AENA.MC vs. ^IBEX
AENA.MC (Aena SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, AENA.MC returned 9.91%/yr vs 7.55%/yr for ^IBEX. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
AENA.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, AENA.MC achieves a 6.05% return, which is significantly higher than ^IBEX's 5.59% return. Over the past 10 years, AENA.MC has outperformed ^IBEX with an annualized return of 9.91%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.
AENA.MC
- 1D
- 0.66%
- 1M
- 1.24%
- YTD
- 6.05%
- 6M
- 9.49%
- 1Y
- 5.25%
- 3Y*
- 23.30%
- 5Y*
- 14.65%
- 10Y*
- 9.91%
^IBEX
- 1D
- 0.55%
- 1M
- 0.95%
- YTD
- 5.59%
- 6M
- 9.51%
- 1Y
- 28.67%
- 3Y*
- 25.31%
- 5Y*
- 15.00%
- 10Y*
- 7.55%
AENA.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AENA.MC Aena SA | 6.05% | 25.21% | 24.57% | 43.51% | -15.49% | -2.39% | -16.60% | 30.05% | -17.17% | 32.90% |
^IBEX IBEX 35 Index | 5.59% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between AENA.MC and ^IBEX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2015 | 0.55 |
The correlation between AENA.MC and ^IBEX has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
AENA.MC vs. ^IBEX — Risk / Return Rank
AENA.MC
^IBEX
AENA.MC vs. ^IBEX - Risk-Adjusted Trends 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.
| AENA.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.33 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 2.99 | -2.71 |
| Martin ratioReturn relative to average drawdown | 0.59 | 9.92 | -9.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AENA.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.82 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.90 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.26 | +0.26 |
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.
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Drawdown Indicators
| AENA.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.39% | -62.65% | +14.26% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | -9.64% | -8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -12.60% | -5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -33.30% | -21.76% | -11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | -45.16% | -3.23% |
Current DrawdownCurrent decline from peak | -12.32% | -1.19% | -11.13% |
Average DrawdownAverage peak-to-trough decline | -12.31% | -28.32% | +16.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.57% | 2.90% | +5.67% |
Volatility
AENA.MC vs. ^IBEX - Volatility Comparison
Aena SA (AENA.MC) has a higher volatility of 8.08% compared to IBEX 35 Index (^IBEX) at 4.44%. This indicates that AENA.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
| AENA.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 4.44% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 13.16% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.94% | 15.88% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 16.30% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 18.50% | +8.10% |
Frequently Asked Questions
AENA.MC and ^IBEX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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