ANXG.L vs. LGEN.L
Compare and contrast key facts about Amundi Nasdaq-100 UCITS USD (ANXG.L) and Legal & General Group plc (LGEN.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 LGEN.L.
Key characteristics
ANXG.L | LGEN.L | |
---|---|---|
YTD Return | 25.10% | -6.73% |
1Y Return | 31.44% | 4.05% |
3Y Return (Ann) | 11.73% | -2.54% |
5Y Return (Ann) | 21.65% | 3.09% |
Sharpe Ratio | 1.96 | 0.17 |
Sortino Ratio | 2.65 | 0.37 |
Omega Ratio | 1.35 | 1.04 |
Calmar Ratio | 2.56 | 0.21 |
Martin Ratio | 7.76 | 0.46 |
Ulcer Index | 4.02% | 7.11% |
Daily Std Dev | 15.86% | 18.96% |
Max Drawdown | -27.69% | -85.42% |
Current Drawdown | 0.00% | -13.46% |
Correlation
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.
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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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.