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

Key characteristics


6AQQ.DEVOOG
YTD Return11.89%15.09%
1Y Return34.35%31.97%
3Y Return (Ann)16.38%9.78%
5Y Return (Ann)20.72%15.78%
10Y Return (Ann)22.16%14.64%
Sharpe Ratio2.282.39
Daily Std Dev15.00%13.96%
Max Drawdown-31.19%-32.73%
Current Drawdown-0.49%-0.46%

Correlation

-0.50.00.51.00.5

The correlation between 6AQQ.DE and VOOG is 0.52, 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

In the year-to-date period, 6AQQ.DE achieves a 11.89% return, which is significantly lower than VOOG's 15.09% return. Over the past 10 years, 6AQQ.DE has outperformed VOOG with an annualized return of 22.16%, while VOOG has yielded a comparatively lower 14.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%900.00%1,000.00%December2024FebruaryMarchAprilMay
950.60%
617.70%
6AQQ.DE
VOOG

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 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%.


6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Expense ratio chart for 6AQQ.DE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


6AQQ.DE
Sharpe ratio
The chart of Sharpe ratio for 6AQQ.DE, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for 6AQQ.DE, currently valued at 2.95, compared to the broader market0.005.0010.002.95
Omega ratio
The chart of Omega ratio for 6AQQ.DE, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for 6AQQ.DE, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for 6AQQ.DE, currently valued at 8.61, compared to the broader market0.0020.0040.0060.0080.00100.008.61
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.45, compared to the broader market0.005.0010.0015.001.45
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 11.75, compared to the broader market0.0020.0040.0060.0080.00100.0011.75

6AQQ.DE vs. VOOG - Sharpe Ratio Comparison

The current 6AQQ.DE Sharpe Ratio is 2.28, which roughly equals the VOOG Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of 6AQQ.DE and VOOG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.10
2.22
6AQQ.DE
VOOG

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 0.86%.


TTM20232022202120202019201820172016201520142013
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
0.86%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.46%
-0.46%
6AQQ.DE
VOOG

Volatility

6AQQ.DE vs. VOOG - Volatility Comparison

Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 5.34% and 5.12%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
5.34%
5.12%
6AQQ.DE
VOOG