ABRYX vs. NESN.SW
Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund (ABRYX) and Nestlé S.A. (NESN.SW).
ABRYX is managed by Invesco. It was launched on Jun 1, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABRYX or NESN.SW.
Correlation
The correlation between ABRYX and NESN.SW 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
ABRYX vs. NESN.SW - Performance Comparison
Key characteristics
ABRYX:
-0.59
NESN.SW:
-1.27
ABRYX:
-0.59
NESN.SW:
-1.68
ABRYX:
0.88
NESN.SW:
0.79
ABRYX:
-0.32
NESN.SW:
-0.55
ABRYX:
-2.65
NESN.SW:
-1.91
ABRYX:
3.24%
NESN.SW:
10.96%
ABRYX:
14.63%
NESN.SW:
16.46%
ABRYX:
-27.29%
NESN.SW:
-39.85%
ABRYX:
-26.60%
NESN.SW:
-38.09%
Returns By Period
In the year-to-date period, ABRYX achieves a -8.78% return, which is significantly higher than NESN.SW's -21.66% return. Over the past 10 years, ABRYX has underperformed NESN.SW with an annualized return of -0.78%, while NESN.SW has yielded a comparatively higher 2.99% annualized return.
ABRYX
-8.78%
-12.95%
-13.33%
-8.36%
-2.27%
-0.78%
NESN.SW
-21.66%
-3.32%
-21.05%
-21.24%
-4.47%
2.99%
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Risk-Adjusted Performance
ABRYX vs. NESN.SW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund (ABRYX) and Nestlé S.A. (NESN.SW). 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.
Dividends
ABRYX vs. NESN.SW - Dividend Comparison
ABRYX has not paid dividends to shareholders, while NESN.SW's dividend yield for the trailing twelve months is around 4.06%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRYX Invesco Balanced-Risk Allocation Fund | 0.00% | 2.43% | 0.00% | 14.73% | 1.40% | 6.66% | 0.00% | 0.00% | 4.15% | 3.12% | 2.41% | 0.00% |
NESN.SW Nestlé S.A. | 4.06% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% | 3.14% |
Drawdowns
ABRYX vs. NESN.SW - Drawdown Comparison
The maximum ABRYX drawdown since its inception was -27.29%, smaller than the maximum NESN.SW drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for ABRYX and NESN.SW. For additional features, visit the drawdowns tool.
Volatility
ABRYX vs. NESN.SW - Volatility Comparison
Invesco Balanced-Risk Allocation Fund (ABRYX) has a higher volatility of 12.64% compared to Nestlé S.A. (NESN.SW) at 4.11%. This indicates that ABRYX's price experiences larger fluctuations and is considered to be riskier than NESN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.