^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:
-0.49
^AEX:
1.02
^AMX:
-0.60
^AEX:
1.47
^AMX:
0.93
^AEX:
1.19
^AMX:
-0.24
^AEX:
1.34
^AMX:
-0.89
^AEX:
2.98
^AMX:
7.29%
^AEX:
4.10%
^AMX:
13.14%
^AEX:
12.17%
^AMX:
-72.09%
^AEX:
-71.60%
^AMX:
-24.43%
^AEX:
-3.20%
Returns By Period
In the year-to-date period, ^AMX achieves a 0.74% return, which is significantly lower than ^AEX's 4.10% return. Over the past 10 years, ^AMX has underperformed ^AEX with an annualized return of 2.38%, while ^AEX has yielded a comparatively higher 7.14% annualized return.
^AMX
0.74%
1.16%
-5.15%
-4.47%
-1.98%
2.38%
^AEX
4.10%
4.48%
-0.04%
16.43%
8.47%
7.14%
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Risk-Adjusted Performance
^AMX vs. ^AEX — Risk-Adjusted Performance Rank
^AMX
^AEX
^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 4.71% compared to AEX Index (^AEX) at 4.11%. 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.