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 32.29%/yr vs 8.37%/yr for ^IBEX. A 0.71 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 39.81% return, which is significantly higher than ^IBEX's 11.03% return. Over the past 10 years, ACS.MC has outperformed ^IBEX with an annualized return of 32.29%, while ^IBEX has yielded a comparatively lower 8.37% annualized return.
ACS.MC
- 1D
- -0.68%
- 1M
- -9.10%
- 6M
- 23.57%
- YTD
- 39.81%
- 1Y
- 101.75%
- 3Y*
- 62.25%
- 5Y*
- 47.77%
- 10Y*
- 32.29%
- ALL TIME*
- 19.26%
^IBEX
- 1D
- 0.00%
- 1M
- -0.67%
- 6M
- 8.78%
- YTD
- 11.03%
- 1Y
- 37.37%
- 3Y*
- 26.15%
- 5Y*
- 17.54%
- 10Y*
- 8.37%
- ALL TIME*
- 5.98%
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 | 39.81% | 81.61% | 28.42% | 60.22% | 23.99% | -6.82% | -17.32% | 10.97% | 7.91% | 134.13% |
^IBEX IBEX 35 Index | 11.03% | 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 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2006 | 0.71 |
The correlation between ACS.MC and ^IBEX shifts across timeframes, from 0.59 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| ACS.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.42 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 6.03 | 3.82 | +2.21 |
| Martin ratioReturn relative to average drawdown | 18.92 | 12.83 | +6.10 |
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Drawdowns
ACS.MC vs. ^IBEX - Drawdown Comparison
The maximum ACS.MC drawdown since its inception was -70.50%, 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 | -70.50% | -62.65% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.60% | -9.64% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.70% | -12.60% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -20.93% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -70.50% | -45.16% | -25.34% |
Current DrawdownCurrent decline from peak | -15.51% | -3.20% | -12.31% |
Average DrawdownAverage peak-to-trough decline | -14.42% | -29.20% | +14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 2.89% | +2.43% |
Volatility
ACS.MC vs. ^IBEX - Volatility Comparison
ACS Actividades de Construccion y Servicios SA (ACS.MC) has a higher volatility of 7.62% compared to IBEX 35 Index (^IBEX) at 4.00%. 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 | 7.62% | 4.00% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 26.28% | 13.86% | +12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.22% | 16.08% | +16.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.21% | 16.30% | +7.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.37% | 17.95% | +26.42% |
Frequently Asked Questions
ACS.MC and ^IBEX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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