AENA.MC vs. ^IBEX
Compare and contrast key facts about Aena SA (AENA.MC) and IBEX 35 Index (^IBEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AENA.MC or ^IBEX.
Performance
AENA.MC vs. ^IBEX - Performance Comparison
Returns By Period
In the year-to-date period, AENA.MC achieves a 24.95% return, which is significantly higher than ^IBEX's 15.57% return.
AENA.MC
24.95%
-2.94%
10.99%
33.97%
5.75%
N/A
^IBEX
15.57%
-2.10%
2.96%
19.60%
4.73%
1.03%
Key characteristics
| AENA.MC | ^IBEX | |
|---|---|---|
| Sharpe Ratio | 1.80 | 1.35 |
| Sortino Ratio | 2.40 | 1.87 |
| Omega Ratio | 1.34 | 1.23 |
| Calmar Ratio | 2.23 | 0.46 |
| Martin Ratio | 8.29 | 6.64 |
| Ulcer Index | 3.81% | 2.63% |
| Daily Std Dev | 17.49% | 12.89% |
| Max Drawdown | -48.39% | -62.65% |
| Current Drawdown | -4.81% | -26.78% |
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Correlation
The correlation between AENA.MC and ^IBEX is 0.62, 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.
Risk-Adjusted Performance
AENA.MC vs. ^IBEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aena SA (AENA.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.
Drawdowns
AENA.MC vs. ^IBEX - Drawdown Comparison
The maximum AENA.MC drawdown since its inception was -48.39%, smaller than the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for AENA.MC and ^IBEX. For additional features, visit the drawdowns tool.
Volatility
AENA.MC vs. ^IBEX - Volatility Comparison
The current volatility for Aena SA (AENA.MC) is 4.24%, while IBEX 35 Index (^IBEX) has a volatility of 6.32%. This indicates that AENA.MC experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.