ABEA.DE vs. FNGS
ABEA.DE (Alphabet Inc Class A) is a stock, while FNGS (MicroSectors FANG+ ETN) is Large Cap Growth Equities fund tracking the NYSE FANG+ Index. Over the past 5 years, ABEA.DE returned 26.69%/yr vs 21.52%/yr for FNGS. At a 0.45 correlation, their price movements are largely independent.
Performance
ABEA.DE vs. FNGS - Performance Comparison
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Different Trading Currencies
ABEA.DE is traded in EUR, while FNGS is traded in USD. To make them comparable, the FNGS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABEA.DE achieves a 19.53% return, which is significantly higher than FNGS's 10.02% return.
ABEA.DE
- 1D
- 2.83%
- 1M
- -5.52%
- YTD
- 19.53%
- 6M
- 15.76%
- 1Y
- 115.20%
- 3Y*
- 39.22%
- 5Y*
- 26.69%
- 10Y*
- 25.83%
FNGS
- 1D
- -4.12%
- 1M
- 3.04%
- YTD
- 10.02%
- 6M
- 3.17%
- 1Y
- 19.32%
- 3Y*
- 28.17%
- 5Y*
- 21.52%
- 10Y*
- —
ABEA.DE vs. FNGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 19.53% | 46.65% | 44.40% | 54.77% | -36.92% | 80.66% | 18.64% | 2.68% |
FNGS MicroSectors FANG+ ETN | 10.02% | 4.56% | 62.02% | 89.39% | -36.62% | 25.71% | 85.34% | 8.89% |
Correlation
The correlation between ABEA.DE and FNGS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2019 | 0.45 |
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Return for Risk
ABEA.DE vs. FNGS — Risk / Return Rank
ABEA.DE
FNGS
ABEA.DE vs. FNGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS). 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.
| ABEA.DE | FNGS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.34 | ||
| Sortino ratioReturn per unit of downside risk | +4.14 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.17 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 6.78 | 0.88 | +5.89 |
| Martin ratioReturn relative to average drawdown | 22.68 | 2.31 | +20.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABEA.DE | FNGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | 0.91 | +3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.74 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.99 | -0.14 |
Drawdowns
ABEA.DE vs. FNGS - Drawdown Comparison
The maximum ABEA.DE drawdown since its inception was -60.31%, which is greater than FNGS's maximum drawdown of -43.05%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and FNGS.
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Drawdown Indicators
| ABEA.DE | FNGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -43.05% | -17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -21.98% | +4.59% |
Max Drawdown (3Y)Largest decline over 3 years | -33.71% | -30.12% | -3.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.63% | -43.05% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | — | — |
Current DrawdownCurrent decline from peak | -8.18% | -7.78% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -9.99% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 8.39% | -3.18% |
Volatility
ABEA.DE vs. FNGS - Volatility Comparison
Alphabet Inc Class A (ABEA.DE) and MicroSectors FANG+ ETN (FNGS) have volatilities of 7.65% and 7.40%, 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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Volatility by Period
| ABEA.DE | FNGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 7.40% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 15.79% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.70% | 21.23% | +6.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.64% | 29.33% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 30.71% | -2.98% |
Dividends
ABEA.DE vs. FNGS - Dividend Comparison
ABEA.DE's dividend yield for the trailing twelve months is around 0.23%, while FNGS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 0.23% | 0.27% | 0.30% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABEA.DE and FNGS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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