500G.L vs. ASML
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500G.L) and ASML Holding N.V. (ASML).
500G.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 500G.L or ASML.
Key characteristics
| 500G.L | ASML | |
|---|---|---|
| YTD Return | 20.58% | -4.76% |
| 1Y Return | 33.08% | 22.73% |
| 3Y Return (Ann) | 11.72% | -3.13% |
| 5Y Return (Ann) | 15.71% | 23.54% |
| Sharpe Ratio | 2.96 | 0.50 |
| Sortino Ratio | 4.09 | 0.92 |
| Omega Ratio | 1.56 | 1.13 |
| Calmar Ratio | 5.00 | 0.60 |
| Martin Ratio | 20.35 | 1.55 |
| Ulcer Index | 1.58% | 14.55% |
| Daily Std Dev | 10.84% | 44.74% |
| Max Drawdown | -25.52% | -90.00% |
| Current Drawdown | -0.41% | -34.65% |
Correlation
The correlation between 500G.L and ASML is 0.44, 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.
Performance
500G.L vs. ASML - Performance Comparison
In the year-to-date period, 500G.L achieves a 20.58% return, which is significantly higher than ASML's -4.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
500G.L vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500G.L) and ASML Holding N.V. (ASML). 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.
Dividends
500G.L vs. ASML - Dividend Comparison
500G.L has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 UCITS ETF C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.15% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
Drawdowns
500G.L vs. ASML - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for 500G.L and ASML. For additional features, visit the drawdowns tool.
Volatility
500G.L vs. ASML - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF C USD (500G.L) is 1.83%, while ASML Holding N.V. (ASML) has a volatility of 20.55%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.