ANXG.L vs. JUP.L
Compare and contrast key facts about Amundi Nasdaq-100 UCITS USD (ANXG.L) and Jupiter Fund Management plc (JUP.L).
ANXG.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on Apr 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANXG.L or JUP.L.
Key characteristics
| ANXG.L | JUP.L | |
|---|---|---|
| YTD Return | 23.62% | -8.65% |
| 1Y Return | 31.43% | 0.55% |
| 3Y Return (Ann) | 11.46% | -26.95% |
| 5Y Return (Ann) | 21.21% | -20.10% |
| Sharpe Ratio | 1.91 | 0.10 |
| Sortino Ratio | 2.60 | 0.43 |
| Omega Ratio | 1.35 | 1.06 |
| Calmar Ratio | 2.49 | 0.05 |
| Martin Ratio | 7.56 | 0.45 |
| Ulcer Index | 4.02% | 8.80% |
| Daily Std Dev | 15.86% | 39.05% |
| Max Drawdown | -27.69% | -81.45% |
| Current Drawdown | 0.00% | -78.46% |
Correlation
The correlation between ANXG.L and JUP.L is 0.39, 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
ANXG.L vs. JUP.L - Performance Comparison
In the year-to-date period, ANXG.L achieves a 23.62% return, which is significantly higher than JUP.L's -8.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ANXG.L vs. JUP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and Jupiter Fund Management plc (JUP.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
ANXG.L vs. JUP.L - Dividend Comparison
ANXG.L has not paid dividends to shareholders, while JUP.L's dividend yield for the trailing twelve months is around 8.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JUP.L Jupiter Fund Management plc | 8.41% | 7.39% | 12.88% | 7.84% | 6.06% | 6.96% | 11.42% | 4.69% | 5.86% | 3.43% | 3.51% | 2.55% |
Drawdowns
ANXG.L vs. JUP.L - Drawdown Comparison
The maximum ANXG.L drawdown since its inception was -27.69%, smaller than the maximum JUP.L drawdown of -81.45%. Use the drawdown chart below to compare losses from any high point for ANXG.L and JUP.L. For additional features, visit the drawdowns tool.
Volatility
ANXG.L vs. JUP.L - Volatility Comparison
The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 4.53%, while Jupiter Fund Management plc (JUP.L) has a volatility of 7.36%. This indicates that ANXG.L experiences smaller price fluctuations and is considered to be less risky than JUP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.