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AFLYY vs. ^AEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AFLYY and ^AEX is 0.42, 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.


-0.50.00.51.00.4

Performance

AFLYY vs. ^AEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Air France KLM SA (AFLYY) and AEX Index (^AEX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-15.12%
-10.76%
AFLYY
^AEX

Key characteristics

Sharpe Ratio

AFLYY:

-1.10

^AEX:

1.13

Sortino Ratio

AFLYY:

-1.73

^AEX:

1.63

Omega Ratio

AFLYY:

0.81

^AEX:

1.21

Calmar Ratio

AFLYY:

-0.49

^AEX:

1.50

Martin Ratio

AFLYY:

-1.62

^AEX:

3.37

Ulcer Index

AFLYY:

29.61%

^AEX:

4.07%

Daily Std Dev

AFLYY:

43.71%

^AEX:

12.09%

Max Drawdown

AFLYY:

-98.56%

^AEX:

-71.60%

Current Drawdown

AFLYY:

-98.52%

^AEX:

-6.34%

Returns By Period

In the year-to-date period, AFLYY achieves a -9.88% return, which is significantly lower than ^AEX's 0.72% return. Over the past 10 years, AFLYY has underperformed ^AEX with an annualized return of -22.35%, while ^AEX has yielded a comparatively higher 7.30% annualized return.


AFLYY

YTD

-9.88%

1M

-9.88%

6M

-15.12%

1Y

-46.72%

5Y*

-41.75%

10Y*

-22.35%

^AEX

YTD

0.72%

1M

-0.96%

6M

-5.19%

1Y

13.53%

5Y*

7.54%

10Y*

7.30%

*Annualized

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Risk-Adjusted Performance

AFLYY vs. ^AEX — Risk-Adjusted Performance Rank

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

AFLYY
The Risk-Adjusted Performance Rank of AFLYY is 77
Overall Rank
The Sharpe Ratio Rank of AFLYY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of AFLYY is 44
Sortino Ratio Rank
The Omega Ratio Rank of AFLYY is 66
Omega Ratio Rank
The Calmar Ratio Rank of AFLYY is 1919
Calmar Ratio Rank
The Martin Ratio Rank of AFLYY is 55
Martin Ratio Rank

^AEX
The Risk-Adjusted Performance Rank of ^AEX is 6060
Overall Rank
The Sharpe Ratio Rank of ^AEX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 5151
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.

AFLYY vs. ^AEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Air France KLM SA (AFLYY) 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 AFLYY, currently valued at -1.03, compared to the broader market-2.000.002.00-1.030.46
The chart of Sortino ratio for AFLYY, currently valued at -1.56, compared to the broader market-4.00-2.000.002.004.00-1.560.74
The chart of Omega ratio for AFLYY, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.09
The chart of Calmar ratio for AFLYY, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.51
The chart of Martin ratio for AFLYY, currently valued at -1.50, compared to the broader market0.0010.0020.00-1.501.17
AFLYY
^AEX

The current AFLYY Sharpe Ratio is -1.10, which is lower than the ^AEX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of AFLYY 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.03
0.46
AFLYY
^AEX

Drawdowns

AFLYY vs. ^AEX - Drawdown Comparison

The maximum AFLYY drawdown since its inception was -98.56%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for AFLYY and ^AEX. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-98.52%
-11.90%
AFLYY
^AEX

Volatility

AFLYY vs. ^AEX - Volatility Comparison

Air France KLM SA (AFLYY) has a higher volatility of 13.86% compared to AEX Index (^AEX) at 3.30%. This indicates that AFLYY'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%20.00%AugustSeptemberOctoberNovemberDecember2025
13.86%
3.30%
AFLYY
^AEX
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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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