AMKBY vs. EQQQ.L
Compare and contrast key facts about AP Moeller-Maersk AS (AMKBY) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMKBY or EQQQ.L.
Performance
AMKBY vs. EQQQ.L - Performance Comparison
Returns By Period
In the year-to-date period, AMKBY achieves a 1.26% return, which is significantly lower than EQQQ.L's 22.53% return. Over the past 10 years, AMKBY has underperformed EQQQ.L with an annualized return of 6.98%, while EQQQ.L has yielded a comparatively higher 20.24% annualized return.
AMKBY
1.26%
9.07%
0.58%
21.00%
16.08%
6.98%
EQQQ.L
22.53%
3.92%
11.07%
27.84%
20.75%
20.24%
Key characteristics
| AMKBY | EQQQ.L | |
|---|---|---|
| Sharpe Ratio | 0.44 | 1.75 |
| Sortino Ratio | 0.88 | 2.40 |
| Omega Ratio | 1.11 | 1.32 |
| Calmar Ratio | 0.42 | 2.29 |
| Martin Ratio | 0.99 | 6.89 |
| Ulcer Index | 19.48% | 4.04% |
| Daily Std Dev | 43.78% | 15.90% |
| Max Drawdown | -62.68% | -33.75% |
| Current Drawdown | -26.84% | -2.09% |
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Correlation
The correlation between AMKBY and EQQQ.L is 0.30, 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.
Risk-Adjusted Performance
AMKBY vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AP Moeller-Maersk AS (AMKBY) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.
Dividends
AMKBY vs. EQQQ.L - Dividend Comparison
AMKBY's dividend yield for the trailing twelve months is around 8.49%, more than EQQQ.L's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKBY AP Moeller-Maersk AS | 8.49% | 34.37% | 17.16% | 1.48% | 0.98% | 12.57% | 1.96% | 1.24% | 2.84% | 18.43% | 2.56% | 1.92% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
Drawdowns
AMKBY vs. EQQQ.L - Drawdown Comparison
The maximum AMKBY drawdown since its inception was -62.68%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for AMKBY and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
AMKBY vs. EQQQ.L - Volatility Comparison
AP Moeller-Maersk AS (AMKBY) has a higher volatility of 15.96% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 4.96%. This indicates that AMKBY's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.