INGA.AS vs. ^AEX
Compare and contrast key facts about ING Groep NV (INGA.AS) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INGA.AS or ^AEX.
Key characteristics
| INGA.AS | ^AEX | |
|---|---|---|
| YTD Return | 17.90% | 11.14% |
| 1Y Return | 26.54% | 14.64% |
| 3Y Return (Ann) | 11.65% | 2.00% |
| 5Y Return (Ann) | 12.67% | 7.74% |
| 10Y Return (Ann) | 7.99% | 7.65% |
| Sharpe Ratio | 1.30 | 1.29 |
| Sortino Ratio | 1.80 | 1.84 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.00 | 1.69 |
| Martin Ratio | 5.11 | 4.84 |
| Ulcer Index | 4.98% | 3.13% |
| Daily Std Dev | 19.47% | 11.76% |
| Max Drawdown | -92.24% | -71.60% |
| Current Drawdown | -11.21% | -7.45% |
Correlation
The correlation between INGA.AS and ^AEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
INGA.AS vs. ^AEX - Performance Comparison
In the year-to-date period, INGA.AS achieves a 17.90% return, which is significantly higher than ^AEX's 11.14% return. Both investments have delivered pretty close results over the past 10 years, with INGA.AS having a 7.99% annualized return and ^AEX not far behind at 7.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
INGA.AS vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ING Groep NV (INGA.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
INGA.AS vs. ^AEX - Drawdown Comparison
The maximum INGA.AS drawdown since its inception was -92.24%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for INGA.AS and ^AEX. For additional features, visit the drawdowns tool.
Volatility
INGA.AS vs. ^AEX - Volatility Comparison
ING Groep NV (INGA.AS) has a higher volatility of 6.31% compared to AEX Index (^AEX) at 4.67%. This indicates that INGA.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.