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ARCAD.AS vs. ^AEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARCAD.AS and ^AEX is 0.25, 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.


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.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1,026.21%
53.17%
ARCAD.AS
^AEX

Key characteristics

Sharpe Ratio

ARCAD.AS:

-0.97

^AEX:

0.02

Sortino Ratio

ARCAD.AS:

-1.34

^AEX:

0.00

Omega Ratio

ARCAD.AS:

0.83

^AEX:

1.00

Calmar Ratio

ARCAD.AS:

-0.62

^AEX:

-0.07

Martin Ratio

ARCAD.AS:

-1.49

^AEX:

-0.21

Ulcer Index

ARCAD.AS:

16.67%

^AEX:

5.28%

Daily Std Dev

ARCAD.AS:

24.09%

^AEX:

14.96%

Max Drawdown

ARCAD.AS:

-91.05%

^AEX:

-71.60%

Current Drawdown

ARCAD.AS:

-31.79%

^AEX:

-4.92%

Returns By Period

In the year-to-date period, ARCAD.AS achieves a -22.45% return, which is significantly lower than ^AEX's 2.65% return. Over the past 10 years, ARCAD.AS has outperformed ^AEX with an annualized return of 7.72%, while ^AEX has yielded a comparatively lower 6.14% annualized return.


ARCAD.AS

YTD

-22.45%

1M

3.40%

6M

-30.01%

1Y

-23.68%

5Y*

30.06%

10Y*

7.72%

^AEX

YTD

2.65%

1M

9.47%

6M

2.66%

1Y

0.26%

5Y*

11.44%

10Y*

6.14%

*Annualized

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Risk-Adjusted Performance

ARCAD.AS vs. ^AEX — Risk-Adjusted Performance Rank

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

ARCAD.AS
The Risk-Adjusted Performance Rank of ARCAD.AS is 99
Overall Rank
The Sharpe Ratio Rank of ARCAD.AS is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCAD.AS is 88
Sortino Ratio Rank
The Omega Ratio Rank of ARCAD.AS is 99
Omega Ratio Rank
The Calmar Ratio Rank of ARCAD.AS is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ARCAD.AS is 88
Martin Ratio Rank

^AEX
The Risk-Adjusted Performance Rank of ^AEX is 2727
Overall Rank
The Sharpe Ratio Rank of ^AEX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 2626
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.

ARCAD.AS vs. ^AEX - Risk-Adjusted Performance 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.


The current ARCAD.AS Sharpe Ratio is -0.97, which is lower than the ^AEX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of ARCAD.AS 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.77
0.28
ARCAD.AS
^AEX

Drawdowns

ARCAD.AS vs. ^AEX - Drawdown Comparison

The maximum ARCAD.AS drawdown since its inception was -91.05%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-30.10%
-1.75%
ARCAD.AS
^AEX

Volatility

ARCAD.AS vs. ^AEX - Volatility Comparison

Arcadis N.V. (ARCAD.AS) has a higher volatility of 13.65% compared to AEX Index (^AEX) at 9.66%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
13.65%
9.66%
ARCAD.AS
^AEX