^FCHI vs. ^GDAXI
Compare and contrast key facts about CAC 40 (^FCHI) and DAX Performance Index (^GDAXI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^GDAXI.
Correlation
The correlation between ^FCHI and ^GDAXI is 0.90, 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
^FCHI vs. ^GDAXI - Performance Comparison
Key characteristics
^FCHI:
-0.17
^GDAXI:
1.59
^FCHI:
-0.14
^GDAXI:
2.24
^FCHI:
0.98
^GDAXI:
1.27
^FCHI:
-0.18
^GDAXI:
2.86
^FCHI:
-0.31
^GDAXI:
9.94
^FCHI:
7.68%
^GDAXI:
2.33%
^FCHI:
13.76%
^GDAXI:
14.61%
^FCHI:
-65.29%
^GDAXI:
-72.68%
^FCHI:
-4.63%
^GDAXI:
-4.39%
Returns By Period
In the year-to-date period, ^FCHI achieves a 6.48% return, which is significantly lower than ^GDAXI's 12.47% return. Over the past 10 years, ^FCHI has underperformed ^GDAXI with an annualized return of 4.40%, while ^GDAXI has yielded a comparatively higher 6.42% annualized return.
^FCHI
6.48%
-4.16%
3.71%
-3.34%
13.37%
4.40%
^GDAXI
12.47%
-3.27%
16.83%
22.47%
18.43%
6.42%
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
^FCHI vs. ^GDAXI — Risk-Adjusted Performance Rank
^FCHI
^GDAXI
^FCHI vs. ^GDAXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) 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
^FCHI vs. ^GDAXI - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^GDAXI. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^GDAXI - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 5.17%, while DAX Performance Index (^GDAXI) has a volatility of 7.39%. This indicates that ^FCHI 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.