HEIJM.AS vs. ^AEX
Compare and contrast key facts about Heijmans NV (HEIJM.AS) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEIJM.AS or ^AEX.
Correlation
The correlation between HEIJM.AS and ^AEX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
HEIJM.AS vs. ^AEX - Performance Comparison
Key characteristics
HEIJM.AS:
3.98
^AEX:
0.84
HEIJM.AS:
5.32
^AEX:
1.23
HEIJM.AS:
1.63
^AEX:
1.15
HEIJM.AS:
6.60
^AEX:
1.09
HEIJM.AS:
30.72
^AEX:
2.37
HEIJM.AS:
5.52%
^AEX:
4.18%
HEIJM.AS:
42.37%
^AEX:
11.80%
HEIJM.AS:
-96.67%
^AEX:
-71.60%
HEIJM.AS:
0.00%
^AEX:
-1.16%
Returns By Period
In the year-to-date period, HEIJM.AS achieves a 20.44% return, which is significantly higher than ^AEX's 6.71% return. Over the past 10 years, HEIJM.AS has outperformed ^AEX with an annualized return of 16.23%, while ^AEX has yielded a comparatively lower 6.82% annualized return.
HEIJM.AS
20.44%
27.52%
43.40%
189.77%
44.00%
16.23%
^AEX
6.71%
2.53%
3.19%
9.34%
8.58%
6.82%
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Risk-Adjusted Performance
HEIJM.AS vs. ^AEX — Risk-Adjusted Performance Rank
HEIJM.AS
^AEX
HEIJM.AS vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Heijmans NV (HEIJM.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.
Drawdowns
HEIJM.AS vs. ^AEX - Drawdown Comparison
The maximum HEIJM.AS drawdown since its inception was -96.67%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for HEIJM.AS and ^AEX. For additional features, visit the drawdowns tool.
Volatility
HEIJM.AS vs. ^AEX - Volatility Comparison
Heijmans NV (HEIJM.AS) has a higher volatility of 15.58% compared to AEX Index (^AEX) at 3.06%. This indicates that HEIJM.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.