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ANXG.L vs. AEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANXG.L vs. AEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) and Invesco EQV European Equity Fund (AEDAX). The values are adjusted to include any dividend payments, if applicable.

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ANXG.L vs. AEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANXG.L
Amundi Nasdaq-100 UCITS USD
-4.15%11.70%28.70%48.00%-25.42%29.85%43.37%34.20%4.47%20.19%
AEDAX
Invesco EQV European Equity Fund
5.23%15.09%0.95%13.66%-12.47%15.31%-3.00%19.80%-14.05%15.92%
Different Trading Currencies

ANXG.L is traded in GBp, while AEDAX is traded in USD. To make them comparable, the AEDAX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ANXG.L achieves a -4.15% return, which is significantly lower than AEDAX's 5.23% return. Over the past 10 years, ANXG.L has outperformed AEDAX with an annualized return of 19.72%, while AEDAX has yielded a comparatively lower 6.33% annualized return.


ANXG.L

1D
2.45%
1M
-2.57%
YTD
-4.15%
6M
-1.28%
1Y
21.12%
3Y*
20.23%
5Y*
14.07%
10Y*
19.72%

AEDAX

1D
2.26%
1M
-4.43%
YTD
5.23%
6M
11.23%
1Y
18.79%
3Y*
8.80%
5Y*
5.65%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANXG.L vs. AEDAX - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than AEDAX's 1.37% expense ratio.


Return for Risk

ANXG.L vs. AEDAX — Risk / Return Rank

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

ANXG.L
ANXG.L Risk / Return Rank: 6060
Overall Rank
ANXG.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ANXG.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
ANXG.L Omega Ratio Rank: 5656
Omega Ratio Rank
ANXG.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
ANXG.L Martin Ratio Rank: 5454
Martin Ratio Rank

AEDAX
AEDAX Risk / Return Rank: 6969
Overall Rank
AEDAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AEDAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
AEDAX Omega Ratio Rank: 6666
Omega Ratio Rank
AEDAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AEDAX Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANXG.L vs. AEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and Invesco EQV European Equity Fund (AEDAX). 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.


ANXG.LAEDAXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.34

-0.24

Sortino ratio

Return per unit of downside risk

1.62

1.86

-0.24

Omega ratio

Gain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratio

Return relative to maximum drawdown

1.86

1.89

-0.03

Martin ratio

Return relative to average drawdown

5.54

6.56

-1.02

ANXG.L vs. AEDAX - Sharpe Ratio Comparison

The current ANXG.L Sharpe Ratio is 1.11, which is comparable to the AEDAX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ANXG.L and AEDAX, 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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Sharpe Ratios by Period


ANXG.LAEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.34

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.41

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.43

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.35

+0.70

Correlation

The correlation between ANXG.L and AEDAX is 0.47, 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.


Dividends

ANXG.L vs. AEDAX - Dividend Comparison

ANXG.L has not paid dividends to shareholders, while AEDAX's dividend yield for the trailing twelve months is around 16.38%.


TTM20252024202320222021202020192018201720162015
ANXG.L
Amundi Nasdaq-100 UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AEDAX
Invesco EQV European Equity Fund
16.38%16.92%10.53%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%4.78%

Drawdowns

ANXG.L vs. AEDAX - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -27.69%, smaller than the maximum AEDAX drawdown of -43.29%. Use the drawdown chart below to compare losses from any high point for ANXG.L and AEDAX.


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Drawdown Indicators


ANXG.LAEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-60.46%

+32.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-10.59%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-38.81%

+11.12%

Max Drawdown (10Y)

Largest decline over 10 years

-27.69%

-40.03%

+12.34%

Current Drawdown

Current decline from peak

-8.24%

-8.07%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.42%

-16.99%

+11.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.04%

+0.69%

Volatility

ANXG.L vs. AEDAX - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 4.97%, while Invesco EQV European Equity Fund (AEDAX) has a volatility of 6.63%. This indicates that ANXG.L experiences smaller price fluctuations and is considered to be less risky than AEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANXG.LAEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

6.63%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

9.65%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

14.44%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

14.04%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

14.87%

+4.46%