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

Key characteristics


ANXG.LLGEN.L
YTD Return25.10%-6.73%
1Y Return31.44%4.05%
3Y Return (Ann)11.73%-2.54%
5Y Return (Ann)21.65%3.09%
Sharpe Ratio1.960.17
Sortino Ratio2.650.37
Omega Ratio1.351.04
Calmar Ratio2.560.21
Martin Ratio7.760.46
Ulcer Index4.02%7.11%
Daily Std Dev15.86%18.96%
Max Drawdown-27.69%-85.42%
Current Drawdown0.00%-13.46%

Correlation

-0.50.00.51.00.4

The correlation between ANXG.L and LGEN.L is 0.40, 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. LGEN.L - Performance Comparison

In the year-to-date period, ANXG.L achieves a 25.10% return, which is significantly higher than LGEN.L's -6.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.54%
-8.99%
ANXG.L
LGEN.L

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Risk-Adjusted Performance

ANXG.L vs. LGEN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and Legal & General Group plc (LGEN.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.


ANXG.L
Sharpe ratio
The chart of Sharpe ratio for ANXG.L, currently valued at 2.09, compared to the broader market-2.000.002.004.002.09
Sortino ratio
The chart of Sortino ratio for ANXG.L, currently valued at 2.79, compared to the broader market0.005.0010.002.79
Omega ratio
The chart of Omega ratio for ANXG.L, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ANXG.L, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for ANXG.L, currently valued at 9.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.72
LGEN.L
Sharpe ratio
The chart of Sharpe ratio for LGEN.L, currently valued at 0.26, compared to the broader market-2.000.002.004.000.26
Sortino ratio
The chart of Sortino ratio for LGEN.L, currently valued at 0.50, compared to the broader market0.005.0010.000.50
Omega ratio
The chart of Omega ratio for LGEN.L, currently valued at 1.06, compared to the broader market1.001.502.002.503.001.06
Calmar ratio
The chart of Calmar ratio for LGEN.L, currently valued at 0.24, compared to the broader market0.005.0010.0015.000.24
Martin ratio
The chart of Martin ratio for LGEN.L, currently valued at 0.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.84

ANXG.L vs. LGEN.L - Sharpe Ratio Comparison

The current ANXG.L Sharpe Ratio is 1.96, which is higher than the LGEN.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ANXG.L and LGEN.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.09
0.26
ANXG.L
LGEN.L

Dividends

ANXG.L vs. LGEN.L - Dividend Comparison

ANXG.L has not paid dividends to shareholders, while LGEN.L's dividend yield for the trailing twelve months is around 9.61%.


TTM20232022202120202019201820172016201520142013
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%
LGEN.L
Legal & General Group plc
9.61%7.82%7.50%5.99%6.60%5.53%6.77%5.36%5.63%4.41%3.94%3.63%

Drawdowns

ANXG.L vs. LGEN.L - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -27.69%, smaller than the maximum LGEN.L drawdown of -85.42%. Use the drawdown chart below to compare losses from any high point for ANXG.L and LGEN.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.18%
-17.19%
ANXG.L
LGEN.L

Volatility

ANXG.L vs. LGEN.L - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 4.50%, while Legal & General Group plc (LGEN.L) has a volatility of 6.09%. This indicates that ANXG.L experiences smaller price fluctuations and is considered to be less risky than LGEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.50%
6.09%
ANXG.L
LGEN.L