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AMEQ.DE vs. LQQ.PA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMEQ.DE and LQQ.PA is 0.50, 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.


Performance

AMEQ.DE vs. LQQ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2025FebruaryMarchAprilMay
98.13%
895.47%
AMEQ.DE
LQQ.PA

Key characteristics

Sharpe Ratio

AMEQ.DE:

-0.05

LQQ.PA:

0.12

Sortino Ratio

AMEQ.DE:

-0.02

LQQ.PA:

0.44

Omega Ratio

AMEQ.DE:

1.00

LQQ.PA:

1.06

Calmar Ratio

AMEQ.DE:

-0.08

LQQ.PA:

0.10

Martin Ratio

AMEQ.DE:

-0.27

LQQ.PA:

0.30

Ulcer Index

AMEQ.DE:

5.02%

LQQ.PA:

15.36%

Daily Std Dev

AMEQ.DE:

14.98%

LQQ.PA:

43.49%

Max Drawdown

AMEQ.DE:

-30.82%

LQQ.PA:

-75.86%

Current Drawdown

AMEQ.DE:

-6.25%

LQQ.PA:

-27.18%

Returns By Period

In the year-to-date period, AMEQ.DE achieves a 3.21% return, which is significantly higher than LQQ.PA's -22.08% return.


AMEQ.DE

YTD

3.21%

1M

7.92%

6M

1.76%

1Y

-0.79%

5Y*

8.98%

10Y*

N/A

LQQ.PA

YTD

-22.08%

1M

19.84%

6M

-18.43%

1Y

5.20%

5Y*

24.32%

10Y*

25.50%

*Annualized

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AMEQ.DE vs. LQQ.PA - Expense Ratio Comparison

AMEQ.DE has a 0.23% expense ratio, which is lower than LQQ.PA's 0.60% expense ratio.


Risk-Adjusted Performance

AMEQ.DE vs. LQQ.PA — Risk-Adjusted Performance Rank

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

AMEQ.DE
The Risk-Adjusted Performance Rank of AMEQ.DE is 1515
Overall Rank
The Sharpe Ratio Rank of AMEQ.DE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of AMEQ.DE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AMEQ.DE is 1515
Omega Ratio Rank
The Calmar Ratio Rank of AMEQ.DE is 1515
Calmar Ratio Rank
The Martin Ratio Rank of AMEQ.DE is 1515
Martin Ratio Rank

LQQ.PA
The Risk-Adjusted Performance Rank of LQQ.PA is 3030
Overall Rank
The Sharpe Ratio Rank of LQQ.PA is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of LQQ.PA is 3535
Sortino Ratio Rank
The Omega Ratio Rank of LQQ.PA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of LQQ.PA is 2828
Calmar Ratio Rank
The Martin Ratio Rank of LQQ.PA is 2626
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.

AMEQ.DE vs. LQQ.PA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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.


The current AMEQ.DE Sharpe Ratio is -0.05, which is lower than the LQQ.PA Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of AMEQ.DE and LQQ.PA, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.21
0.22
AMEQ.DE
LQQ.PA

Dividends

AMEQ.DE vs. LQQ.PA - Dividend Comparison

Neither AMEQ.DE nor LQQ.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMEQ.DE vs. LQQ.PA - Drawdown Comparison

The maximum AMEQ.DE drawdown since its inception was -30.82%, smaller than the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for AMEQ.DE and LQQ.PA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-3.81%
-21.88%
AMEQ.DE
LQQ.PA

Volatility

AMEQ.DE vs. LQQ.PA - Volatility Comparison

The current volatility for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) is 10.41%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 22.76%. This indicates that AMEQ.DE experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
10.41%
22.76%
AMEQ.DE
LQQ.PA