^IBEX vs. ^FCHI
Compare and contrast key facts about IBEX 35 Index (^IBEX) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or ^FCHI.
Correlation
The correlation between ^IBEX and ^FCHI is 0.81, 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
^IBEX vs. ^FCHI - Performance Comparison
Key characteristics
^IBEX:
1.01
^FCHI:
-0.27
^IBEX:
1.44
^FCHI:
-0.28
^IBEX:
1.18
^FCHI:
0.97
^IBEX:
0.35
^FCHI:
-0.26
^IBEX:
4.99
^FCHI:
-0.48
^IBEX:
2.71%
^FCHI:
7.13%
^IBEX:
13.16%
^FCHI:
12.78%
^IBEX:
-62.65%
^FCHI:
-65.29%
^IBEX:
-28.09%
^FCHI:
-11.72%
Returns By Period
In the year-to-date period, ^IBEX achieves a 13.51% return, which is significantly higher than ^FCHI's -3.56% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 0.89%, while ^FCHI has yielded a comparatively higher 5.28% annualized return.
^IBEX
13.51%
-1.05%
3.94%
13.49%
3.39%
0.89%
^FCHI
-3.56%
1.06%
-4.64%
-3.92%
3.79%
5.28%
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Risk-Adjusted Performance
^IBEX vs. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and CAC 40 (^FCHI). 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
^IBEX vs. ^FCHI - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, roughly equal to the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^IBEX and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. ^FCHI - Volatility Comparison
IBEX 35 Index (^IBEX) has a higher volatility of 4.77% compared to CAC 40 (^FCHI) at 3.48%. This indicates that ^IBEX's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.