AFLYY vs. ^AEX
Compare and contrast key facts about Air France KLM SA (AFLYY) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFLYY or ^AEX.
Key characteristics
| AFLYY | ^AEX | |
|---|---|---|
| YTD Return | -39.74% | 14.43% |
| 1Y Return | -28.79% | 22.35% |
| 3Y Return (Ann) | -40.79% | 4.41% |
| 5Y Return (Ann) | -38.17% | 9.09% |
| 10Y Return (Ann) | -21.80% | 7.66% |
| Sharpe Ratio | -0.70 | 2.01 |
| Daily Std Dev | 43.94% | 11.48% |
| Max Drawdown | -98.41% | -71.60% |
| Current Drawdown | -98.09% | -4.72% |
Correlation
The correlation between AFLYY and ^AEX is 0.43, 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
AFLYY vs. ^AEX - Performance Comparison
In the year-to-date period, AFLYY achieves a -39.74% return, which is significantly lower than ^AEX's 14.43% return. Over the past 10 years, AFLYY has underperformed ^AEX with an annualized return of -21.80%, while ^AEX has yielded a comparatively higher 7.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
AFLYY vs. ^AEX - Drawdown Comparison
The maximum AFLYY drawdown since its inception was -98.41%, 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.
Volatility
AFLYY vs. ^AEX - Volatility Comparison
Air France KLM SA (AFLYY) has a higher volatility of 16.75% compared to AEX Index (^AEX) at 3.79%. 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.