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ANXG.L vs. AEDAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANXG.L and AEDAX is 0.56, 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

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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Key characteristics

Sharpe Ratio

ANXG.L:

0.38

AEDAX:

-0.13

Sortino Ratio

ANXG.L:

0.73

AEDAX:

-0.03

Omega Ratio

ANXG.L:

1.10

AEDAX:

1.00

Calmar Ratio

ANXG.L:

0.38

AEDAX:

-0.06

Martin Ratio

ANXG.L:

1.07

AEDAX:

-0.21

Ulcer Index

ANXG.L:

8.76%

AEDAX:

9.33%

Daily Std Dev

ANXG.L:

21.51%

AEDAX:

17.60%

Max Drawdown

ANXG.L:

-27.69%

AEDAX:

-65.78%

Current Drawdown

ANXG.L:

-10.40%

AEDAX:

-18.58%

Returns By Period

In the year-to-date period, ANXG.L achieves a -6.20% return, which is significantly lower than AEDAX's 12.98% return.


ANXG.L

YTD

-6.20%

1M

9.66%

6M

-3.03%

1Y

8.16%

3Y*

17.06%

5Y*

16.43%

10Y*

N/A

AEDAX

YTD

12.98%

1M

4.44%

6M

3.83%

1Y

-0.55%

3Y*

3.88%

5Y*

3.06%

10Y*

1.01%

*Annualized

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Amundi Nasdaq-100 UCITS USD

Invesco EQV European Equity Fund

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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ANXG.L vs. AEDAX — Risk-Adjusted Performance Rank

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

ANXG.L
The Risk-Adjusted Performance Rank of ANXG.L is 3838
Overall Rank
The Sharpe Ratio Rank of ANXG.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXG.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ANXG.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ANXG.L is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ANXG.L is 3434
Martin Ratio Rank

AEDAX
The Risk-Adjusted Performance Rank of AEDAX is 77
Overall Rank
The Sharpe Ratio Rank of AEDAX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of AEDAX is 66
Sortino Ratio Rank
The Omega Ratio Rank of AEDAX is 66
Omega Ratio Rank
The Calmar Ratio Rank of AEDAX is 88
Calmar Ratio Rank
The Martin Ratio Rank of AEDAX is 77
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.

ANXG.L vs. AEDAX - Risk-Adjusted Performance 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.


The current ANXG.L Sharpe Ratio is 0.38, which is higher than the AEDAX Sharpe Ratio of -0.13. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 9.32%.


TTM20242023202220212020201920182017201620152014
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
9.32%10.53%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%4.78%6.48%

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 -65.78%. Use the drawdown chart below to compare losses from any high point for ANXG.L and AEDAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ANXG.L vs. AEDAX - Volatility Comparison

Amundi Nasdaq-100 UCITS USD (ANXG.L) has a higher volatility of 6.86% compared to Invesco EQV European Equity Fund (AEDAX) at 3.41%. This indicates that ANXG.L's price experiences larger fluctuations and is considered to be riskier than AEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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