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ANA.MC vs. ^IBEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

ANA.MC vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Acciona (ANA.MC) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ANA.MC achieves a 31.04% return, which is significantly higher than ^IBEX's 5.59% return. Over the past 10 years, ANA.MC has outperformed ^IBEX with an annualized return of 16.62%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.


ANA.MC

1D
-0.90%
1M
-5.65%
YTD
31.04%
6M
39.92%
1Y
67.22%
3Y*
18.86%
5Y*
15.65%
10Y*
16.62%

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

ANA.MC vs. ^IBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANA.MC
Acciona
31.04%75.75%-15.49%-20.55%4.34%47.68%26.63%30.64%12.29%0.16%
^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 ANA.MC and ^IBEX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Dec 3, 1991

0.55

The correlation between ANA.MC and ^IBEX has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.

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Return for Risk

ANA.MC vs. ^IBEX — Risk / Return Rank

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

ANA.MC
ANA.MC Risk / Return Rank: 8787
Overall Rank
ANA.MC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ANA.MC Sortino Ratio Rank: 8484
Sortino Ratio Rank
ANA.MC Omega Ratio Rank: 8686
Omega Ratio Rank
ANA.MC Calmar Ratio Rank: 8888
Calmar Ratio Rank
ANA.MC Martin Ratio Rank: 8686
Martin Ratio Rank

^IBEX
^IBEX Risk / Return Rank: 6868
Overall Rank
^IBEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 6969
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 7575
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 6868
Martin Ratio Rank
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.

ANA.MC vs. ^IBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acciona (ANA.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.


ANA.MC^IBEXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

4.08

2.99

+1.09

Martin ratioReturn relative to average drawdown

9.53

9.92

-0.40

ANA.MC vs. ^IBEX - Sharpe Ratio Comparison

The current ANA.MC Sharpe Ratio is 2.05, which is comparable to the ^IBEX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ANA.MC and ^IBEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ANA.MC^IBEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

1.82

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.90

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.40

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.26

+0.12

Drawdowns

ANA.MC vs. ^IBEX - Drawdown Comparison

The maximum ANA.MC drawdown since its inception was -84.21%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for ANA.MC and ^IBEX.


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Drawdown Indicators


ANA.MC^IBEXDifference

Max Drawdown

Largest peak-to-trough decline

-84.21%

-62.65%

-21.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-9.64%

-6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-37.15%

-12.60%

-24.55%

Max Drawdown (5Y)

Largest decline over 5 years

-51.11%

-21.76%

-29.35%

Max Drawdown (10Y)

Largest decline over 10 years

-51.11%

-45.16%

-5.95%

Current Drawdown

Current decline from peak

-8.90%

-1.19%

-7.71%

Average Drawdown

Average peak-to-trough decline

-36.96%

-28.32%

-8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.87%

2.90%

+3.97%

Volatility

ANA.MC vs. ^IBEX - Volatility Comparison

Acciona (ANA.MC) has a higher volatility of 9.62% compared to IBEX 35 Index (^IBEX) at 4.44%. This indicates that ANA.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


ANA.MC^IBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

4.44%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

26.93%

13.16%

+13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.81%

15.88%

+15.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.97%

16.30%

+12.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

18.50%

+10.48%

Frequently Asked Questions


ANA.MC and ^IBEX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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