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A4H8.DE vs. TCC4.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between A4H8.DE and TCC4.DE is 0.32, 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.


Performance

A4H8.DE vs. TCC4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.DE) and Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

A4H8.DE:

2.26

TCC4.DE:

2.14

Sortino Ratio

A4H8.DE:

3.34

TCC4.DE:

3.18

Omega Ratio

A4H8.DE:

1.44

TCC4.DE:

1.41

Calmar Ratio

A4H8.DE:

2.12

TCC4.DE:

0.68

Martin Ratio

A4H8.DE:

10.41

TCC4.DE:

10.29

Ulcer Index

A4H8.DE:

0.62%

TCC4.DE:

0.62%

Daily Std Dev

A4H8.DE:

2.80%

TCC4.DE:

2.96%

Max Drawdown

A4H8.DE:

-11.35%

TCC4.DE:

-17.21%

Current Drawdown

A4H8.DE:

0.00%

TCC4.DE:

-3.56%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with A4H8.DE at 1.58% and TCC4.DE at 1.58%.


A4H8.DE

YTD

1.58%

1M

0.62%

6M

1.02%

1Y

6.35%

3Y*

2.47%

5Y*

N/A

10Y*

N/A

TCC4.DE

YTD

1.58%

1M

0.61%

6M

1.02%

1Y

6.37%

3Y*

2.52%

5Y*

0.30%

10Y*

0.83%

*Annualized

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A4H8.DE vs. TCC4.DE - Expense Ratio Comparison

A4H8.DE has a 0.14% expense ratio, which is lower than TCC4.DE's 0.16% expense ratio. Despite the difference, 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

A4H8.DE vs. TCC4.DE — Risk-Adjusted Performance Rank

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

A4H8.DE
The Risk-Adjusted Performance Rank of A4H8.DE is 9494
Overall Rank
The Sharpe Ratio Rank of A4H8.DE is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of A4H8.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of A4H8.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of A4H8.DE is 9393
Calmar Ratio Rank
The Martin Ratio Rank of A4H8.DE is 9393
Martin Ratio Rank

TCC4.DE
The Risk-Adjusted Performance Rank of TCC4.DE is 8888
Overall Rank
The Sharpe Ratio Rank of TCC4.DE is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TCC4.DE is 9595
Sortino Ratio Rank
The Omega Ratio Rank of TCC4.DE is 9494
Omega Ratio Rank
The Calmar Ratio Rank of TCC4.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of TCC4.DE is 9393
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.

A4H8.DE vs. TCC4.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.DE) and Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE). 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 A4H8.DE Sharpe Ratio is 2.26, which is comparable to the TCC4.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of A4H8.DE and TCC4.DE, 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

A4H8.DE vs. TCC4.DE - Dividend Comparison

Neither A4H8.DE nor TCC4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

A4H8.DE vs. TCC4.DE - Drawdown Comparison

The maximum A4H8.DE drawdown since its inception was -11.35%, smaller than the maximum TCC4.DE drawdown of -17.21%. Use the drawdown chart below to compare losses from any high point for A4H8.DE and TCC4.DE.


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

Volatility

A4H8.DE vs. TCC4.DE - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.DE) and Amundi Index Euro Corporate SRI UCITS ETF 2 EUR (TCC4.DE) have volatilities of 0.69% and 0.67%, 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.


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