IDR.MC vs. ^IBEX
IDR.MC (Indra A) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, IDR.MC returned 19.11%/yr vs 7.52%/yr for ^IBEX. At a 0.49 correlation, their price movements are largely independent.
Performance
IDR.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, IDR.MC achieves a 10.47% return, which is significantly higher than ^IBEX's 5.02% return. Over the past 10 years, IDR.MC has outperformed ^IBEX with an annualized return of 19.11%, while ^IBEX has yielded a comparatively lower 7.52% annualized return.
IDR.MC
- 1D
- -0.63%
- 1M
- 7.37%
- YTD
- 10.47%
- 6M
- 13.60%
- 1Y
- 49.05%
- 3Y*
- 68.56%
- 5Y*
- 51.38%
- 10Y*
- 19.11%
^IBEX
- 1D
- -0.53%
- 1M
- 4.72%
- YTD
- 5.02%
- 6M
- 9.59%
- 1Y
- 28.65%
- 3Y*
- 24.95%
- 5Y*
- 14.87%
- 10Y*
- 7.52%
IDR.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDR.MC Indra A | 10.47% | 186.12% | 23.62% | 34.32% | 13.68% | 36.39% | -31.43% | 23.62% | -27.79% | 9.56% |
^IBEX IBEX 35 Index | 5.02% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between IDR.MC and ^IBEX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 1997 | 0.49 |
The correlation between IDR.MC and ^IBEX shifts across timeframes, from 0.32 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDR.MC vs. ^IBEX — Risk / Return Rank
IDR.MC
^IBEX
IDR.MC vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indra A (IDR.MC) 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.
| IDR.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.89 | -1.30 |
| Martin ratioReturn relative to average drawdown | 4.05 | 9.61 | -5.56 |
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
| IDR.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.76 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 0.89 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.40 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.26 | +0.11 |
Drawdowns
IDR.MC vs. ^IBEX - Drawdown Comparison
The maximum IDR.MC drawdown since its inception was -68.69%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for IDR.MC and ^IBEX.
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Drawdown Indicators
| IDR.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.69% | -62.65% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -30.23% | -9.64% | -20.59% |
Max Drawdown (3Y)Largest decline over 3 years | -30.23% | -12.60% | -17.63% |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | -21.76% | -8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -63.01% | -45.16% | -17.85% |
Current DrawdownCurrent decline from peak | -16.87% | -1.73% | -15.14% |
Average DrawdownAverage peak-to-trough decline | -28.34% | -28.32% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.00% | 2.90% | +9.10% |
Volatility
IDR.MC vs. ^IBEX - Volatility Comparison
Indra A (IDR.MC) has a higher volatility of 11.20% compared to IBEX 35 Index (^IBEX) at 5.03%. This indicates that IDR.MC's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDR.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.20% | 5.03% | +6.17% |
Volatility (6M)Calculated over the trailing 6-month period | 39.68% | 13.16% | +26.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.34% | 15.89% | +32.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.17% | 16.30% | +18.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.50% | 18.50% | +16.00% |
Frequently Asked Questions
IDR.MC and ^IBEX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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