ANTO.L vs. CUKX.L
Compare and contrast key facts about Antofagasta plc (ANTO.L) and iShares FTSE 100 UCITS ETF (CUKX.L).
CUKX.L is a passively managed fund by iShares that tracks the performance of the FTSE 100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANTO.L or CUKX.L.
Performance
ANTO.L vs. CUKX.L - Performance Comparison
Returns By Period
In the year-to-date period, ANTO.L achieves a 0.05% return, which is significantly lower than CUKX.L's 8.10% return. Over the past 10 years, ANTO.L has outperformed CUKX.L with an annualized return of 8.71%, while CUKX.L has yielded a comparatively lower 5.67% annualized return.
ANTO.L
0.05%
-8.15%
-29.79%
21.85%
13.60%
8.71%
CUKX.L
8.10%
-2.87%
-2.45%
11.78%
5.77%
5.67%
Key characteristics
| ANTO.L | CUKX.L | |
|---|---|---|
| Sharpe Ratio | 0.55 | 1.21 |
| Sortino Ratio | 0.97 | 1.81 |
| Omega Ratio | 1.12 | 1.22 |
| Calmar Ratio | 0.59 | 2.46 |
| Martin Ratio | 1.28 | 6.76 |
| Ulcer Index | 15.12% | 1.75% |
| Daily Std Dev | 35.18% | 9.75% |
| Max Drawdown | -83.33% | -34.50% |
| Current Drawdown | -30.29% | -3.20% |
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Correlation
The correlation between ANTO.L and CUKX.L is 0.55, 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.
Risk-Adjusted Performance
ANTO.L vs. CUKX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Antofagasta plc (ANTO.L) and iShares FTSE 100 UCITS ETF (CUKX.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
ANTO.L vs. CUKX.L - Dividend Comparison
ANTO.L's dividend yield for the trailing twelve months is around 1.52%, while CUKX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANTO.L Antofagasta plc | 1.52% | 2.97% | 6.40% | 3.89% | 2.04% | 4.08% | 4.40% | 1.94% | 0.26% | 1.69% | 4.62% | 4.39% |
CUKX.L iShares FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ANTO.L vs. CUKX.L - Drawdown Comparison
The maximum ANTO.L drawdown since its inception was -83.33%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for ANTO.L and CUKX.L. For additional features, visit the drawdowns tool.
Volatility
ANTO.L vs. CUKX.L - Volatility Comparison
Antofagasta plc (ANTO.L) has a higher volatility of 12.60% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 4.20%. This indicates that ANTO.L's price experiences larger fluctuations and is considered to be riskier than CUKX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.