ADYEN.AS vs. ^AEX
Compare and contrast key facts about Adyen N.V. (ADYEN.AS) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADYEN.AS or ^AEX.
Key characteristics
| ADYEN.AS | ^AEX | |
|---|---|---|
| YTD Return | -3.24% | 11.68% |
| 1Y Return | -19.85% | 18.07% |
| 3Y Return (Ann) | -17.88% | 7.14% |
| 5Y Return (Ann) | 10.57% | 8.95% |
| Sharpe Ratio | -0.31 | 1.51 |
| Daily Std Dev | 69.43% | 11.09% |
| Max Drawdown | -77.19% | -71.60% |
| Current Drawdown | -59.19% | -0.90% |
Correlation
The correlation between ADYEN.AS and ^AEX is 0.60, 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.
Performance
ADYEN.AS vs. ^AEX - Performance Comparison
In the year-to-date period, ADYEN.AS achieves a -3.24% return, which is significantly lower than ^AEX's 11.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ADYEN.AS vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adyen N.V. (ADYEN.AS) and AEX Index (^AEX). 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.
Drawdowns
ADYEN.AS vs. ^AEX - Drawdown Comparison
The maximum ADYEN.AS drawdown since its inception was -77.19%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ADYEN.AS and ^AEX. For additional features, visit the drawdowns tool.
Volatility
ADYEN.AS vs. ^AEX - Volatility Comparison
Adyen N.V. (ADYEN.AS) has a higher volatility of 21.03% compared to AEX Index (^AEX) at 3.14%. This indicates that ADYEN.AS's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.