^FCHI vs. ^IBEX
Compare and contrast key facts about CAC 40 (^FCHI) and IBEX 35 Index (^IBEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^FCHI or ^IBEX.
Correlation
The correlation between ^FCHI and ^IBEX is 0.86, 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. ^IBEX - Performance Comparison
Key characteristics
^FCHI:
-0.63
^IBEX:
1.08
^FCHI:
-0.76
^IBEX:
1.44
^FCHI:
0.91
^IBEX:
1.20
^FCHI:
-0.69
^IBEX:
0.47
^FCHI:
-1.21
^IBEX:
5.88
^FCHI:
7.73%
^IBEX:
2.76%
^FCHI:
14.72%
^IBEX:
15.07%
^FCHI:
-65.29%
^IBEX:
-62.65%
^FCHI:
-11.71%
^IBEX:
-22.10%
Returns By Period
In the year-to-date period, ^FCHI achieves a -1.43% return, which is significantly lower than ^IBEX's 7.13% return. Over the past 10 years, ^FCHI has outperformed ^IBEX with an annualized return of 3.34%, while ^IBEX has yielded a comparatively lower 0.56% annualized return.
^FCHI
-1.43%
-10.42%
-3.53%
-9.75%
10.22%
3.34%
^IBEX
7.13%
-6.30%
6.54%
13.80%
11.91%
0.56%
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. ^IBEX — Risk-Adjusted Performance Rank
^FCHI
^IBEX
^FCHI vs. ^IBEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CAC 40 (^FCHI) and IBEX 35 Index (^IBEX). 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. ^IBEX - Drawdown Comparison
The maximum ^FCHI drawdown since its inception was -65.29%, roughly equal to the maximum ^IBEX drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for ^FCHI and ^IBEX. For additional features, visit the drawdowns tool.
Volatility
^FCHI vs. ^IBEX - Volatility Comparison
The current volatility for CAC 40 (^FCHI) is 6.52%, while IBEX 35 Index (^IBEX) has a volatility of 8.33%. This indicates that ^FCHI experiences smaller price fluctuations and is considered to be less risky than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.