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^FCHI vs. ^IBEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^FCHI and ^IBEX 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.


-0.50.00.51.00.8

Performance

^FCHI vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CAC 40 (^FCHI) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.38%
1.48%
^FCHI
^IBEX

Key characteristics

Sharpe Ratio

^FCHI:

0.33

^IBEX:

1.54

Sortino Ratio

^FCHI:

0.54

^IBEX:

2.11

Omega Ratio

^FCHI:

1.06

^IBEX:

1.26

Calmar Ratio

^FCHI:

0.32

^IBEX:

0.53

Martin Ratio

^FCHI:

0.57

^IBEX:

7.31

Ulcer Index

^FCHI:

7.58%

^IBEX:

2.76%

Daily Std Dev

^FCHI:

13.18%

^IBEX:

13.11%

Max Drawdown

^FCHI:

-65.29%

^IBEX:

-62.65%

Current Drawdown

^FCHI:

-6.43%

^IBEX:

-25.27%

Returns By Period

In the year-to-date period, ^FCHI achieves a 4.46% return, which is significantly higher than ^IBEX's 2.77% return. Over the past 10 years, ^FCHI has outperformed ^IBEX with an annualized return of 5.48%, while ^IBEX has yielded a comparatively lower 1.41% annualized return.


^FCHI

YTD

4.46%

1M

5.69%

6M

2.33%

1Y

4.59%

5Y*

4.79%

10Y*

5.48%

^IBEX

YTD

2.77%

1M

4.16%

6M

7.48%

1Y

20.88%

5Y*

4.21%

10Y*

1.41%

*Annualized

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Risk-Adjusted Performance

^FCHI vs. ^IBEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1818
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1414
Martin Ratio Rank

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 5959
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^FCHI, currently valued at -0.14, compared to the broader market-0.500.000.501.001.502.002.50-0.140.88
The chart of Sortino ratio for ^FCHI, currently valued at -0.09, compared to the broader market-1.000.001.002.003.00-0.091.26
The chart of Omega ratio for ^FCHI, currently valued at 0.99, compared to the broader market1.001.201.400.991.16
The chart of Calmar ratio for ^FCHI, currently valued at -0.13, compared to the broader market0.001.002.003.00-0.130.25
The chart of Martin ratio for ^FCHI, currently valued at -0.25, compared to the broader market0.005.0010.0015.0020.00-0.252.90
^FCHI
^IBEX

The current ^FCHI Sharpe Ratio is 0.33, which is lower than the ^IBEX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ^FCHI and ^IBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.14
0.88
^FCHI
^IBEX

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.68%
-47.69%
^FCHI
^IBEX

Volatility

^FCHI vs. ^IBEX - Volatility Comparison

CAC 40 (^FCHI) has a higher volatility of 5.04% compared to IBEX 35 Index (^IBEX) at 4.25%. This indicates that ^FCHI's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
4.25%
^FCHI
^IBEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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