PortfoliosLab logo
ANXG.L vs. EQQQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ANXG.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

ANXG.L:

0.25

EQQQ.L:

0.25

Sortino Ratio

ANXG.L:

0.46

EQQQ.L:

0.46

Omega Ratio

ANXG.L:

1.06

EQQQ.L:

1.06

Calmar Ratio

ANXG.L:

0.20

EQQQ.L:

0.20

Martin Ratio

ANXG.L:

0.53

EQQQ.L:

0.52

Ulcer Index

ANXG.L:

9.19%

EQQQ.L:

9.19%

Daily Std Dev

ANXG.L:

21.40%

EQQQ.L:

21.10%

Max Drawdown

ANXG.L:

-27.69%

EQQQ.L:

-33.75%

Current Drawdown

ANXG.L:

-5.76%

EQQQ.L:

-5.81%

Returns By Period

The year-to-date returns for both stocks are quite close, with ANXG.L having a -1.34% return and EQQQ.L slightly lower at -1.40%.


ANXG.L

YTD
-1.34%
1M
3.98%
6M
-2.08%
1Y
5.46%
3Y*
18.86%
5Y*
15.34%
10Y*
N/A

EQQQ.L

YTD
-1.40%
1M
3.97%
6M
-1.91%
1Y
5.35%
3Y*
18.74%
5Y*
15.17%
10Y*
19.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi Nasdaq-100 UCITS USD

Invesco EQQQ NASDAQ-100 UCITS ETF

ANXG.L vs. EQQQ.L - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.


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

Risk-Adjusted Performance

ANXG.L vs. EQQQ.L — 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 2424
Overall Rank
The Sharpe Ratio Rank of ANXG.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXG.L is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ANXG.L is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ANXG.L is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ANXG.L is 2323
Martin Ratio Rank

EQQQ.L
The Risk-Adjusted Performance Rank of EQQQ.L is 2424
Overall Rank
The Sharpe Ratio Rank of EQQQ.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EQQQ.L is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EQQQ.L is 2323
Omega Ratio Rank
The Calmar Ratio Rank of EQQQ.L is 2525
Calmar Ratio Rank
The Martin Ratio Rank of EQQQ.L is 2222
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. EQQQ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) 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.


The current ANXG.L Sharpe Ratio is 0.25, which is comparable to the EQQQ.L Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of ANXG.L and EQQQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between ANXG.L and EQQQ.L is 0.57, 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. EQQQ.L - Dividend Comparison

ANXG.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.35%.


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%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.35%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%1.01%

Drawdowns

ANXG.L vs. EQQQ.L - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -27.69%, smaller than the maximum EQQQ.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for ANXG.L and EQQQ.L.


Loading data...

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

Volatility

ANXG.L vs. EQQQ.L - Volatility Comparison

Amundi Nasdaq-100 UCITS USD (ANXG.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) have volatilities of 2.96% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...