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 | 19.08% | 11.66% |
| 1Y Return | 32.45% | 19.59% |
| 3Y Return (Ann) | 12.39% | 2.39% |
| 5Y Return (Ann) | 12.49% | 7.93% |
| 10Y Return (Ann) | 8.03% | 7.67% |
| Sharpe Ratio | 1.60 | 1.42 |
| Sortino Ratio | 2.15 | 2.02 |
| Omega Ratio | 1.30 | 1.27 |
| Calmar Ratio | 1.22 | 1.86 |
| Martin Ratio | 6.59 | 5.67 |
| Ulcer Index | 4.73% | 2.93% |
| Daily Std Dev | 19.35% | 11.78% |
| Max Drawdown | -92.24% | -71.60% |
| Current Drawdown | -10.32% | -7.02% |
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 19.08% return, which is significantly higher than ^AEX's 11.66% return. Both investments have delivered pretty close results over the past 10 years, with INGA.AS having a 8.03% annualized return and ^AEX not far behind at 7.67%. 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 5.97% compared to AEX Index (^AEX) at 4.93%. 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.