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^IBEX vs. ^FCHI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

^IBEX vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX 35 Index (^IBEX) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.31%
-0.55%
^IBEX
^FCHI

Key characteristics

Sharpe Ratio

^IBEX:

1.57

^FCHI:

0.31

Sortino Ratio

^IBEX:

2.15

^FCHI:

0.52

Omega Ratio

^IBEX:

1.27

^FCHI:

1.06

Calmar Ratio

^IBEX:

0.54

^FCHI:

0.31

Martin Ratio

^IBEX:

7.46

^FCHI:

0.54

Ulcer Index

^IBEX:

2.76%

^FCHI:

7.60%

Daily Std Dev

^IBEX:

13.11%

^FCHI:

13.14%

Max Drawdown

^IBEX:

-62.65%

^FCHI:

-65.29%

Current Drawdown

^IBEX:

-25.20%

^FCHI:

-5.69%

Returns By Period

In the year-to-date period, ^IBEX achieves a 2.87% return, which is significantly lower than ^FCHI's 5.29% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 1.18%, while ^FCHI has yielded a comparatively higher 5.21% annualized return.


^IBEX

YTD

2.87%

1M

4.01%

6M

6.37%

1Y

19.66%

5Y*

4.53%

10Y*

1.18%

^FCHI

YTD

5.29%

1M

6.82%

6M

2.27%

1Y

4.83%

5Y*

5.32%

10Y*

5.21%

*Annualized

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Risk-Adjusted Performance

^IBEX vs. ^FCHI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 6060
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 6666
Martin Ratio Rank

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1717
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^IBEX, currently valued at 1.01, compared to the broader market-0.500.000.501.001.502.002.501.01-0.14
The chart of Sortino ratio for ^IBEX, currently valued at 1.44, compared to the broader market0.001.002.003.001.44-0.09
The chart of Omega ratio for ^IBEX, currently valued at 1.18, compared to the broader market1.001.201.401.601.180.99
The chart of Calmar ratio for ^IBEX, currently valued at 0.29, compared to the broader market0.001.002.003.004.000.29-0.13
The chart of Martin ratio for ^IBEX, currently valued at 3.34, compared to the broader market0.005.0010.0015.0020.003.34-0.25
^IBEX
^FCHI

The current ^IBEX Sharpe Ratio is 1.57, which is higher than the ^FCHI Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ^IBEX and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.01
-0.14
^IBEX
^FCHI

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-46.87%
-9.67%
^IBEX
^FCHI

Volatility

^IBEX vs. ^FCHI - Volatility Comparison

The current volatility for IBEX 35 Index (^IBEX) is 4.04%, while CAC 40 (^FCHI) has a volatility of 4.91%. This indicates that ^IBEX experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.04%
4.91%
^IBEX
^FCHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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