^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 0.81, 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. ^IBEX - Performance Comparison
Key characteristics
^FCHI:
0.33
^IBEX:
1.54
^FCHI:
0.54
^IBEX:
2.11
^FCHI:
1.06
^IBEX:
1.26
^FCHI:
0.32
^IBEX:
0.53
^FCHI:
0.57
^IBEX:
7.31
^FCHI:
7.58%
^IBEX:
2.76%
^FCHI:
13.18%
^IBEX:
13.11%
^FCHI:
-65.29%
^IBEX:
-62.65%
^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
4.46%
5.69%
2.33%
4.59%
4.79%
5.48%
^IBEX
2.77%
4.16%
7.48%
20.88%
4.21%
1.41%
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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
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.