^AEX vs. ^GSPC
Compare and contrast key facts about AEX Index (^AEX) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^GSPC.
Correlation
The correlation between ^AEX and ^GSPC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^AEX vs. ^GSPC - Performance Comparison
Key characteristics
^AEX:
1.02
^GSPC:
2.06
^AEX:
1.47
^GSPC:
2.74
^AEX:
1.19
^GSPC:
1.38
^AEX:
1.34
^GSPC:
3.13
^AEX:
2.98
^GSPC:
12.83
^AEX:
4.10%
^GSPC:
2.07%
^AEX:
12.17%
^GSPC:
12.85%
^AEX:
-71.60%
^GSPC:
-56.78%
^AEX:
-3.20%
^GSPC:
-0.67%
Returns By Period
In the year-to-date period, ^AEX achieves a 4.10% return, which is significantly higher than ^GSPC's 2.85% return. Over the past 10 years, ^AEX has underperformed ^GSPC with an annualized return of 7.14%, while ^GSPC has yielded a comparatively higher 11.45% annualized return.
^AEX
4.10%
4.48%
-0.04%
16.43%
8.47%
7.14%
^GSPC
2.85%
2.00%
8.88%
24.72%
12.77%
11.45%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^AEX vs. ^GSPC — Risk-Adjusted Performance Rank
^AEX
^GSPC
^AEX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^GSPC - Volatility Comparison
The current volatility for AEX Index (^AEX) is 3.75%, while S&P 500 (^GSPC) has a volatility of 4.07%. This indicates that ^AEX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.