28%, while SPY has yielded a comparatively higher 12.97% annualized return.
^FCHI
-3.56%
1.06%
-4.64%
-3.92%
3.79%
5.28%
SPY
25.54%
-0.42%
8.90%
25.98%
14.66%
12.97%
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Risk-Adjusted Performance
^FCHI vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and SPDR S&P 500 ETF (SPY). 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. SPY - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^FCHI and SPY. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. SPY - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 3.48%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.68%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.