^AEX vs. ^FCHI
Compare and contrast key facts about AEX Index (^AEX) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^FCHI.
Key characteristics
| ^AEX | ^FCHI | |
|---|---|---|
| YTD Return | 11.75% | -2.53% |
| 1Y Return | 18.87% | 2.17% |
| 3Y Return (Ann) | 3.37% | 2.96% |
| 5Y Return (Ann) | 8.91% | 5.48% |
| 10Y Return (Ann) | 7.59% | 5.06% |
| Sharpe Ratio | 1.68 | 0.11 |
| Daily Std Dev | 11.45% | 12.18% |
| Max Drawdown | -71.60% | -65.29% |
| Current Drawdown | -6.94% | -10.77% |
Correlation
The correlation between ^AEX and ^FCHI is 0.83, 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
^AEX vs. ^FCHI - Performance Comparison
In the year-to-date period, ^AEX achieves a 11.75% return, which is significantly higher than ^FCHI's -2.53% return. Over the past 10 years, ^AEX has outperformed ^FCHI with an annualized return of 7.59%, while ^FCHI has yielded a comparatively lower 5.06% annualized return. 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
^AEX vs. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and CAC 40 (^FCHI). 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. ^FCHI - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^FCHI - Volatility Comparison
AEX Index (^AEX) has a higher volatility of 3.77% compared to CAC 40 (^FCHI) at 3.46%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.