PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADYEN.AS vs. ^AEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADYEN.AS and ^AEX is 0.61, 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.


-0.50.00.51.00.6

Performance

ADYEN.AS vs. ^AEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adyen N.V. (ADYEN.AS) and AEX Index (^AEX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
46.01%
-0.55%
ADYEN.AS
^AEX

Key characteristics

Sharpe Ratio

ADYEN.AS:

0.31

^AEX:

0.75

Sortino Ratio

ADYEN.AS:

0.66

^AEX:

1.10

Omega Ratio

ADYEN.AS:

1.10

^AEX:

1.14

Calmar Ratio

ADYEN.AS:

0.18

^AEX:

0.98

Martin Ratio

ADYEN.AS:

0.66

^AEX:

2.15

Ulcer Index

ADYEN.AS:

17.30%

^AEX:

4.17%

Daily Std Dev

ADYEN.AS:

41.92%

^AEX:

12.07%

Max Drawdown

ADYEN.AS:

-77.19%

^AEX:

-71.60%

Current Drawdown

ADYEN.AS:

-42.17%

^AEX:

-2.69%

Returns By Period

In the year-to-date period, ADYEN.AS achieves a 11.32% return, which is significantly higher than ^AEX's 4.65% return.


ADYEN.AS

YTD

11.32%

1M

11.32%

6M

55.75%

1Y

33.12%

5Y*

12.48%

10Y*

N/A

^AEX

YTD

4.65%

1M

3.94%

6M

6.09%

1Y

11.55%

5Y*

8.12%

10Y*

7.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADYEN.AS vs. ^AEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADYEN.AS
The Risk-Adjusted Performance Rank of ADYEN.AS is 5454
Overall Rank
The Sharpe Ratio Rank of ADYEN.AS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ADYEN.AS is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ADYEN.AS is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ADYEN.AS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ADYEN.AS is 5555
Martin Ratio Rank

^AEX
The Risk-Adjusted Performance Rank of ^AEX is 4444
Overall Rank
The Sharpe Ratio Rank of ^AEX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ADYEN.AS, currently valued at 0.16, compared to the broader market-2.000.002.004.000.160.27
The chart of Sortino ratio for ADYEN.AS, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.006.000.470.47
The chart of Omega ratio for ADYEN.AS, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.05
The chart of Calmar ratio for ADYEN.AS, currently valued at 0.09, compared to the broader market0.002.004.006.000.090.30
The chart of Martin ratio for ADYEN.AS, currently valued at 0.34, compared to the broader market-10.000.0010.0020.0030.000.340.64
ADYEN.AS
^AEX

The current ADYEN.AS Sharpe Ratio is 0.31, which is lower than the ^AEX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ADYEN.AS and ^AEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.16
0.27
ADYEN.AS
^AEX

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-49.57%
-8.56%
ADYEN.AS
^AEX

Volatility

ADYEN.AS vs. ^AEX - Volatility Comparison

Adyen N.V. (ADYEN.AS) has a higher volatility of 10.14% compared to AEX Index (^AEX) at 4.05%. 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
10.14%
4.05%
ADYEN.AS
^AEX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab