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IAEX.AS vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IAEX.AS and ^NDX is 0.47, 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.


-0.50.00.51.00.5

Performance

IAEX.AS vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares AEX UCITS ETF (IAEX.AS) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.79%
13.22%
IAEX.AS
^NDX

Key characteristics

Sharpe Ratio

IAEX.AS:

0.95

^NDX:

1.34

Sortino Ratio

IAEX.AS:

1.38

^NDX:

1.84

Omega Ratio

IAEX.AS:

1.17

^NDX:

1.24

Calmar Ratio

IAEX.AS:

1.27

^NDX:

1.82

Martin Ratio

IAEX.AS:

2.76

^NDX:

6.25

Ulcer Index

IAEX.AS:

4.11%

^NDX:

3.96%

Daily Std Dev

IAEX.AS:

11.97%

^NDX:

18.46%

Max Drawdown

IAEX.AS:

-64.96%

^NDX:

-82.90%

Current Drawdown

IAEX.AS:

-1.06%

^NDX:

-0.48%

Returns By Period

In the year-to-date period, IAEX.AS achieves a 6.90% return, which is significantly higher than ^NDX's 5.03% return. Over the past 10 years, IAEX.AS has underperformed ^NDX with an annualized return of 9.34%, while ^NDX has yielded a comparatively higher 17.41% annualized return.


IAEX.AS

YTD

6.90%

1M

2.74%

6M

2.86%

1Y

12.32%

5Y*

10.48%

10Y*

9.34%

^NDX

YTD

5.03%

1M

2.33%

6M

13.22%

1Y

26.26%

5Y*

18.56%

10Y*

17.41%

*Annualized

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Risk-Adjusted Performance

IAEX.AS vs. ^NDX — Risk-Adjusted Performance Rank

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

IAEX.AS
The Risk-Adjusted Performance Rank of IAEX.AS is 3838
Overall Rank
The Sharpe Ratio Rank of IAEX.AS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of IAEX.AS is 3636
Sortino Ratio Rank
The Omega Ratio Rank of IAEX.AS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of IAEX.AS is 4949
Calmar Ratio Rank
The Martin Ratio Rank of IAEX.AS is 3131
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6363
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.

IAEX.AS vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AEX UCITS ETF (IAEX.AS) and NASDAQ 100 (^NDX). 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.


Sharpe ratio
The chart of Sharpe ratio for IAEX.AS, currently valued at 0.66, compared to the broader market0.002.004.000.661.23
The chart of Sortino ratio for IAEX.AS, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.001.001.68
The chart of Omega ratio for IAEX.AS, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.23
The chart of Calmar ratio for IAEX.AS, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.731.64
The chart of Martin ratio for IAEX.AS, currently valued at 1.52, compared to the broader market0.0020.0040.0060.0080.00100.001.525.59
IAEX.AS
^NDX

The current IAEX.AS Sharpe Ratio is 0.95, which is comparable to the ^NDX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IAEX.AS and ^NDX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.66
1.23
IAEX.AS
^NDX

Drawdowns

IAEX.AS vs. ^NDX - Drawdown Comparison

The maximum IAEX.AS drawdown since its inception was -64.96%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IAEX.AS and ^NDX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.31%
-0.48%
IAEX.AS
^NDX

Volatility

IAEX.AS vs. ^NDX - Volatility Comparison

The current volatility for iShares AEX UCITS ETF (IAEX.AS) is 3.30%, while NASDAQ 100 (^NDX) has a volatility of 4.67%. This indicates that IAEX.AS experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.30%
4.67%
IAEX.AS
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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