^GDAXI vs. ^FCHI
Compare and contrast key facts about DAX Performance Index (^GDAXI) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GDAXI or ^FCHI.
Correlation
The correlation between ^GDAXI and ^FCHI 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
^GDAXI vs. ^FCHI - Performance Comparison
Key characteristics
^GDAXI:
2.23
^FCHI:
0.20
^GDAXI:
3.03
^FCHI:
0.36
^GDAXI:
1.38
^FCHI:
1.04
^GDAXI:
3.45
^FCHI:
0.19
^GDAXI:
12.49
^FCHI:
0.34
^GDAXI:
2.24%
^FCHI:
7.66%
^GDAXI:
12.54%
^FCHI:
13.13%
^GDAXI:
-72.68%
^FCHI:
-65.29%
^GDAXI:
-2.44%
^FCHI:
-1.04%
Returns By Period
In the year-to-date period, ^GDAXI achieves a 11.95% return, which is significantly higher than ^FCHI's 10.48% return. Over the past 10 years, ^GDAXI has outperformed ^FCHI with an annualized return of 7.07%, while ^FCHI has yielded a comparatively lower 5.17% annualized return.
^GDAXI
11.95%
4.86%
19.61%
28.31%
10.29%
7.07%
^FCHI
10.48%
4.05%
7.62%
3.07%
6.11%
5.17%
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Risk-Adjusted Performance
^GDAXI vs. ^FCHI — Risk-Adjusted Performance Rank
^GDAXI
^FCHI
^GDAXI vs. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and CAC 40 (^FCHI). 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
^GDAXI vs. ^FCHI - Drawdown Comparison
The maximum ^GDAXI drawdown since its inception was -72.68%, which is greater than ^FCHI's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
^GDAXI vs. ^FCHI - Volatility Comparison
DAX Performance Index (^GDAXI) has a higher volatility of 4.89% compared to CAC 40 (^FCHI) at 4.16%. This indicates that ^GDAXI's price experiences larger fluctuations and is considered to be riskier than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.