^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.
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
Key characteristics
^AMX:
-0.60
^AEX:
0.97
^AMX:
-0.76
^AEX:
1.42
^AMX:
0.91
^AEX:
1.18
^AMX:
-0.31
^AEX:
1.28
^AMX:
-1.24
^AEX:
3.11
^AMX:
6.36%
^AEX:
3.76%
^AMX:
13.08%
^AEX:
11.96%
^AMX:
-72.09%
^AEX:
-71.60%
^AMX:
-25.27%
^AEX:
-6.99%
Returns By Period
In the year-to-date period, ^AMX achieves a -10.16% return, which is significantly lower than ^AEX's 11.69% return. Over the past 10 years, ^AMX has underperformed ^AEX with an annualized return of 2.73%, while ^AEX has yielded a comparatively higher 7.51% annualized return.
^AMX
-10.16%
-3.92%
-6.70%
-9.98%
-1.69%
2.73%
^AEX
11.69%
1.95%
-5.89%
10.73%
7.48%
7.51%
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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
AMX Index (^AMX) has a higher volatility of 3.81% compared to AEX Index (^AEX) at 2.93%. This indicates that ^AMX's price experiences larger fluctuations and is considered to be riskier than ^AEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.