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

Correlation

The correlation between ^IBEX and ^FCHI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

Loading data...

Key characteristics

Sharpe Ratio

^IBEX:

1.33

^FCHI:

-0.26

Sortino Ratio

^IBEX:

1.57

^FCHI:

-0.27

Omega Ratio

^IBEX:

1.23

^FCHI:

0.97

Calmar Ratio

^IBEX:

0.56

^FCHI:

-0.28

Martin Ratio

^IBEX:

6.16

^FCHI:

-0.60

Ulcer Index

^IBEX:

3.19%

^FCHI:

7.91%

Daily Std Dev

^IBEX:

16.65%

^FCHI:

16.87%

Max Drawdown

^IBEX:

-62.65%

^FCHI:

-65.29%

Current Drawdown

^IBEX:

-14.74%

^FCHI:

-4.72%

Returns By Period

In the year-to-date period, ^IBEX achieves a 17.25% return, which is significantly higher than ^FCHI's 6.37% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 1.75%, while ^FCHI has yielded a comparatively higher 4.48% annualized return.


^IBEX

YTD

17.25%

1M

10.65%

6M

17.69%

1Y

22.41%

5Y*

14.74%

10Y*

1.75%

^FCHI

YTD

6.37%

1M

10.50%

6M

6.98%

1Y

-4.48%

5Y*

11.70%

10Y*

4.48%

*Annualized

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

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

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 8787
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9494
Martin Ratio Rank

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1313
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1414
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 1010
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1313
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.


The current ^IBEX Sharpe Ratio is 1.33, which is higher than the ^FCHI Sharpe Ratio of -0.26. 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.


Loading data...

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.


Loading data...

Volatility

^IBEX vs. ^FCHI - Volatility Comparison

The current volatility for IBEX 35 Index (^IBEX) is 6.13%, while CAC 40 (^FCHI) has a volatility of 6.70%. 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.


Loading data...