^AEX vs. ^AMX
Compare and contrast key facts about AEX Index (^AEX) and AMX Index (^AMX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^AMX.
Performance
^AEX vs. ^AMX - Performance Comparison
Returns By Period
In the year-to-date period, ^AEX achieves a 10.08% return, which is significantly higher than ^AMX's -7.36% return. Over the past 10 years, ^AEX has outperformed ^AMX with an annualized return of 7.32%, while ^AMX has yielded a comparatively lower 3.20% annualized return.
^AEX
10.08%
-3.47%
-5.27%
13.96%
7.76%
7.32%
^AMX
-7.36%
-4.33%
-8.72%
0.72%
-0.49%
3.20%
Key characteristics
| ^AEX | ^AMX | |
|---|---|---|
| Sharpe Ratio | 1.12 | -0.07 |
| Sortino Ratio | 1.62 | 0.00 |
| Omega Ratio | 1.21 | 1.00 |
| Calmar Ratio | 1.46 | -0.04 |
| Martin Ratio | 3.97 | -0.16 |
| Ulcer Index | 3.36% | 5.93% |
| Daily Std Dev | 11.80% | 13.62% |
| Max Drawdown | -71.60% | -72.09% |
| Current Drawdown | -8.34% | -22.95% |
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Correlation
The correlation between ^AEX and ^AMX is 0.80, 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.
Risk-Adjusted Performance
^AEX vs. ^AMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and AMX Index (^AMX). 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
^AEX vs. ^AMX - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, roughly equal to the maximum ^AMX drawdown of -72.09%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^AMX. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^AMX - Volatility Comparison
The current volatility for AEX Index (^AEX) is 4.69%, while AMX Index (^AMX) has a volatility of 5.71%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^AMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.