^IBEX vs. AENA.MC
Compare and contrast key facts about IBEX 35 Index (^IBEX) and Aena SA (AENA.MC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or AENA.MC.
Performance
^IBEX vs. AENA.MC - Performance Comparison
Returns By Period
In the year-to-date period, ^IBEX achieves a 15.40% return, which is significantly lower than AENA.MC's 24.83% return.
^IBEX
15.40%
-2.24%
2.92%
19.43%
4.63%
1.31%
AENA.MC
24.83%
-3.04%
10.63%
33.84%
5.62%
N/A
Key characteristics
| ^IBEX | AENA.MC | |
|---|---|---|
| Sharpe Ratio | 1.33 | 1.87 |
| Sortino Ratio | 1.85 | 2.48 |
| Omega Ratio | 1.23 | 1.36 |
| Calmar Ratio | 0.45 | 2.32 |
| Martin Ratio | 6.58 | 8.64 |
| Ulcer Index | 2.64% | 3.80% |
| Daily Std Dev | 12.89% | 17.48% |
| Max Drawdown | -62.65% | -48.39% |
| Current Drawdown | -26.89% | -4.90% |
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Correlation
The correlation between ^IBEX and AENA.MC is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
^IBEX vs. AENA.MC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and Aena SA (AENA.MC). 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
^IBEX vs. AENA.MC - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, which is greater than AENA.MC's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for ^IBEX and AENA.MC. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. AENA.MC - Volatility Comparison
IBEX 35 Index (^IBEX) has a higher volatility of 6.24% compared to Aena SA (AENA.MC) at 4.14%. This indicates that ^IBEX's price experiences larger fluctuations and is considered to be riskier than AENA.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.