PortfoliosLab logo
6AQQ.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 6AQQ.DE and VOO is 0.43, 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

6AQQ.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

6AQQ.DE:

0.08

VOO:

0.53

Sortino Ratio

6AQQ.DE:

0.30

VOO:

0.88

Omega Ratio

6AQQ.DE:

1.04

VOO:

1.13

Calmar Ratio

6AQQ.DE:

0.09

VOO:

0.55

Martin Ratio

6AQQ.DE:

0.25

VOO:

2.09

Ulcer Index

6AQQ.DE:

9.62%

VOO:

4.96%

Daily Std Dev

6AQQ.DE:

23.06%

VOO:

19.57%

Max Drawdown

6AQQ.DE:

-31.19%

VOO:

-33.99%

Current Drawdown

6AQQ.DE:

-11.31%

VOO:

-2.49%

Returns By Period

In the year-to-date period, 6AQQ.DE achieves a -7.27% return, which is significantly lower than VOO's 2.01% return. Over the past 10 years, 6AQQ.DE has outperformed VOO with an annualized return of 17.32%, while VOO has yielded a comparatively lower 12.84% annualized return.


6AQQ.DE

YTD

-7.27%

1M

2.09%

6M

-8.30%

1Y

2.43%

3Y*

20.30%

5Y*

16.50%

10Y*

17.32%

VOO

YTD

2.01%

1M

2.88%

6M

1.16%

1Y

10.62%

3Y*

18.31%

5Y*

15.72%

10Y*

12.84%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi Nasdaq 100 UCITS ETF EUR

Vanguard S&P 500 ETF

6AQQ.DE vs. VOO - Expense Ratio Comparison

6AQQ.DE has a 0.23% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

6AQQ.DE vs. VOO — Risk-Adjusted Performance Rank

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

6AQQ.DE
The Risk-Adjusted Performance Rank of 6AQQ.DE is 2121
Overall Rank
The Sharpe Ratio Rank of 6AQQ.DE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of 6AQQ.DE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of 6AQQ.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of 6AQQ.DE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of 6AQQ.DE is 2121
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5555
Overall Rank
The Sharpe Ratio Rank of VOO is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5757
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.

6AQQ.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Vanguard S&P 500 ETF (VOO). 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 6AQQ.DE Sharpe Ratio is 0.08, which is lower than the VOO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of 6AQQ.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

6AQQ.DE vs. VOO - Dividend Comparison

6AQQ.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.27%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

6AQQ.DE vs. VOO - Drawdown Comparison

The maximum 6AQQ.DE drawdown since its inception was -31.19%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 6AQQ.DE and VOO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

6AQQ.DE vs. VOO - Volatility Comparison

Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.81% and 3.75%, 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.


Loading data...