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AMUN.PA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMUN.PA and VOO is 0.37, 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.


Performance

AMUN.PA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi (AMUN.PA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMUN.PA:

0.29

VOO:

0.72

Sortino Ratio

AMUN.PA:

0.65

VOO:

1.12

Omega Ratio

AMUN.PA:

1.09

VOO:

1.16

Calmar Ratio

AMUN.PA:

0.43

VOO:

0.74

Martin Ratio

AMUN.PA:

1.41

VOO:

2.83

Ulcer Index

AMUN.PA:

6.96%

VOO:

4.88%

Daily Std Dev

AMUN.PA:

26.85%

VOO:

19.41%

Max Drawdown

AMUN.PA:

-45.78%

VOO:

-33.99%

Current Drawdown

AMUN.PA:

-3.77%

VOO:

-2.65%

Returns By Period

In the year-to-date period, AMUN.PA achieves a 13.16% return, which is significantly higher than VOO's 1.84% return.


AMUN.PA

YTD

13.16%

1M

12.20%

6M

7.71%

1Y

7.94%

3Y*

18.03%

5Y*

7.99%

10Y*

N/A

VOO

YTD

1.84%

1M

13.00%

6M

1.80%

1Y

13.86%

3Y*

16.93%

5Y*

16.68%

10Y*

12.82%

*Annualized

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Amundi

Vanguard S&P 500 ETF

Risk-Adjusted Performance

AMUN.PA vs. VOO — Risk-Adjusted Performance Rank

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

AMUN.PA
The Risk-Adjusted Performance Rank of AMUN.PA is 6262
Overall Rank
The Sharpe Ratio Rank of AMUN.PA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of AMUN.PA is 5656
Sortino Ratio Rank
The Omega Ratio Rank of AMUN.PA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AMUN.PA is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AMUN.PA is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6868
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
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.

AMUN.PA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi (AMUN.PA) and Vanguard S&P 500 ETF (VOO). 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 AMUN.PA Sharpe Ratio is 0.29, which is lower than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AMUN.PA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AMUN.PA vs. VOO - Dividend Comparison

AMUN.PA's dividend yield for the trailing twelve months is around 5.64%, more than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
AMUN.PA
Amundi
5.64%6.39%6.66%7.74%4.00%0.00%4.15%5.42%3.11%4.12%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AMUN.PA vs. VOO - Drawdown Comparison

The maximum AMUN.PA drawdown since its inception was -45.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMUN.PA and VOO. For additional features, visit the drawdowns tool.


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Volatility

AMUN.PA vs. VOO - Volatility Comparison

Amundi (AMUN.PA) has a higher volatility of 5.78% compared to Vanguard S&P 500 ETF (VOO) at 5.49%. This indicates that AMUN.PA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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