Correlation
The correlation between ^IBEX and ^FCHI is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
^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.
Performance
^IBEX vs. ^FCHI - Performance Comparison
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Key characteristics
^IBEX:
1.59
^FCHI:
0.09
^IBEX:
1.92
^FCHI:
0.12
^IBEX:
1.28
^FCHI:
1.02
^IBEX:
0.70
^FCHI:
0.01
^IBEX:
8.64
^FCHI:
0.03
^IBEX:
2.84%
^FCHI:
4.92%
^IBEX:
16.52%
^FCHI:
16.42%
^IBEX:
-62.65%
^FCHI:
-65.29%
^IBEX:
-12.76%
^FCHI:
-6.75%
Returns By Period
In the year-to-date period, ^IBEX achieves a 19.98% return, which is significantly higher than ^FCHI's 4.11% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 2.43%, while ^FCHI has yielded a comparatively higher 4.78% annualized return.
^IBEX
19.98%
-1.09%
20.05%
26.94%
19.53%
13.49%
2.43%
^FCHI
4.11%
-2.57%
4.32%
1.48%
9.31%
9.15%
4.78%
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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.
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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.
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Volatility
^IBEX vs. ^FCHI - Volatility Comparison
IBEX 35 Index (^IBEX) has a higher volatility of 3.68% compared to CAC 40 (^FCHI) at 2.95%. 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.
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