ABEA.DE vs. ^NDX
ABEA.DE (Alphabet Inc. Class A) is a stock, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, ABEA.DE returned 24.79%/yr vs 19.41%/yr for ^NDX. At a 0.43 correlation, their price movements are largely independent.
Performance
ABEA.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
ABEA.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABEA.DE achieves a 17.74% return, which is significantly higher than ^NDX's 16.57% return. Over the past 10 years, ABEA.DE has outperformed ^NDX with an annualized return of 24.79%, while ^NDX has yielded a comparatively lower 19.41% annualized return.
ABEA.DE
- 1D
- 3.26%
- 1M
- -1.89%
- 6M
- 12.26%
- YTD
- 17.74%
- 1Y
- 97.88%
- 3Y*
- 42.94%
- 5Y*
- 24.07%
- 10Y*
- 24.79%
- ALL TIME*
- 19.27%
^NDX
- 1D
- 0.25%
- 1M
- -5.54%
- 6M
- 13.85%
- YTD
- 16.57%
- 1Y
- 26.27%
- 3Y*
- 21.81%
- 5Y*
- 14.77%
- 10Y*
- 19.41%
- ALL TIME*
- 16.08%
ABEA.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc. Class A | 17.74% | 46.64% | 44.40% | 54.77% | -36.91% | 80.66% | 18.64% | 31.56% | 4.52% | 16.35% |
^NDX NASDAQ 100 Index | 16.57% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between ABEA.DE and ^NDX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.43 |
The correlation between ABEA.DE and ^NDX shifts across timeframes, from 0.28 (1 year) to 0.47 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABEA.DE vs. ^NDX — Risk / Return Rank
ABEA.DE
^NDX
ABEA.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (ABEA.DE) and NASDAQ 100 Index (^NDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABEA.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.25 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 2.36 | +3.26 |
| Martin ratioReturn relative to average drawdown | 16.09 | 7.04 | +9.05 |
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Drawdowns
ABEA.DE vs. ^NDX - Drawdown Comparison
The maximum ABEA.DE drawdown since its inception was -59.53%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and ^NDX.
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Drawdown Indicators
| ABEA.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -46.44% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.32% | -11.19% | -6.13% |
Max Drawdown (3Y)Largest decline over 3 years | -33.71% | -27.30% | -6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -38.63% | -31.53% | -7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -31.53% | -7.10% |
Current DrawdownCurrent decline from peak | -9.55% | -5.66% | -3.89% |
Average DrawdownAverage peak-to-trough decline | -12.81% | -8.01% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 3.74% | +2.32% |
Volatility
ABEA.DE vs. ^NDX - Volatility Comparison
Alphabet Inc. Class A (ABEA.DE) has a higher volatility of 12.04% compared to NASDAQ 100 Index (^NDX) at 6.83%. This indicates that ABEA.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABEA.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.04% | 6.83% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 21.33% | 14.33% | +7.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.65% | 18.48% | +11.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.13% | 22.58% | +7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.95% | 22.99% | +4.96% |
Frequently Asked Questions
ABEA.DE and ^NDX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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