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IBDRY vs. ^IBEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBDRY and ^IBEX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

IBDRY vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iberdrola SA (IBDRY) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
234.45%
-22.74%
IBDRY
^IBEX

Key characteristics

Sharpe Ratio

IBDRY:

2.52

^IBEX:

1.30

Sortino Ratio

IBDRY:

3.08

^IBEX:

1.71

Omega Ratio

IBDRY:

1.45

^IBEX:

1.25

Calmar Ratio

IBDRY:

3.99

^IBEX:

0.62

Martin Ratio

IBDRY:

9.53

^IBEX:

6.74

Ulcer Index

IBDRY:

5.48%

^IBEX:

3.22%

Daily Std Dev

IBDRY:

20.74%

^IBEX:

16.65%

Max Drawdown

IBDRY:

-76.63%

^IBEX:

-62.65%

Current Drawdown

IBDRY:

-1.07%

^IBEX:

-15.67%

Returns By Period

In the year-to-date period, IBDRY achieves a 32.09% return, which is significantly higher than ^IBEX's 15.97% return. Over the past 10 years, IBDRY has outperformed ^IBEX with an annualized return of 15.49%, while ^IBEX has yielded a comparatively lower 1.83% annualized return.


IBDRY

YTD

32.09%

1M

7.56%

6M

21.29%

1Y

50.33%

5Y*

17.97%

10Y*

15.49%

^IBEX

YTD

15.97%

1M

8.25%

6M

13.54%

1Y

23.88%

5Y*

14.48%

10Y*

1.83%

*Annualized

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Risk-Adjusted Performance

IBDRY vs. ^IBEX — Risk-Adjusted Performance Rank

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

IBDRY
The Risk-Adjusted Performance Rank of IBDRY is 9696
Overall Rank
The Sharpe Ratio Rank of IBDRY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of IBDRY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of IBDRY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of IBDRY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IBDRY is 9494
Martin Ratio Rank

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 9090
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9696
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.

IBDRY vs. ^IBEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola SA (IBDRY) 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.


The chart of Sharpe ratio for IBDRY, currently valued at 2.04, compared to the broader market-2.00-1.000.001.002.003.00
IBDRY: 2.04
^IBEX: 1.25
The chart of Sortino ratio for IBDRY, currently valued at 2.59, compared to the broader market-6.00-4.00-2.000.002.004.00
IBDRY: 2.59
^IBEX: 1.72
The chart of Omega ratio for IBDRY, currently valued at 1.38, compared to the broader market0.501.001.502.00
IBDRY: 1.38
^IBEX: 1.24
The chart of Calmar ratio for IBDRY, currently valued at 3.20, compared to the broader market0.001.002.003.004.005.00
IBDRY: 3.20
^IBEX: 0.48
The chart of Martin ratio for IBDRY, currently valued at 7.41, compared to the broader market-10.000.0010.0020.00
IBDRY: 7.41
^IBEX: 4.94

The current IBDRY Sharpe Ratio is 2.52, which is higher than the ^IBEX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IBDRY and ^IBEX, 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 Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
2.04
1.25
IBDRY
^IBEX

Drawdowns

IBDRY vs. ^IBEX - Drawdown Comparison

The maximum IBDRY drawdown since its inception was -76.63%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for IBDRY and ^IBEX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-1.07%
-35.07%
IBDRY
^IBEX

Volatility

IBDRY vs. ^IBEX - Volatility Comparison

The current volatility for Iberdrola SA (IBDRY) is 10.75%, while IBEX 35 Index (^IBEX) has a volatility of 12.74%. This indicates that IBDRY experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.75%
12.74%
IBDRY
^IBEX