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ABEC.DE vs. QDVE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABEC.DE and QDVE.DE is 0.69, 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.


-0.50.00.51.00.7

Performance

ABEC.DE vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc (ABEC.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.63%
11.81%
ABEC.DE
QDVE.DE

Key characteristics

Sharpe Ratio

ABEC.DE:

1.66

QDVE.DE:

2.20

Sortino Ratio

ABEC.DE:

2.27

QDVE.DE:

2.84

Omega Ratio

ABEC.DE:

1.32

QDVE.DE:

1.38

Calmar Ratio

ABEC.DE:

1.98

QDVE.DE:

2.96

Martin Ratio

ABEC.DE:

4.91

QDVE.DE:

9.44

Ulcer Index

ABEC.DE:

9.36%

QDVE.DE:

4.91%

Daily Std Dev

ABEC.DE:

27.74%

QDVE.DE:

20.99%

Max Drawdown

ABEC.DE:

-38.74%

QDVE.DE:

-31.45%

Current Drawdown

ABEC.DE:

-1.21%

QDVE.DE:

-0.75%

Returns By Period

In the year-to-date period, ABEC.DE achieves a 37.31% return, which is significantly lower than QDVE.DE's 44.96% return.


ABEC.DE

YTD

37.31%

1M

3.95%

6M

6.73%

1Y

40.95%

5Y (annualized)

23.42%

10Y (annualized)

23.55%

QDVE.DE

YTD

44.96%

1M

2.87%

6M

14.05%

1Y

46.13%

5Y (annualized)

26.46%

10Y (annualized)

N/A

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Risk-Adjusted Performance

ABEC.DE vs. QDVE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (ABEC.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.


Sharpe ratio
The chart of Sharpe ratio for ABEC.DE, currently valued at 1.46, compared to the broader market-4.00-2.000.002.001.461.97
The chart of Sortino ratio for ABEC.DE, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.042.62
The chart of Omega ratio for ABEC.DE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.34
The chart of Calmar ratio for ABEC.DE, currently valued at 1.82, compared to the broader market0.002.004.006.001.822.73
The chart of Martin ratio for ABEC.DE, currently valued at 4.47, compared to the broader market-10.000.0010.0020.0030.004.479.17
ABEC.DE
QDVE.DE

The current ABEC.DE Sharpe Ratio is 1.66, which is comparable to the QDVE.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ABEC.DE and QDVE.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.46
1.97
ABEC.DE
QDVE.DE

Dividends

ABEC.DE vs. QDVE.DE - Dividend Comparison

ABEC.DE's dividend yield for the trailing twelve months is around 0.32%, while QDVE.DE has not paid dividends to shareholders.


TTM
ABEC.DE
Alphabet Inc
0.32%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%

Drawdowns

ABEC.DE vs. QDVE.DE - Drawdown Comparison

The maximum ABEC.DE drawdown since its inception was -38.74%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for ABEC.DE and QDVE.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.93%
-1.14%
ABEC.DE
QDVE.DE

Volatility

ABEC.DE vs. QDVE.DE - Volatility Comparison

Alphabet Inc (ABEC.DE) has a higher volatility of 8.78% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 4.21%. This indicates that ABEC.DE's price experiences larger fluctuations and is considered to be riskier than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
4.21%
ABEC.DE
QDVE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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