FUR.AS vs. ^AEX
FUR.AS (Fugro N.V.) is a stock, while ^AEX (AEX Index) is an index. Over the past 10 years, FUR.AS returned -5.92%/yr vs 8.90%/yr for ^AEX. At a 0.40 correlation, their price movements are largely independent.
Performance
FUR.AS vs. ^AEX - Performance Comparison
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Returns By Period
In the year-to-date period, FUR.AS achieves a 41.59% return, which is significantly higher than ^AEX's 10.04% return. Over the past 10 years, FUR.AS has underperformed ^AEX with an annualized return of -5.92%, while ^AEX has yielded a comparatively higher 8.90% annualized return.
FUR.AS
- 1D
- 1.63%
- 1M
- -1.17%
- YTD
- 41.59%
- 6M
- 32.83%
- 1Y
- 6.38%
- 3Y*
- -2.45%
- 5Y*
- 7.30%
- 10Y*
- -5.92%
^AEX
- 1D
- 0.27%
- 1M
- 1.49%
- YTD
- 10.04%
- 6M
- 10.48%
- 1Y
- 13.10%
- 3Y*
- 11.10%
- 5Y*
- 7.77%
- 10Y*
- 8.90%
FUR.AS vs. ^AEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FUR.AS Fugro N.V. | 41.59% | -45.61% | -1.91% | 54.82% | 62.67% | -9.41% | -48.73% | 32.23% | -41.91% | -10.69% |
^AEX AEX Index | 10.04% | 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 | 0.43 |
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 Aug 10, 1992 | 0.40 |
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Return for Risk
FUR.AS vs. ^AEX — Risk / Return Rank
FUR.AS
^AEX
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.
| FUR.AS | ^AEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.18 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.92 | -1.78 |
| Martin ratioReturn relative to average drawdown | 0.27 | 4.50 | -4.23 |
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
| FUR.AS | ^AEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 0.99 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.50 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.13 | 0.54 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.37 | -0.25 |
Drawdowns
FUR.AS vs. ^AEX - Drawdown Comparison
The maximum FUR.AS drawdown since its inception was -94.98%, 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.
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Drawdown Indicators
| FUR.AS | ^AEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.98% | -71.60% | -23.38% |
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 | -84.15% | -35.78% | -48.37% |
Current DrawdownCurrent decline from peak | -84.08% | -0.61% | -83.47% |
Average DrawdownAverage peak-to-trough decline | -41.95% | -22.61% | -19.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.30% | 2.94% | +17.36% |
Volatility
FUR.AS vs. ^AEX - Volatility Comparison
Fugro N.V. (FUR.AS) has a higher volatility of 6.91% compared to AEX Index (^AEX) at 3.91%. 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.
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Volatility by Period
| FUR.AS | ^AEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 3.91% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 27.07% | 10.64% | +16.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.03% | 13.28% | +22.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.41% | 15.41% | +22.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.55% | 16.22% | +29.33% |
Frequently Asked Questions
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.
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