^IBEX vs. ^FCHI
Compare and contrast key facts about IBEX 35 Index (^IBEX) and CAC 40 (^FCHI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or ^FCHI.
Key characteristics
| ^IBEX | ^FCHI | |
|---|---|---|
| YTD Return | 12.13% | 8.28% |
| 1Y Return | 22.95% | 9.68% |
| 3Y Return (Ann) | 7.08% | 8.57% |
| 5Y Return (Ann) | 3.99% | 8.32% |
| 10Y Return (Ann) | 0.79% | 6.16% |
| Sharpe Ratio | 1.88 | 0.90 |
| Daily Std Dev | 12.34% | 11.89% |
| Max Drawdown | -62.65% | -65.29% |
| Current Drawdown | -28.96% | -0.88% |
Correlation
The correlation between ^IBEX 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
^IBEX vs. ^FCHI - Performance Comparison
In the year-to-date period, ^IBEX achieves a 12.13% return, which is significantly higher than ^FCHI's 8.28% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 0.79%, while ^FCHI has yielded a comparatively higher 6.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^IBEX vs. ^FCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) 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
^IBEX vs. ^FCHI - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, roughly equal to the maximum ^FCHI drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ^IBEX and ^FCHI. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. ^FCHI - Volatility Comparison
IBEX 35 Index (^IBEX) has a higher volatility of 4.84% compared to CAC 40 (^FCHI) at 3.02%. This indicates that ^IBEX'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.