^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 0.81, 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:
0.31
^GDAXI:
2.19
^FCHI:
0.52
^GDAXI:
2.99
^FCHI:
1.06
^GDAXI:
1.38
^FCHI:
0.31
^GDAXI:
3.27
^FCHI:
0.54
^GDAXI:
11.94
^FCHI:
7.60%
^GDAXI:
2.22%
^FCHI:
13.14%
^GDAXI:
12.09%
^FCHI:
-65.29%
^GDAXI:
-72.68%
^FCHI:
-5.69%
^GDAXI:
0.00%
Returns By Period
In the year-to-date period, ^FCHI achieves a 5.29% return, which is significantly lower than ^GDAXI's 5.69% return. Over the past 10 years, ^FCHI has underperformed ^GDAXI with an annualized return of 5.21%, while ^GDAXI has yielded a comparatively higher 7.00% annualized return.
^FCHI
5.29%
6.82%
2.27%
4.83%
5.32%
5.21%
^GDAXI
5.69%
5.82%
13.39%
26.13%
9.36%
7.00%
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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
CAC 40 (^FCHI) has a higher volatility of 5.12% compared to DAX Performance Index (^GDAXI) at 4.26%. This indicates that ^FCHI's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.