^AEX vs. ^GDAXI
Compare and contrast key facts about AEX Index (^AEX) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^GDAXI.
Performance
^AEX vs. ^GDAXI - Performance Comparison
Returns By Period
In the year-to-date period, ^AEX achieves a 9.55% return, which is significantly lower than ^GDAXI's 13.78% return. Both investments have delivered pretty close results over the past 10 years, with ^AEX having a 7.26% annualized return and ^GDAXI not far behind at 6.91%.
^AEX
9.55%
-4.59%
-5.43%
13.50%
7.77%
7.26%
^GDAXI
13.78%
-3.04%
1.78%
19.87%
7.64%
6.91%
Key characteristics
| ^AEX | ^GDAXI | |
|---|---|---|
| Sharpe Ratio | 1.10 | 1.62 |
| Sortino Ratio | 1.59 | 2.23 |
| Omega Ratio | 1.21 | 1.28 |
| Calmar Ratio | 1.46 | 2.36 |
| Martin Ratio | 4.00 | 8.82 |
| Ulcer Index | 3.27% | 2.17% |
| Daily Std Dev | 11.77% | 11.76% |
| Max Drawdown | -71.60% | -72.68% |
| Current Drawdown | -8.78% | -3.04% |
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Correlation
The correlation between ^AEX and ^GDAXI is 0.79, 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. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and DAX Performance Index (^GDAXI). 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. ^GDAXI - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, roughly equal to the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^GDAXI - Volatility Comparison
The current volatility for AEX Index (^AEX) is 4.68%, while DAX Performance Index (^GDAXI) has a volatility of 5.50%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.