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

Correlation

The correlation between AE50.DE and ^STOXX is 0.64, 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.


-0.50.00.51.00.6

Performance

AE50.DE vs. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-7.35%
-4.90%
AE50.DE
^STOXX

Key characteristics

Sharpe Ratio

AE50.DE:

0.66

^STOXX:

0.47

Sortino Ratio

AE50.DE:

0.97

^STOXX:

0.69

Omega Ratio

AE50.DE:

1.12

^STOXX:

1.09

Calmar Ratio

AE50.DE:

0.98

^STOXX:

0.67

Martin Ratio

AE50.DE:

2.72

^STOXX:

2.24

Ulcer Index

AE50.DE:

2.66%

^STOXX:

2.16%

Daily Std Dev

AE50.DE:

10.89%

^STOXX:

10.27%

Max Drawdown

AE50.DE:

-32.20%

^STOXX:

-61.04%

Current Drawdown

AE50.DE:

-6.39%

^STOXX:

-4.90%

Returns By Period

In the year-to-date period, AE50.DE achieves a 6.79% return, which is significantly higher than ^STOXX's 4.84% return. Over the past 10 years, AE50.DE has outperformed ^STOXX with an annualized return of 10.66%, while ^STOXX has yielded a comparatively lower 3.79% annualized return.


AE50.DE

YTD

6.79%

1M

0.32%

6M

-5.02%

1Y

7.25%

5Y*

7.71%

10Y*

10.66%

^STOXX

YTD

4.84%

1M

0.34%

6M

-2.51%

1Y

5.29%

5Y*

3.64%

10Y*

3.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AE50.DE vs. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). 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 0.07, compared to the broader market0.002.004.000.07-0.08
The chart of Sortino ratio for AE50.DE, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.000.19-0.02
The chart of Omega ratio for AE50.DE, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.00
The chart of Calmar ratio for AE50.DE, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.08-0.08
The chart of Martin ratio for AE50.DE, currently valued at 0.22, compared to the broader market0.0020.0040.0060.0080.00100.000.22-0.23
AE50.DE
^STOXX

The current AE50.DE Sharpe Ratio is 0.66, which is higher than the ^STOXX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AE50.DE and ^STOXX, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
-0.08
AE50.DE
^STOXX

Drawdowns

AE50.DE vs. ^STOXX - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for AE50.DE and ^STOXX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.72%
-11.16%
AE50.DE
^STOXX

Volatility

AE50.DE vs. ^STOXX - Volatility Comparison

Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and STOXX Europe 600 Index (^STOXX) have volatilities of 3.10% and 3.04%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.10%
3.04%
AE50.DE
^STOXX
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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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