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 13.77%/yr vs 7.55%/yr for ^IBEX. A 0.56 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 18.29% return, which is significantly higher than ^IBEX's 5.59% return. Over the past 10 years, SCYR.MC has outperformed ^IBEX with an annualized return of 13.77%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.
SCYR.MC
- 1D
- -0.35%
- 1M
- -7.10%
- YTD
- 18.29%
- 6M
- 18.23%
- 1Y
- 32.50%
- 3Y*
- 19.55%
- 5Y*
- 19.14%
- 10Y*
- 13.77%
^IBEX
- 1D
- 0.55%
- 1M
- 0.95%
- YTD
- 5.59%
- 6M
- 9.51%
- 1Y
- 28.67%
- 3Y*
- 25.31%
- 5Y*
- 15.00%
- 10Y*
- 7.55%
SCYR.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYR.MC Sacyr SA | 18.29% | 25.34% | 5.50% | 24.93% | 18.09% | 19.83% | -19.97% | 55.37% | -23.50% | 9.48% |
^IBEX IBEX 35 Index | 5.59% | 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 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 1991 | 0.56 |
The correlation between SCYR.MC and ^IBEX has been stable across timeframes, ranging from 0.56 to 0.65 - 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.
| SCYR.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 2.99 | -0.19 |
| Martin ratioReturn relative to average drawdown | 7.69 | 9.92 | -2.23 |
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
| SCYR.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.82 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.90 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.40 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.26 | -0.16 |
Drawdowns
SCYR.MC vs. ^IBEX - Drawdown Comparison
The maximum SCYR.MC drawdown since its inception was -97.28%, 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 | -97.28% | -62.65% | -34.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -9.64% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.19% | -12.60% | -10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -21.76% | -1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -60.01% | -45.16% | -14.85% |
Current DrawdownCurrent decline from peak | -81.45% | -1.19% | -80.26% |
Average DrawdownAverage peak-to-trough decline | -57.77% | -28.32% | -29.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 2.90% | +1.26% |
Volatility
SCYR.MC vs. ^IBEX - Volatility Comparison
Sacyr SA (SCYR.MC) has a higher volatility of 7.18% compared to IBEX 35 Index (^IBEX) at 4.44%. 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 | 7.18% | 4.44% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.53% | 13.16% | +6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.62% | 15.88% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 16.30% | +8.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.25% | 18.50% | +13.75% |
Frequently Asked Questions
SCYR.MC and ^IBEX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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