18MK.DE vs. ^NDX

In the year-to-date period, 18MK.DE achieves a -4.81% return, which is significantly lower than ^NDX's 1.69% return. Over the past 10 years, 18MK.DE has underperformed ^NDX with an annualized return of 6.86%, while ^NDX has yielded a comparatively higher 16.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF EUR (18MK.DE) and NASDAQ 100 (^NDX). 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 18MK.DE Sharpe Ratio is -0.08, which is lower than the ^NDX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of 18MK.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum 18MK.DE drawdown since its inception was -42.41%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and ^NDX. For additional features, visit the drawdowns tool.

Amundi MSCI India UCITS ETF EUR (18MK.DE) has a higher volatility of 7.77% compared to NASDAQ 100 (^NDX) at 5.61%. This indicates that 18MK.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.