^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.
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
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Key characteristics
^IBEX:
1.38
^FCHI:
-0.24
^IBEX:
1.70
^FCHI:
-0.20
^IBEX:
1.25
^FCHI:
0.98
^IBEX:
0.62
^FCHI:
-0.23
^IBEX:
6.66
^FCHI:
-0.49
^IBEX:
3.22%
^FCHI:
7.92%
^IBEX:
16.59%
^FCHI:
16.83%
^IBEX:
-62.65%
^FCHI:
-65.29%
^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
18.75%
12.07%
20.97%
23.47%
15.70%
1.95%
^FCHI
6.68%
10.82%
8.95%
-4.09%
12.78%
4.58%
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Risk-Adjusted Performance
^IBEX vs. ^FCHI — Risk-Adjusted Performance Rank
^IBEX
^FCHI
^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.
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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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