FUR.AS vs. ^AEX

Last updated Jul 21, 2026

FUR.AS (Fugro N.V.) is a stock, while ^AEX (AEX Index) is an index. Over the past 10 years, FUR.AS returned -4.79%/yr vs 9.32%/yr for ^AEX. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

FUR.AS vs. ^AEX - Performance Comparison

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

Returns By Period

In the year-to-date period, FUR.AS achieves a 16.82% return, which is significantly higher than ^AEX's 14.79% return. Over the past 10 years, FUR.AS has underperformed ^AEX with an annualized return of -4.79%, while ^AEX has yielded a comparatively higher 9.32% annualized return.

FUR.AS

• 1D: -0.25%
• 1M: -9.31%
• 6M: 6.87%
• YTD: 16.82%
• 1Y: -20.66%
• 3Y*: -10.85%
• 5Y*: 6.71%
• 10Y*: -4.79%
• ALL TIME*: -5.92%

^AEX

• 1D: -0.94%
• 1M: 1.28%
• 6M: 10.00%
• YTD: 14.79%
• 1Y: 19.75%
• 3Y*: 12.13%
• 5Y*: 8.19%
• 10Y*: 9.32%
• ALL TIME*: 6.60%

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

FUR.AS vs. ^AEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUR.AS Fugro N.V.	16.82%	-45.61%	-1.91%	54.82%	62.55%	-9.34%	-30.97%	32.20%	-41.92%	-10.69%
^AEX AEX Index	14.79%	8.27%	11.67%	14.20%	-13.65%	27.75%	3.31%	23.92%	-10.41%	12.71%

Correlation

The correlation between FUR.AS and ^AEX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 8, 2007	0.50

The correlation between FUR.AS and ^AEX has been stable across timeframes, ranging from 0.41 to 0.50 - a consistent structural relationship.

Return for Risk

FUR.AS vs. ^AEX — Risk / Return Rank

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

FUR.AS

FUR.AS Risk / Return Rank: 22
FUR.AS Sharpe Ratio Rank: 20
FUR.AS Sortino Ratio Rank: 20
FUR.AS Omega Ratio Rank: 21
FUR.AS Calmar Ratio Rank: 25
FUR.AS Martin Ratio Rank: 24

^AEX

^AEX Risk / Return Rank: 71
^AEX Sharpe Ratio Rank: 67
^AEX Sortino Ratio Rank: 68
^AEX Omega Ratio Rank: 64
^AEX Calmar Ratio Rank: 83
^AEX Martin Ratio Rank: 73

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.

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

This table presents a comparison of risk-adjusted performance metrics for Fugro N.V. (FUR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FUR.AS	^AEX	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	1.45	-2.01
Sortino ratio: Return per unit of downside risk	-0.63	2.07	-2.70
Omega ratio: Gain probability vs. loss probability	0.92	1.26	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.56	2.81	-3.37
Martin ratio: Return relative to average drawdown	-0.96	8.05	-9.01

FUR.AS vs. ^AEX - Sharpe Ratio Comparison

The current FUR.AS Sharpe Ratio is -0.56, which is lower than the ^AEX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FUR.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.

Drawdowns

FUR.AS vs. ^AEX - Drawdown Comparison

The maximum FUR.AS drawdown since its inception was -95.39%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for FUR.AS and ^AEX.

Drawdown Indicators

	FUR.AS	^AEX	Difference
Max Drawdown Largest peak-to-trough decline	-95.39%	-71.60%	-23.79%
Max Drawdown (1Y) Largest decline over 1 year	-36.46%	-6.82%	-29.64%
Max Drawdown (3Y) Largest decline over 3 years	-65.43%	-16.03%	-49.40%
Max Drawdown (5Y) Largest decline over 5 years	-65.43%	-23.80%	-41.63%
Max Drawdown (10Y) Largest decline over 10 years	-83.35%	-35.78%	-47.57%
Current Drawdown Current decline from peak	-83.77%	-0.94%	-82.83%
Average Drawdown Average peak-to-trough decline	-58.27%	-25.59%	-32.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.43%	2.39%	+19.04%

Volatility

FUR.AS vs. ^AEX - Volatility Comparison

Fugro N.V. (FUR.AS) has a higher volatility of 8.93% compared to AEX Index (^AEX) at 3.11%. This indicates that FUR.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.

Volatility by Period

	FUR.AS	^AEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	3.11%	+5.82%
Volatility (6M) Calculated over the trailing 6-month period	27.80%	10.11%	+17.69%
Volatility (1Y) Calculated over the trailing 1-year period	36.78%	13.26%	+23.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.30%	15.40%	+21.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.42%	15.95%	+31.47%

Frequently Asked Questions

Can I hold both FUR.AS and ^AEX in my portfolio?

FUR.AS and ^AEX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.