^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 0.38, 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
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Key characteristics
^IBEX:
1.33
^FCHI:
-0.26
^IBEX:
1.57
^FCHI:
-0.27
^IBEX:
1.23
^FCHI:
0.97
^IBEX:
0.56
^FCHI:
-0.28
^IBEX:
6.16
^FCHI:
-0.60
^IBEX:
3.19%
^FCHI:
7.91%
^IBEX:
16.65%
^FCHI:
16.87%
^IBEX:
-62.65%
^FCHI:
-65.29%
^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
17.25%
10.65%
17.69%
22.41%
14.74%
1.75%
^FCHI
6.37%
10.50%
6.98%
-4.48%
11.70%
4.48%
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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. For additional features, visit the drawdowns tool.
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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.
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