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AER vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AER and ^GSPC is 0.54, 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.


-0.50.00.51.00.5

Performance

AER vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AerCap Holdings N.V. (AER) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
427.38%
322.78%
AER
^GSPC

Key characteristics

Sharpe Ratio

AER:

1.45

^GSPC:

2.10

Sortino Ratio

AER:

2.08

^GSPC:

2.80

Omega Ratio

AER:

1.25

^GSPC:

1.39

Calmar Ratio

AER:

2.79

^GSPC:

3.09

Martin Ratio

AER:

10.08

^GSPC:

13.49

Ulcer Index

AER:

3.24%

^GSPC:

1.94%

Daily Std Dev

AER:

22.44%

^GSPC:

12.52%

Max Drawdown

AER:

-93.16%

^GSPC:

-56.78%

Current Drawdown

AER:

-5.75%

^GSPC:

-2.62%

Returns By Period

In the year-to-date period, AER achieves a 28.22% return, which is significantly higher than ^GSPC's 24.34% return. Over the past 10 years, AER has underperformed ^GSPC with an annualized return of 9.33%, while ^GSPC has yielded a comparatively higher 11.06% annualized return.


AER

YTD

28.22%

1M

-0.76%

6M

1.85%

1Y

29.04%

5Y*

9.06%

10Y*

9.33%

^GSPC

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

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Risk-Adjusted Performance

AER vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AerCap Holdings N.V. (AER) and S&P 500 (^GSPC). 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 AER, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.452.10
The chart of Sortino ratio for AER, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.002.082.80
The chart of Omega ratio for AER, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.39
The chart of Calmar ratio for AER, currently valued at 2.79, compared to the broader market0.002.004.006.002.793.09
The chart of Martin ratio for AER, currently valued at 10.08, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.0813.49
AER
^GSPC

The current AER Sharpe Ratio is 1.45, which is lower than the ^GSPC Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AER and ^GSPC, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.45
2.10
AER
^GSPC

Drawdowns

AER vs. ^GSPC - Drawdown Comparison

The maximum AER drawdown since its inception was -93.16%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AER and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.75%
-2.62%
AER
^GSPC

Volatility

AER vs. ^GSPC - Volatility Comparison

AerCap Holdings N.V. (AER) has a higher volatility of 7.28% compared to S&P 500 (^GSPC) at 3.79%. This indicates that AER's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.28%
3.79%
AER
^GSPC
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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.

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