AMDUF vs. EVT.DE
AMDUF (Amundi SA) and EVT.DE (Evotec SE) are both stocks. AMDUF operates in Asset Management (Financial Services), while EVT.DE operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 5 years, AMDUF returned 0.07%/yr vs -34.12%/yr for EVT.DE. At a 0.07 correlation, their price movements are largely independent.
Performance
AMDUF vs. EVT.DE - Performance Comparison
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Different Trading Currencies
AMDUF is traded in USD, while EVT.DE is traded in EUR. To make them comparable, the EVT.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMDUF achieves a 3.33% return, which is significantly higher than EVT.DE's -12.69% return.
AMDUF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 3.33%
- 6M
- 3.33%
- 1Y
- 18.32%
- 3Y*
- 13.92%
- 5Y*
- 0.07%
- 10Y*
- —
EVT.DE
- 1D
- 1.58%
- 1M
- -3.06%
- YTD
- -12.69%
- 6M
- -12.06%
- 1Y
- -33.64%
- 3Y*
- -36.61%
- 5Y*
- -34.12%
- 10Y*
- 3.28%
AMDUF vs. EVT.DE - Yearly Performance Comparison
Correlation
The correlation between AMDUF and EVT.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2020 | 0.07 |
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Return for Risk
AMDUF vs. EVT.DE — Risk / Return Rank
AMDUF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EVT.DE
AMDUF vs. EVT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi SA (AMDUF) and Evotec SE (EVT.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMDUF | EVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.92 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.75 | — |
| Martin ratioReturn relative to average drawdown | — | -1.35 | — |
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Drawdowns
AMDUF vs. EVT.DE - Drawdown Comparison
The maximum AMDUF drawdown since its inception was -53.45%, smaller than the maximum EVT.DE drawdown of -91.09%. Use the drawdown chart below to compare losses from any high point for AMDUF and EVT.DE.
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Drawdown Indicators
| AMDUF | EVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.45% | -91.09% | +37.64% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -44.98% | +44.98% |
Max Drawdown (3Y)Largest decline over 3 years | -15.11% | -82.18% | +67.07% |
Max Drawdown (5Y)Largest decline over 5 years | -53.45% | -91.09% | +37.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.09% | — |
Current DrawdownCurrent decline from peak | -7.54% | -89.57% | +82.03% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -38.26% | +18.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 24.97% | -24.97% |
Volatility
AMDUF vs. EVT.DE - Volatility Comparison
The current volatility for Amundi SA (AMDUF) is 0.00%, while Evotec SE (EVT.DE) has a volatility of 12.04%. This indicates that AMDUF experiences smaller price fluctuations and is considered to be less risky than EVT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDUF | EVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 12.04% | -12.04% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 40.79% | -37.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.87% | 53.92% | -39.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 59.61% | -31.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.20% | 52.42% | -24.22% |
Dividends
AMDUF vs. EVT.DE - Dividend Comparison
Neither AMDUF nor EVT.DE has paid dividends to shareholders.
Financials
AMDUF vs. EVT.DE - Financials Comparison
This section allows you to compare key financial metrics between Amundi SA and Evotec SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMDUF and EVT.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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