PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
10AI.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 10AI.DE and ^GSPC is 0.48, 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.


-0.50.00.51.00.5

Performance

10AI.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.80%
15.22%
10AI.DE
^GSPC

Key characteristics

Sharpe Ratio

10AI.DE:

1.30

^GSPC:

1.80

Sortino Ratio

10AI.DE:

1.81

^GSPC:

2.42

Omega Ratio

10AI.DE:

1.23

^GSPC:

1.33

Calmar Ratio

10AI.DE:

1.98

^GSPC:

2.72

Martin Ratio

10AI.DE:

6.34

^GSPC:

11.10

Ulcer Index

10AI.DE:

2.21%

^GSPC:

2.08%

Daily Std Dev

10AI.DE:

10.76%

^GSPC:

12.84%

Max Drawdown

10AI.DE:

-35.68%

^GSPC:

-56.78%

Current Drawdown

10AI.DE:

-0.54%

^GSPC:

-1.32%

Returns By Period

In the year-to-date period, 10AI.DE achieves a 6.50% return, which is significantly higher than ^GSPC's 2.66% return.


10AI.DE

YTD

6.50%

1M

5.87%

6M

10.72%

1Y

14.07%

5Y*

7.73%

10Y*

N/A

^GSPC

YTD

2.66%

1M

1.61%

6M

15.23%

1Y

22.15%

5Y*

12.59%

10Y*

11.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

10AI.DE vs. ^GSPC — Risk-Adjusted Performance Rank

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

10AI.DE
The Risk-Adjusted Performance Rank of 10AI.DE is 5656
Overall Rank
The Sharpe Ratio Rank of 10AI.DE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of 10AI.DE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of 10AI.DE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of 10AI.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of 10AI.DE is 5757
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8787
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
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.

10AI.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for 10AI.DE, currently valued at 0.74, compared to the broader market0.002.004.000.741.73
The chart of Sortino ratio for 10AI.DE, currently valued at 1.09, compared to the broader market0.005.0010.001.092.34
The chart of Omega ratio for 10AI.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.32
The chart of Calmar ratio for 10AI.DE, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.000.832.58
The chart of Martin ratio for 10AI.DE, currently valued at 1.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.9010.50
10AI.DE
^GSPC

The current 10AI.DE Sharpe Ratio is 1.30, which is comparable to the ^GSPC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of 10AI.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.74
1.73
10AI.DE
^GSPC

Drawdowns

10AI.DE vs. ^GSPC - Drawdown Comparison

The maximum 10AI.DE drawdown since its inception was -35.68%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for 10AI.DE and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.29%
-1.32%
10AI.DE
^GSPC

Volatility

10AI.DE vs. ^GSPC - Volatility Comparison

Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 (^GSPC) have volatilities of 3.87% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.87%
3.88%
10AI.DE
^GSPC
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab