SCYR.MC vs. ^IBEX
SCYR.MC (Sacyr SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, SCYR.MC returned 17.24%/yr vs 8.37%/yr for ^IBEX. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
SCYR.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, SCYR.MC achieves a 26.40% return, which is significantly higher than ^IBEX's 11.03% return. Over the past 10 years, SCYR.MC has outperformed ^IBEX with an annualized return of 17.24%, while ^IBEX has yielded a comparatively lower 8.37% annualized return.
SCYR.MC
- 1D
- 0.21%
- 1M
- 2.38%
- 6M
- 21.11%
- YTD
- 26.40%
- 1Y
- 36.64%
- 3Y*
- 20.60%
- 5Y*
- 24.54%
- 10Y*
- 17.24%
- ALL TIME*
- -7.42%
^IBEX
- 1D
- 0.00%
- 1M
- -0.67%
- 6M
- 8.78%
- YTD
- 11.03%
- 1Y
- 37.37%
- 3Y*
- 26.15%
- 5Y*
- 17.54%
- 10Y*
- 8.37%
- ALL TIME*
- 5.98%
SCYR.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYR.MC Sacyr SA | 26.40% | 26.48% | 6.20% | 29.56% | 18.94% | 21.16% | -17.86% | 57.26% | -24.62% | 13.09% |
^IBEX IBEX 35 Index | 11.03% | 49.27% | 14.78% | 22.76% | -5.56% | 7.93% | -15.45% | 11.82% | -14.97% | 7.40% |
Correlation
The correlation between SCYR.MC and ^IBEX is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2006 | 0.61 |
The correlation between SCYR.MC and ^IBEX has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
SCYR.MC vs. ^IBEX — Risk / Return Rank
SCYR.MC
^IBEX
SCYR.MC vs. ^IBEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sacyr SA (SCYR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCYR.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.82 | -0.67 |
| Martin ratioReturn relative to average drawdown | 8.27 | 12.83 | -4.56 |
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Drawdowns
SCYR.MC vs. ^IBEX - Drawdown Comparison
The maximum SCYR.MC drawdown since its inception was -97.70%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SCYR.MC and ^IBEX.
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Drawdown Indicators
| SCYR.MC | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.70% | -62.65% | -35.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -9.64% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -12.60% | -10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.18% | -20.93% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -60.14% | -45.16% | -14.98% |
Current DrawdownCurrent decline from peak | -79.08% | -3.20% | -75.88% |
Average DrawdownAverage peak-to-trough decline | -85.60% | -29.20% | -56.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | 2.89% | +1.51% |
Volatility
SCYR.MC vs. ^IBEX - Volatility Comparison
Sacyr SA (SCYR.MC) has a higher volatility of 7.20% compared to IBEX 35 Index (^IBEX) at 4.00%. This indicates that SCYR.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
| SCYR.MC | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 4.00% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 19.48% | 13.86% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.50% | 16.08% | +8.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.63% | 16.30% | +8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.31% | 17.95% | +13.36% |
Frequently Asked Questions
SCYR.MC and ^IBEX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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