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AEME.L vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AEME.L and ^GSPC is 0.40, 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.


-0.50.00.51.00.4

Performance

AEME.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.00%
10.27%
AEME.L
^GSPC

Key characteristics

Sharpe Ratio

AEME.L:

0.51

^GSPC:

2.16

Sortino Ratio

AEME.L:

0.83

^GSPC:

2.87

Omega Ratio

AEME.L:

1.10

^GSPC:

1.40

Calmar Ratio

AEME.L:

0.26

^GSPC:

3.19

Martin Ratio

AEME.L:

1.83

^GSPC:

13.87

Ulcer Index

AEME.L:

4.23%

^GSPC:

1.95%

Daily Std Dev

AEME.L:

15.22%

^GSPC:

12.54%

Max Drawdown

AEME.L:

-40.09%

^GSPC:

-56.78%

Current Drawdown

AEME.L:

-19.36%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, AEME.L achieves a 8.05% return, which is significantly lower than ^GSPC's 26.63% return.


AEME.L

YTD

8.05%

1M

0.13%

6M

0.88%

1Y

10.85%

5Y*

N/A

10Y*

N/A

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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

AEME.L vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) 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 AEME.L, currently valued at 0.66, compared to the broader market0.002.004.000.662.27
The chart of Sortino ratio for AEME.L, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.033.01
The chart of Omega ratio for AEME.L, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.43
The chart of Calmar ratio for AEME.L, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.333.34
The chart of Martin ratio for AEME.L, currently valued at 2.41, compared to the broader market0.0020.0040.0060.0080.00100.002.4114.64
AEME.L
^GSPC

The current AEME.L Sharpe Ratio is 0.51, which is lower than the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AEME.L 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.66
2.27
AEME.L
^GSPC

Drawdowns

AEME.L vs. ^GSPC - Drawdown Comparison

The maximum AEME.L drawdown since its inception was -40.09%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AEME.L and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.36%
-0.82%
AEME.L
^GSPC

Volatility

AEME.L vs. ^GSPC - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and S&P 500 (^GSPC) have volatilities of 3.95% and 3.95%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.95%
3.95%
AEME.L
^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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