COL.MC vs. ^IBEX
COL.MC (Inmobiliaria Colonial SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, COL.MC returned -0.47%/yr vs 7.55%/yr for ^IBEX. At a 0.35 correlation, their price movements are largely independent.
Performance
COL.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, COL.MC achieves a 1.65% return, which is significantly lower than ^IBEX's 5.59% return. Over the past 10 years, COL.MC has underperformed ^IBEX with an annualized return of -0.47%, while ^IBEX has yielded a comparatively higher 7.55% annualized return.
COL.MC
- 1D
- -1.94%
- 1M
- 0.00%
- YTD
- 1.65%
- 6M
- 6.32%
- 1Y
- -5.05%
- 3Y*
- 2.83%
- 5Y*
- -7.04%
- 10Y*
- -0.47%
^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%
COL.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COL.MC Inmobiliaria Colonial SA | 1.65% | 9.93% | -17.92% | 12.15% | -26.50% | 5.37% | -28.97% | 41.46% | -0.24% | 28.07% |
^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 COL.MC and ^IBEX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 15, 2002 | 0.35 |
The correlation between COL.MC and ^IBEX shifts across timeframes, from 0.35 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
COL.MC vs. ^IBEX — Risk / Return Rank
COL.MC
^IBEX
COL.MC vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inmobiliaria Colonial SA (COL.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.
| COL.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.99 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.43 | 9.92 | -10.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COL.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 1.82 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.90 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.40 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.26 | -0.46 |
Drawdowns
COL.MC vs. ^IBEX - Drawdown Comparison
The maximum COL.MC drawdown since its inception was -99.88%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for COL.MC and ^IBEX.
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Drawdown Indicators
| COL.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.88% | -62.65% | -37.23% |
Max Drawdown (1Y)Largest decline over 1 year | -19.31% | -9.64% | -9.67% |
Max Drawdown (3Y)Largest decline over 3 years | -26.37% | -12.60% | -13.77% |
Max Drawdown (5Y)Largest decline over 5 years | -50.54% | -21.76% | -28.78% |
Max Drawdown (10Y)Largest decline over 10 years | -63.18% | -45.16% | -18.02% |
Current DrawdownCurrent decline from peak | -99.50% | -1.19% | -98.31% |
Average DrawdownAverage peak-to-trough decline | -81.65% | -28.32% | -53.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 2.90% | +7.87% |
Volatility
COL.MC vs. ^IBEX - Volatility Comparison
Inmobiliaria Colonial SA (COL.MC) has a higher volatility of 6.11% compared to IBEX 35 Index (^IBEX) at 4.44%. This indicates that COL.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
| COL.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.44% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 13.16% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.19% | 15.88% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.85% | 16.30% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 18.50% | +9.08% |
Frequently Asked Questions
COL.MC and ^IBEX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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