^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 0.81, 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
^GDAXI vs. ^FCHI - Performance Comparison
Key characteristics
^GDAXI:
2.13
^FCHI:
0.28
^GDAXI:
2.92
^FCHI:
0.48
^GDAXI:
1.37
^FCHI:
1.06
^GDAXI:
3.18
^FCHI:
0.28
^GDAXI:
11.61
^FCHI:
0.49
^GDAXI:
2.22%
^FCHI:
7.59%
^GDAXI:
12.11%
^FCHI:
13.15%
^GDAXI:
-72.68%
^FCHI:
-65.29%
^GDAXI:
0.00%
^FCHI:
-6.15%
Returns By Period
In the year-to-date period, ^GDAXI achieves a 5.43% return, which is significantly higher than ^FCHI's 4.78% return. Over the past 10 years, ^GDAXI has outperformed ^FCHI with an annualized return of 6.98%, while ^FCHI has yielded a comparatively lower 5.16% annualized return.
^GDAXI
5.43%
5.56%
14.03%
26.79%
9.11%
6.98%
^FCHI
4.78%
6.31%
1.46%
4.91%
5.09%
5.16%
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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
The current volatility for DAX Performance Index (^GDAXI) is 4.54%, while CAC 40 (^FCHI) has a volatility of 5.28%. This indicates that ^GDAXI experiences smaller price fluctuations and is considered to be less risky than ^FCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.