^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 0.86, 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
^IBEX vs. ^FCHI - Performance Comparison
Key characteristics
^IBEX:
2.21
^FCHI:
0.20
^IBEX:
2.93
^FCHI:
0.36
^IBEX:
1.38
^FCHI:
1.04
^IBEX:
0.80
^FCHI:
0.19
^IBEX:
10.71
^FCHI:
0.34
^IBEX:
2.75%
^FCHI:
7.66%
^IBEX:
13.25%
^FCHI:
13.13%
^IBEX:
-62.65%
^FCHI:
-65.29%
^IBEX:
-18.77%
^FCHI:
-1.04%
Returns By Period
In the year-to-date period, ^IBEX achieves a 11.70% return, which is significantly higher than ^FCHI's 10.48% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 1.56%, while ^FCHI has yielded a comparatively higher 5.17% annualized return.
^IBEX
11.70%
9.00%
14.84%
27.75%
5.44%
1.56%
^FCHI
10.48%
4.05%
7.62%
3.07%
6.11%
5.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^IBEX vs. ^FCHI — Risk-Adjusted Performance Rank
^IBEX
^FCHI
^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 4.50% compared to CAC 40 (^FCHI) at 4.16%. 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.