^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:
1.57
^FCHI:
0.31
^IBEX:
2.15
^FCHI:
0.52
^IBEX:
1.27
^FCHI:
1.06
^IBEX:
0.54
^FCHI:
0.31
^IBEX:
7.46
^FCHI:
0.54
^IBEX:
2.76%
^FCHI:
7.60%
^IBEX:
13.11%
^FCHI:
13.14%
^IBEX:
-62.65%
^FCHI:
-65.29%
^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
2.87%
4.01%
6.37%
19.66%
4.53%
1.18%
^FCHI
5.29%
6.82%
2.27%
4.83%
5.32%
5.21%
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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
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.