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AIE.L vs. QDV5.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIE.L and QDV5.DE is 0.47, 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.


-0.50.00.51.00.5

Performance

AIE.L vs. QDV5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashoka India Equity Investment Trust plc (AIE.L) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
174.28%
92.64%
AIE.L
QDV5.DE

Key characteristics

Sharpe Ratio

AIE.L:

1.26

QDV5.DE:

1.38

Sortino Ratio

AIE.L:

1.75

QDV5.DE:

1.85

Omega Ratio

AIE.L:

1.25

QDV5.DE:

1.28

Calmar Ratio

AIE.L:

2.53

QDV5.DE:

3.11

Martin Ratio

AIE.L:

7.29

QDV5.DE:

8.28

Ulcer Index

AIE.L:

3.20%

QDV5.DE:

2.75%

Daily Std Dev

AIE.L:

18.40%

QDV5.DE:

16.76%

Max Drawdown

AIE.L:

-41.42%

QDV5.DE:

-41.06%

Current Drawdown

AIE.L:

-0.67%

QDV5.DE:

-2.08%

Returns By Period

The year-to-date returns for both stocks are quite close, with AIE.L having a 21.81% return and QDV5.DE slightly lower at 21.03%.


AIE.L

YTD

21.81%

1M

4.59%

6M

9.23%

1Y

23.33%

5Y (annualized)

22.19%

10Y (annualized)

N/A

QDV5.DE

YTD

21.03%

1M

2.48%

6M

5.41%

1Y

22.22%

5Y (annualized)

14.02%

10Y (annualized)

N/A

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

AIE.L vs. QDV5.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashoka India Equity Investment Trust plc (AIE.L) and iShares MSCI India UCITS ETF USD (Acc) (QDV5.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 AIE.L, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.311.14
The chart of Sortino ratio for AIE.L, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.761.54
The chart of Omega ratio for AIE.L, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.23
The chart of Calmar ratio for AIE.L, currently valued at 2.12, compared to the broader market0.002.004.006.002.121.54
The chart of Martin ratio for AIE.L, currently valued at 6.42, compared to the broader market0.0010.0020.0030.006.424.73
AIE.L
QDV5.DE

The current AIE.L Sharpe Ratio is 1.26, which is comparable to the QDV5.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of AIE.L and QDV5.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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.31
1.14
AIE.L
QDV5.DE

Dividends

AIE.L vs. QDV5.DE - Dividend Comparison

Neither AIE.L nor QDV5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIE.L vs. QDV5.DE - Drawdown Comparison

The maximum AIE.L drawdown since its inception was -41.42%, roughly equal to the maximum QDV5.DE drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for AIE.L and QDV5.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.56%
-7.19%
AIE.L
QDV5.DE

Volatility

AIE.L vs. QDV5.DE - Volatility Comparison

The current volatility for Ashoka India Equity Investment Trust plc (AIE.L) is 4.19%, while iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a volatility of 4.81%. This indicates that AIE.L experiences smaller price fluctuations and is considered to be less risky than QDV5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.81%
AIE.L
QDV5.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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