AFLYY vs. ^AEX

Last updated Apr 3, 2026

Compare and contrast key facts about Air France KLM SA (AFLYY) and AEX Index (^AEX).

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.

AFLYY vs. ^AEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AFLYY Air France KLM SA	-19.14%	61.35%	-48.15%	14.71%	-69.02%	-29.65%	-43.38%	1.25%	-33.00%	203.08%
^AEX AEX Index	0.77%	22.81%	4.76%	17.80%	-18.84%	19.05%	12.46%	21.51%	-14.59%	28.65%

Different Trading Currencies

AFLYY is traded in USD, while ^AEX is traded in EUR. To make them comparable, the ^AEX values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AFLYY achieves a -19.14% return, which is significantly lower than ^AEX's 0.77% return. Over the past 10 years, AFLYY has underperformed ^AEX with an annualized return of -19.73%, while ^AEX has yielded a comparatively higher 8.53% annualized return.

AFLYY

• 1D: -4.94%
• 1M: -10.95%
• YTD: -19.14%
• 6M: -23.09%
• 1Y: 22.09%
• 3Y*: -16.77%
• 5Y*: -29.53%
• 10Y*: -19.73%

^AEX

• 1D: -0.54%
• 1M: -2.08%
• YTD: 0.77%
• 6M: 0.22%
• 1Y: 15.12%
• 3Y*: 10.87%
• 5Y*: 6.18%
• 10Y*: 8.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AFLYY vs. ^AEX — Risk / Return Rank

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

AFLYY

AFLYY Risk / Return Rank: 52
AFLYY Sharpe Ratio Rank: 55
AFLYY Sortino Ratio Rank: 53
AFLYY Omega Ratio Rank: 51
AFLYY Calmar Ratio Rank: 51
AFLYY Martin Ratio Rank: 50

^AEX

^AEX Risk / Return Rank: 53
^AEX Sharpe Ratio Rank: 32
^AEX Sortino Ratio Rank: 29
^AEX Omega Ratio Rank: 31
^AEX Calmar Ratio Rank: 92
^AEX Martin Ratio Rank: 82

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFLYY vs. ^AEX - Risk-Adjusted Trends 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.

	AFLYY	^AEX	Difference
Sharpe ratio Return per unit of total volatility	0.41	0.88	-0.47
Sortino ratio Return per unit of downside risk	0.96	1.25	-0.30
Omega ratio Gain probability vs. loss probability	1.12	1.17	-0.06
Calmar ratio Return relative to maximum drawdown	0.51	3.16	-2.65
Martin ratio Return relative to average drawdown	1.02	9.51	-8.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AFLYY vs. ^AEX - Sharpe Ratio Comparison

The current AFLYY Sharpe Ratio is 0.41, which is lower than the ^AEX Sharpe Ratio of 0.88. 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.

Sharpe Ratios by Period

	AFLYY	^AEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	0.88	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.54	0.33	-0.87
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.38	0.46	-0.84
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.13	-0.44

Correlation

The correlation between AFLYY and ^AEX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

AFLYY vs. ^AEX - Drawdown Comparison

The maximum AFLYY drawdown since its inception was -97.70%, which is greater than ^AEX's maximum drawdown of -68.38%. Use the drawdown chart below to compare losses from any high point for AFLYY and ^AEX.

Drawdown Indicators

	AFLYY	^AEX	Difference
Max Drawdown Largest peak-to-trough decline	-97.70%	-71.60%	-26.10%
Max Drawdown (1Y) Largest decline over 1 year	-42.67%	-9.23%	-33.44%
Max Drawdown (5Y) Largest decline over 5 years	-89.13%	-23.80%	-65.33%
Max Drawdown (10Y) Largest decline over 10 years	-95.87%	-35.78%	-60.09%
Current Drawdown Current decline from peak	-96.58%	-5.26%	-91.32%
Average Drawdown Average peak-to-trough decline	-72.12%	-22.69%	-49.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.26%	2.86%	+18.40%

Volatility

AFLYY vs. ^AEX - Volatility Comparison

Air France KLM SA (AFLYY) has a higher volatility of 17.29% compared to AEX Index (^AEX) at 5.38%. 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.

Volatility by Period

	AFLYY	^AEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.29%	5.38%	+11.91%
Volatility (6M) Calculated over the trailing 6-month period	40.83%	10.85%	+29.98%
Volatility (1Y) Calculated over the trailing 1-year period	54.17%	16.98%	+37.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.55%	18.30%	+36.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.35%	18.20%	+34.15%