^AMX vs. ^AEX
Compare and contrast key facts about AMX Index (^AMX) and AEX Index (^AEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AMX or ^AEX.
Key characteristics
| ^AMX | ^AEX | |
|---|---|---|
| YTD Return | -4.32% | 11.75% |
| 1Y Return | 3.73% | 18.87% |
| 3Y Return (Ann) | -7.17% | 3.37% |
| 5Y Return (Ann) | 1.47% | 8.91% |
| 10Y Return (Ann) | 3.52% | 7.59% |
| Sharpe Ratio | 0.20 | 1.68 |
| Daily Std Dev | 15.11% | 11.45% |
| Max Drawdown | -72.09% | -71.60% |
| Current Drawdown | -20.41% | -6.94% |
Correlation
The correlation between ^AMX and ^AEX 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.
Performance
^AMX vs. ^AEX - Performance Comparison
In the year-to-date period, ^AMX achieves a -4.32% return, which is significantly lower than ^AEX's 11.75% return. Over the past 10 years, ^AMX has underperformed ^AEX with an annualized return of 3.52%, while ^AEX has yielded a comparatively higher 7.59% 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
^AMX vs. ^AEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AMX Index (^AMX) and AEX Index (^AEX). 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
^AMX vs. ^AEX - Drawdown Comparison
The maximum ^AMX drawdown since its inception was -72.09%, roughly equal to the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^AMX and ^AEX. For additional features, visit the drawdowns tool.
Volatility
^AMX vs. ^AEX - Volatility Comparison
The current volatility for AMX Index (^AMX) is 3.43%, while AEX Index (^AEX) has a volatility of 3.77%. This indicates that ^AMX experiences smaller price fluctuations and is considered to be less risky than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.