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18MK.DE vs. LYMD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 18MK.DE and LYMD.DE is 0.36, 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

18MK.DE vs. LYMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI India UCITS ETF EUR (18MK.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

18MK.DE:

-0.08

LYMD.DE:

-0.09

Sortino Ratio

18MK.DE:

0.00

LYMD.DE:

0.01

Omega Ratio

18MK.DE:

1.00

LYMD.DE:

1.00

Calmar Ratio

18MK.DE:

-0.09

LYMD.DE:

-0.09

Martin Ratio

18MK.DE:

-0.20

LYMD.DE:

-0.19

Ulcer Index

18MK.DE:

9.31%

LYMD.DE:

9.17%

Daily Std Dev

18MK.DE:

19.29%

LYMD.DE:

19.36%

Max Drawdown

18MK.DE:

-42.41%

LYMD.DE:

-68.71%

Current Drawdown

18MK.DE:

-12.01%

LYMD.DE:

-11.68%

Returns By Period

The year-to-date returns for both stocks are quite close, with 18MK.DE having a -4.81% return and LYMD.DE slightly lower at -4.88%. Both investments have delivered pretty close results over the past 10 years, with 18MK.DE having a 6.86% annualized return and LYMD.DE not far behind at 6.74%.


18MK.DE

YTD

-4.81%

1M

4.48%

6M

-4.51%

1Y

-1.62%

3Y*

9.14%

5Y*

17.73%

10Y*

6.86%

LYMD.DE

YTD

-4.88%

1M

4.71%

6M

-4.37%

1Y

-1.78%

3Y*

9.05%

5Y*

17.65%

10Y*

6.74%

*Annualized

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Amundi MSCI India UCITS ETF EUR

18MK.DE vs. LYMD.DE - Expense Ratio Comparison

18MK.DE has a 0.80% expense ratio, which is lower than LYMD.DE's 0.85% expense ratio.


Risk-Adjusted Performance

18MK.DE vs. LYMD.DE — Risk-Adjusted Performance Rank

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

18MK.DE
The Risk-Adjusted Performance Rank of 18MK.DE is 1313
Overall Rank
The Sharpe Ratio Rank of 18MK.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of 18MK.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of 18MK.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of 18MK.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of 18MK.DE is 1414
Martin Ratio Rank

LYMD.DE
The Risk-Adjusted Performance Rank of LYMD.DE is 1313
Overall Rank
The Sharpe Ratio Rank of LYMD.DE is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of LYMD.DE is 1313
Sortino Ratio Rank
The Omega Ratio Rank of LYMD.DE is 1313
Omega Ratio Rank
The Calmar Ratio Rank of LYMD.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of LYMD.DE is 1414
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.

18MK.DE vs. LYMD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF EUR (18MK.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE). 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 comparable to the LYMD.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of 18MK.DE and LYMD.DE, 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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Dividends

18MK.DE vs. LYMD.DE - Dividend Comparison

Neither 18MK.DE nor LYMD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

18MK.DE vs. LYMD.DE - Drawdown Comparison

The maximum 18MK.DE drawdown since its inception was -42.41%, smaller than the maximum LYMD.DE drawdown of -68.71%. Use the drawdown chart below to compare losses from any high point for 18MK.DE and LYMD.DE. For additional features, visit the drawdowns tool.


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Volatility

18MK.DE vs. LYMD.DE - Volatility Comparison

Amundi MSCI India UCITS ETF EUR (18MK.DE) and Amundi MSCI India II UCITS ETF EUR Acc (LYMD.DE) have volatilities of 7.77% and 7.67%, 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.


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