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ADYEN.AS vs. ^AEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

ADYEN.AS vs. ^AEX

Last updated May 12, 2025

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.

Correlation

The correlation between ADYEN.AS and ^AEX is 0.50, 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

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.

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Key characteristics

Sharpe Ratio

ADYEN.AS:

0.77

^AEX:

0.01

Sortino Ratio

ADYEN.AS:

1.33

^AEX:

0.05

Omega Ratio

ADYEN.AS:

1.16

^AEX:

1.01

Calmar Ratio

ADYEN.AS:

0.41

^AEX:

-0.03

Martin Ratio

ADYEN.AS:

2.27

^AEX:

-0.10

Ulcer Index

ADYEN.AS:

11.29%

^AEX:

5.29%

Daily Std Dev

ADYEN.AS:

37.43%

^AEX:

14.97%

Max Drawdown

ADYEN.AS:

-77.19%

^AEX:

-71.60%

Current Drawdown

ADYEN.AS:

-42.75%

^AEX:

-4.51%

Returns By Period

In the year-to-date period, ADYEN.AS achieves a 10.20% return, which is significantly higher than ^AEX's 3.09% return.

ADYEN.AS

YTD

10.20%

1M

19.01%

6M

24.44%

1Y

27.03%

5Y*

10.04%

10Y*

N/A

^AEX

YTD

3.09%

1M

10.52%

6M

3.61%

1Y

-0.53%

5Y*

11.52%

10Y*

6.22%

*Annualized

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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 7373
Overall Rank
The Sharpe Ratio Rank of ADYEN.AS is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ADYEN.AS is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ADYEN.AS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ADYEN.AS is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ADYEN.AS is 7474
Martin Ratio Rank
^AEX
The Risk-Adjusted Performance Rank of ^AEX is 2121
Overall Rank
The Sharpe Ratio Rank of ^AEX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 2121
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.

The current ADYEN.AS Sharpe Ratio is 0.77, which is higher than the ^AEX Sharpe Ratio of 0.01. 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.

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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.

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Volatility

ADYEN.AS vs. ^AEX - Volatility Comparison

Adyen N.V. (ADYEN.AS) has a higher volatility of 12.45% compared to AEX Index (^AEX) at 6.37%. 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.

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