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^IBEX vs. ^FCHI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IBEX and ^FCHI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^IBEX vs. ^FCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IBEX 35 Index (^IBEX) and CAC 40 (^FCHI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^IBEX:

1.38

^FCHI:

-0.24

Sortino Ratio

^IBEX:

1.70

^FCHI:

-0.20

Omega Ratio

^IBEX:

1.25

^FCHI:

0.98

Calmar Ratio

^IBEX:

0.62

^FCHI:

-0.23

Martin Ratio

^IBEX:

6.66

^FCHI:

-0.49

Ulcer Index

^IBEX:

3.22%

^FCHI:

7.92%

Daily Std Dev

^IBEX:

16.59%

^FCHI:

16.83%

Max Drawdown

^IBEX:

-62.65%

^FCHI:

-65.29%

Current Drawdown

^IBEX:

-13.65%

^FCHI:

-4.44%

Returns By Period

In the year-to-date period, ^IBEX achieves a 18.75% return, which is significantly higher than ^FCHI's 6.68% return. Over the past 10 years, ^IBEX has underperformed ^FCHI with an annualized return of 1.95%, while ^FCHI has yielded a comparatively higher 4.58% annualized return.


^IBEX

YTD

18.75%

1M

12.07%

6M

20.97%

1Y

23.47%

5Y*

15.70%

10Y*

1.95%

^FCHI

YTD

6.68%

1M

10.82%

6M

8.95%

1Y

-4.09%

5Y*

12.78%

10Y*

4.58%

*Annualized

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Risk-Adjusted Performance

^IBEX vs. ^FCHI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 9090
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9797
Martin Ratio Rank

^FCHI
The Risk-Adjusted Performance Rank of ^FCHI is 1515
Overall Rank
The Sharpe Ratio Rank of ^FCHI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ^FCHI is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ^FCHI is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ^FCHI is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ^FCHI is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


The current ^IBEX Sharpe Ratio is 1.38, which is higher than the ^FCHI Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ^IBEX and ^FCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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.


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Volatility

^IBEX vs. ^FCHI - Volatility Comparison

The current volatility for IBEX 35 Index (^IBEX) is 3.94%, while CAC 40 (^FCHI) has a volatility of 5.34%. This indicates that ^IBEX 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.


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