ACS.MC vs. ^IBEX
ACS.MC (ACS Actividades de Construccion y Servicios SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, ACS.MC returned 22.25%/yr vs 7.52%/yr for ^IBEX. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
ACS.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, ACS.MC achieves a 47.80% return, which is significantly higher than ^IBEX's 5.02% return. Over the past 10 years, ACS.MC has outperformed ^IBEX with an annualized return of 22.25%, while ^IBEX has yielded a comparatively lower 7.52% annualized return.
ACS.MC
- 1D
- 1.38%
- 1M
- 2.46%
- YTD
- 47.80%
- 6M
- 53.97%
- 1Y
- 121.90%
- 3Y*
- 66.10%
- 5Y*
- 46.25%
- 10Y*
- 22.25%
^IBEX
- 1D
- -0.53%
- 1M
- 4.72%
- YTD
- 5.02%
- 6M
- 9.59%
- 1Y
- 28.65%
- 3Y*
- 24.95%
- 5Y*
- 14.87%
- 10Y*
- 7.52%
ACS.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACS.MC ACS Actividades de Construccion y Servicios SA | 47.80% | 81.61% | 26.94% | 60.10% | 23.98% | -6.88% | -17.39% | 10.97% | 7.91% | 12.69% |
^IBEX IBEX 35 Index | 5.02% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between ACS.MC and ^IBEX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 1992 | 0.58 |
The correlation between ACS.MC and ^IBEX has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
ACS.MC vs. ^IBEX — Risk / Return Rank
ACS.MC
^IBEX
ACS.MC vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACS Actividades de Construccion y Servicios SA (ACS.MC) and IBEX 35 Index (^IBEX). 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.
| ACS.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.32 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 9.51 | 2.89 | +6.61 |
| Martin ratioReturn relative to average drawdown | 34.44 | 9.61 | +24.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACS.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.88 | 1.76 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.90 | 0.89 | +1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.40 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.26 | +0.28 |
Drawdowns
ACS.MC vs. ^IBEX - Drawdown Comparison
The maximum ACS.MC drawdown since its inception was -75.71%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for ACS.MC and ^IBEX.
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Drawdown Indicators
| ACS.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.71% | -62.65% | -13.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.61% | -9.64% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -12.60% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -21.76% | +4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -70.52% | -45.16% | -25.36% |
Current DrawdownCurrent decline from peak | -11.11% | -1.73% | -9.38% |
Average DrawdownAverage peak-to-trough decline | -19.01% | -28.32% | +9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.90% | +0.50% |
Volatility
ACS.MC vs. ^IBEX - Volatility Comparison
ACS Actividades de Construccion y Servicios SA (ACS.MC) has a higher volatility of 11.66% compared to IBEX 35 Index (^IBEX) at 5.03%. This indicates that ACS.MC's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACS.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.66% | 5.03% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 25.21% | 13.16% | +12.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.86% | 15.89% | +14.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 16.30% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.64% | 18.50% | +12.14% |
Frequently Asked Questions
ACS.MC and ^IBEX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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