4AB.DE vs. LYPS.DE
4AB.DE (AbbVie Inc) is a stock, while LYPS.DE (Amundi S&P 500 II UCITS ETF EUR Dist) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, 4AB.DE returned 17.39%/yr vs 15.17%/yr for LYPS.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
4AB.DE vs. LYPS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 4AB.DE achieves a -1.65% return, which is significantly lower than LYPS.DE's 11.42% return. Over the past 10 years, 4AB.DE has outperformed LYPS.DE with an annualized return of 17.39%, while LYPS.DE has yielded a comparatively lower 15.17% annualized return.
4AB.DE
- 1D
- 1.19%
- 1M
- 9.41%
- YTD
- -1.65%
- 6M
- -0.54%
- 1Y
- 18.94%
- 3Y*
- 17.60%
- 5Y*
- 19.27%
- 10Y*
- 17.39%
LYPS.DE
- 1D
- -0.17%
- 1M
- 4.38%
- YTD
- 11.42%
- 6M
- 10.87%
- 1Y
- 25.66%
- 3Y*
- 19.02%
- 5Y*
- 14.95%
- 10Y*
- 15.17%
4AB.DE vs. LYPS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
4AB.DE AbbVie Inc | -1.65% | 19.11% | 25.18% | -4.70% | 31.71% | 45.18% | 14.59% | 4.23% | -0.28% | 40.02% |
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist | 11.42% | 4.89% | 32.52% | 22.69% | -14.10% | 40.92% | 7.06% | 34.95% | -1.02% | 6.97% |
Correlation
The correlation between 4AB.DE and LYPS.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2013 | 0.37 |
Over the past year, the correlation between 4AB.DE and LYPS.DE has dropped to 0.02 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
4AB.DE vs. LYPS.DE — Risk / Return Rank
4AB.DE
LYPS.DE
4AB.DE vs. LYPS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc (4AB.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.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.
| 4AB.DE | LYPS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.41 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 3.60 | -2.48 |
| Martin ratioReturn relative to average drawdown | 2.72 | 12.84 | -10.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 4AB.DE | LYPS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 2.21 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.97 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.94 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.98 | -0.32 |
Drawdowns
4AB.DE vs. LYPS.DE - Drawdown Comparison
The maximum 4AB.DE drawdown since its inception was -37.67%, which is greater than LYPS.DE's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for 4AB.DE and LYPS.DE.
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Drawdown Indicators
| 4AB.DE | LYPS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -33.81% | -3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.62% | -7.12% | -9.50% |
Max Drawdown (3Y)Largest decline over 3 years | -25.69% | -23.37% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.69% | -23.37% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -37.67% | -33.81% | -3.86% |
Current DrawdownCurrent decline from peak | -5.68% | -0.48% | -5.20% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -4.01% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.81% | 2.00% | +4.81% |
Volatility
4AB.DE vs. LYPS.DE - Volatility Comparison
AbbVie Inc (4AB.DE) has a higher volatility of 7.69% compared to Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) at 2.63%. This indicates that 4AB.DE's price experiences larger fluctuations and is considered to be riskier than LYPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 4AB.DE | LYPS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 2.63% | +5.06% |
Volatility (6M)Calculated over the trailing 6-month period | 20.40% | 7.58% | +12.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.63% | 11.58% | +15.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.25% | 15.21% | +10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.41% | 16.10% | +12.31% |
Dividends
4AB.DE vs. LYPS.DE - Dividend Comparison
4AB.DE's dividend yield for the trailing twelve months is around 2.61%, more than LYPS.DE's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
4AB.DE AbbVie Inc | 2.61% | 2.57% | 2.89% | 3.33% | 3.04% | 3.16% | 4.20% | 4.31% | 3.30% | 2.42% | 3.02% | 0.00% |
LYPS.DE Amundi S&P 500 II UCITS ETF EUR Dist | 0.90% | 1.00% | 1.21% | 1.04% | 2.11% | 1.09% | 1.54% | 1.63% | 1.93% | 1.75% | 1.88% | 2.02% |
Frequently Asked Questions
4AB.DE and LYPS.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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