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ARCAD.AS vs. ^AEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

ARCAD.AS vs. ^AEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Arcadis N.V. (ARCAD.AS) and AEX Index (^AEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARCAD.AS achieves a 3.34% return, which is significantly lower than ^AEX's 9.74% return. Over the past 10 years, ARCAD.AS has outperformed ^AEX with an annualized return of 12.30%, while ^AEX has yielded a comparatively lower 8.89% annualized return.


ARCAD.AS

1D
-1.00%
1M
-3.65%
YTD
3.34%
6M
-1.75%
1Y
-17.39%
3Y*
-1.14%
5Y*
2.43%
10Y*
12.30%

^AEX

1D
-0.49%
1M
3.88%
YTD
9.74%
6M
9.93%
1Y
13.44%
3Y*
10.92%
5Y*
7.71%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCAD.AS vs. ^AEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARCAD.AS
Arcadis N.V.
3.34%-38.20%22.10%35.56%-10.29%59.31%36.07%106.31%-42.36%46.82%
^AEX
AEX Index
9.74%8.27%11.67%14.20%-13.65%27.75%3.31%23.92%-10.41%12.71%

Correlation

The correlation between ARCAD.AS and ^AEX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.44

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

0.55

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 3, 1995

0.41

The correlation between ARCAD.AS and ^AEX shifts across timeframes, from 0.36 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ARCAD.AS vs. ^AEX — Risk / Return Rank

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

ARCAD.AS
ARCAD.AS Risk / Return Rank: 2525
Overall Rank
ARCAD.AS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ARCAD.AS Sortino Ratio Rank: 2323
Sortino Ratio Rank
ARCAD.AS Omega Ratio Rank: 2222
Omega Ratio Rank
ARCAD.AS Calmar Ratio Rank: 2929
Calmar Ratio Rank
ARCAD.AS Martin Ratio Rank: 2828
Martin Ratio Rank

^AEX
^AEX Risk / Return Rank: 4444
Overall Rank
^AEX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
^AEX Sortino Ratio Rank: 4040
Sortino Ratio Rank
^AEX Omega Ratio Rank: 4242
Omega Ratio Rank
^AEX Calmar Ratio Rank: 5050
Calmar Ratio Rank
^AEX Martin Ratio Rank: 4545
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.

ARCAD.AS vs. ^AEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcadis N.V. (ARCAD.AS) 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.


ARCAD.AS^AEXDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.95

1.18

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.35

1.95

-2.30

Martin ratioReturn relative to average drawdown

-0.67

4.54

-5.21

ARCAD.AS vs. ^AEX - Sharpe Ratio Comparison

The current ARCAD.AS Sharpe Ratio is -0.41, which is lower than the ^AEX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ARCAD.AS and ^AEX, 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


ARCAD.AS^AEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.00

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.49

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.54

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.62

0.37

-0.99

Drawdowns

ARCAD.AS vs. ^AEX - Drawdown Comparison

The maximum ARCAD.AS drawdown since its inception was -100.00%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ARCAD.AS and ^AEX.


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Drawdown Indicators


ARCAD.AS^AEXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-71.60%

-28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-48.49%

-6.82%

-41.67%

Max Drawdown (3Y)

Largest decline over 3 years

-60.02%

-16.03%

-43.99%

Max Drawdown (5Y)

Largest decline over 5 years

-60.02%

-23.80%

-36.22%

Max Drawdown (10Y)

Largest decline over 10 years

-60.02%

-35.78%

-24.24%

Current Drawdown

Current decline from peak

-99.97%

-0.88%

-99.09%

Average Drawdown

Average peak-to-trough decline

-91.08%

-22.61%

-68.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.96%

2.94%

+23.02%

Volatility

ARCAD.AS vs. ^AEX - Volatility Comparison

Arcadis N.V. (ARCAD.AS) has a higher volatility of 6.10% compared to AEX Index (^AEX) at 4.22%. This indicates that ARCAD.AS'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.


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Volatility by Period


ARCAD.AS^AEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

4.22%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

30.11%

10.64%

+19.47%

Volatility (1Y)

Calculated over the trailing 1-year period

41.65%

13.28%

+28.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.70%

15.41%

+13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.14%

16.22%

+17.92%

Frequently Asked Questions


ARCAD.AS and ^AEX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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