500U.L vs. GOOG
Compare and contrast key facts about Amundi S&P 500 UCITS ETF C USD (500U.L) and Alphabet Inc. (GOOG).
500U.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: 500U.L or GOOG.
Key characteristics
| 500U.L | GOOG | |
|---|---|---|
| YTD Return | 21.52% | 54.00% |
| 1Y Return | 17.61% | 45.44% |
| 3Y Return (Ann) | 9.06% | 14.56% |
| 5Y Return (Ann) | 13.39% | 21.41% |
| 10Y Return (Ann) | 11.62% | 17.63% |
| Sharpe Ratio | 1.26 | 1.40 |
| Daily Std Dev | 13.99% | 31.16% |
| Max Drawdown | -34.04% | -65.29% |
Correlation
The correlation between 500U.L and GOOG 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.
500U.L vs. GOOG - Performance Comparison
In the year-to-date period, 500U.L achieves a 21.52% return, which is significantly lower than GOOG's 54.00% return. Over the past 10 years, 500U.L has underperformed GOOG with an annualized return of 11.62%, while GOOG has yielded a comparatively higher 17.63% annualized 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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500U.L vs. GOOG - Dividend Comparison
Neither 500U.L nor GOOG has paid dividends to shareholders.
500U.L vs. GOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500U.L) and Alphabet Inc. (GOOG). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
500U.L Amundi S&P 500 UCITS ETF C USD | 1.26 | ||||
GOOG Alphabet Inc. | 1.40 |
500U.L vs. GOOG - Drawdown Comparison
The maximum 500U.L drawdown for the period was -11.37%, higher than the maximum GOOG drawdown of -22.45%. The drawdown chart below compares losses from any high point along the way for 500U.L and GOOG
500U.L vs. GOOG - Volatility Comparison
The current volatility for Amundi S&P 500 UCITS ETF C USD (500U.L) is 2.55%, while Alphabet Inc. (GOOG) has a volatility of 7.56%. This indicates that 500U.L experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.