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AE50.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AE50.DE and ^GSPC is 0.34, 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.


-0.50.00.51.00.3

Performance

AE50.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%OctoberNovemberDecember2025FebruaryMarch
82.06%
215.87%
AE50.DE
^GSPC

Key characteristics

Sharpe Ratio

AE50.DE:

0.93

^GSPC:

0.89

Sortino Ratio

AE50.DE:

1.31

^GSPC:

1.26

Omega Ratio

AE50.DE:

1.16

^GSPC:

1.17

Calmar Ratio

AE50.DE:

1.41

^GSPC:

1.40

Martin Ratio

AE50.DE:

3.67

^GSPC:

5.27

Ulcer Index

AE50.DE:

2.84%

^GSPC:

2.25%

Daily Std Dev

AE50.DE:

11.32%

^GSPC:

13.22%

Max Drawdown

AE50.DE:

-32.20%

^GSPC:

-56.78%

Current Drawdown

AE50.DE:

-2.03%

^GSPC:

-6.60%

Returns By Period

In the year-to-date period, AE50.DE achieves a 10.28% return, which is significantly higher than ^GSPC's -2.43% return. Over the past 10 years, AE50.DE has underperformed ^GSPC with an annualized return of 9.92%, while ^GSPC has yielded a comparatively higher 10.71% annualized return.


AE50.DE

YTD

10.28%

1M

3.13%

6M

7.65%

1Y

12.25%

5Y*

12.66%

10Y*

9.92%

^GSPC

YTD

-2.43%

1M

-4.96%

6M

4.27%

1Y

12.42%

5Y*

14.11%

10Y*

10.71%

*Annualized

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Risk-Adjusted Performance

AE50.DE vs. ^GSPC — Risk-Adjusted Performance Rank

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

AE50.DE
The Risk-Adjusted Performance Rank of AE50.DE is 5656
Overall Rank
The Sharpe Ratio Rank of AE50.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AE50.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of AE50.DE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AE50.DE is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AE50.DE is 5353
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7373
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8282
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.

AE50.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and S&P 500 (^GSPC). 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 AE50.DE, currently valued at 0.73, compared to the broader market0.002.004.000.730.98
The chart of Sortino ratio for AE50.DE, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.0012.001.081.36
The chart of Omega ratio for AE50.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.18
The chart of Calmar ratio for AE50.DE, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.791.50
The chart of Martin ratio for AE50.DE, currently valued at 1.80, compared to the broader market0.0020.0040.0060.0080.00100.001.805.58
AE50.DE
^GSPC

The current AE50.DE Sharpe Ratio is 0.93, which is comparable to the ^GSPC Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AE50.DE and ^GSPC, 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.73
0.98
AE50.DE
^GSPC

Drawdowns

AE50.DE vs. ^GSPC - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AE50.DE and ^GSPC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-0.50%
-6.09%
AE50.DE
^GSPC

Volatility

AE50.DE vs. ^GSPC - Volatility Comparison

The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 4.02%, while S&P 500 (^GSPC) has a volatility of 4.51%. This indicates that AE50.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2025FebruaryMarch
4.02%
4.51%
AE50.DE
^GSPC
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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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