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6AQQ.DE vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 6AQQ.DE and VOOG is 0.46, 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. VOOG - 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 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

6AQQ.DE:

0.42

VOOG:

0.81

Sortino Ratio

6AQQ.DE:

0.83

VOOG:

1.14

Omega Ratio

6AQQ.DE:

1.11

VOOG:

1.16

Calmar Ratio

6AQQ.DE:

0.44

VOOG:

0.81

Martin Ratio

6AQQ.DE:

1.28

VOOG:

2.71

Ulcer Index

6AQQ.DE:

9.25%

VOOG:

6.66%

Daily Std Dev

6AQQ.DE:

23.24%

VOOG:

25.20%

Max Drawdown

6AQQ.DE:

-31.19%

VOOG:

-32.73%

Current Drawdown

6AQQ.DE:

-11.66%

VOOG:

-2.88%

Returns By Period

In the year-to-date period, 6AQQ.DE achieves a -7.64% return, which is significantly lower than VOOG's 2.14% return. Over the past 10 years, 6AQQ.DE has outperformed VOOG with an annualized return of 17.29%, while VOOG has yielded a comparatively lower 14.84% annualized return.


6AQQ.DE

YTD

-7.64%

1M

10.03%

6M

-5.18%

1Y

9.74%

3Y*

17.53%

5Y*

17.87%

10Y*

17.29%

VOOG

YTD

2.14%

1M

9.55%

6M

2.92%

1Y

20.35%

3Y*

17.26%

5Y*

16.67%

10Y*

14.84%

*Annualized

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Amundi Nasdaq 100 UCITS ETF EUR

Vanguard S&P 500 Growth ETF

6AQQ.DE vs. VOOG - Expense Ratio Comparison

6AQQ.DE has a 0.23% expense ratio, which is higher than VOOG's 0.10% 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. VOOG — 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 4444
Overall Rank
The Sharpe Ratio Rank of 6AQQ.DE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of 6AQQ.DE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of 6AQQ.DE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of 6AQQ.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of 6AQQ.DE is 3939
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6666
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. VOOG - 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 Growth ETF (VOOG). 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 0.42, which is lower than the VOOG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of 6AQQ.DE and VOOG, 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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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. VOOG - Dividend Comparison

6AQQ.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.55%.


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%
VOOG
Vanguard S&P 500 Growth ETF
0.55%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

6AQQ.DE vs. VOOG - Drawdown Comparison

The maximum 6AQQ.DE drawdown since its inception was -31.19%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for 6AQQ.DE and VOOG.


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

Volatility

6AQQ.DE vs. VOOG - Volatility Comparison

Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a higher volatility of 7.18% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.54%. This indicates that 6AQQ.DE's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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