PHI1.DE vs. ^AEX
PHI1.DE (Koninklijke Philips NV) is a stock, while ^AEX (AEX Index) is an index. Over the past 10 years, PHI1.DE returned 3.29%/yr vs 8.90%/yr for ^AEX. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
PHI1.DE vs. ^AEX - Performance Comparison
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Returns By Period
In the year-to-date period, PHI1.DE achieves a 0.38% return, which is significantly lower than ^AEX's 10.04% return. Over the past 10 years, PHI1.DE has underperformed ^AEX with an annualized return of 3.29%, while ^AEX has yielded a comparatively higher 8.90% annualized return.
PHI1.DE
- 1D
- 2.38%
- 1M
- 0.86%
- YTD
- 0.38%
- 6M
- -0.18%
- 1Y
- 15.04%
- 3Y*
- 11.12%
- 5Y*
- -9.44%
- 10Y*
- 3.29%
^AEX
- 1D
- 0.27%
- 1M
- 1.49%
- YTD
- 10.04%
- 6M
- 10.48%
- 1Y
- 13.10%
- 3Y*
- 11.10%
- 5Y*
- 7.77%
- 10Y*
- 8.90%
PHI1.DE vs. ^AEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHI1.DE Koninklijke Philips NV | 0.38% | -1.43% | 19.53% | 63.78% | -55.62% | -24.74% | 8.33% | 46.30% | -1.37% | 13.20% |
^AEX AEX Index | 10.04% | 8.27% | 11.67% | 14.20% | -13.65% | 27.75% | 3.31% | 23.92% | -10.41% | 12.71% |
Correlation
The correlation between PHI1.DE and ^AEX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 1994 | 0.64 |
The correlation between PHI1.DE and ^AEX shifts across timeframes, from 0.41 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PHI1.DE vs. ^AEX — Risk / Return Rank
PHI1.DE
^AEX
PHI1.DE vs. ^AEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Koninklijke Philips NV (PHI1.DE) 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.
| PHI1.DE | ^AEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.92 | -1.18 |
| Martin ratioReturn relative to average drawdown | 1.89 | 4.50 | -2.61 |
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
| PHI1.DE | ^AEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.99 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.50 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.54 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.37 | -0.16 |
Drawdowns
PHI1.DE vs. ^AEX - Drawdown Comparison
The maximum PHI1.DE drawdown since its inception was -77.87%, which is greater than ^AEX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for PHI1.DE and ^AEX.
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Drawdown Indicators
| PHI1.DE | ^AEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.87% | -71.60% | -6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -20.53% | -6.82% | -13.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.22% | -16.03% | -18.19% |
Max Drawdown (5Y)Largest decline over 5 years | -73.00% | -23.80% | -49.20% |
Max Drawdown (10Y)Largest decline over 10 years | -74.78% | -35.78% | -39.00% |
Current DrawdownCurrent decline from peak | -43.43% | -0.61% | -42.82% |
Average DrawdownAverage peak-to-trough decline | -37.25% | -22.61% | -14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 2.94% | +5.23% |
Volatility
PHI1.DE vs. ^AEX - Volatility Comparison
Koninklijke Philips NV (PHI1.DE) has a higher volatility of 7.87% compared to AEX Index (^AEX) at 3.91%. This indicates that PHI1.DE'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.
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Volatility by Period
| PHI1.DE | ^AEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 3.91% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 22.87% | 10.64% | +12.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.28% | 13.28% | +16.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.00% | 15.41% | +21.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.36% | 16.22% | +15.14% |
Frequently Asked Questions
PHI1.DE and ^AEX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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