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

Performance

ANXG.L vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ANXG.L:

0.36

QQQ:

0.53

Sortino Ratio

ANXG.L:

0.63

QQQ:

0.83

Omega Ratio

ANXG.L:

1.08

QQQ:

1.11

Calmar Ratio

ANXG.L:

0.31

QQQ:

0.53

Martin Ratio

ANXG.L:

0.85

QQQ:

1.70

Ulcer Index

ANXG.L:

9.00%

QQQ:

7.03%

Daily Std Dev

ANXG.L:

21.39%

QQQ:

25.56%

Max Drawdown

ANXG.L:

-27.69%

QQQ:

-82.98%

Current Drawdown

ANXG.L:

-4.91%

QQQ:

-0.37%

Returns By Period

In the year-to-date period, ANXG.L achieves a -0.45% return, which is significantly lower than QQQ's 8.69% return.


ANXG.L

YTD
-0.45%
1M
3.94%
6M
-0.64%
1Y
7.72%
3Y*
19.77%
5Y*
15.33%
10Y*
N/A

QQQ

YTD
8.69%
1M
4.21%
6M
9.55%
1Y
13.29%
3Y*
25.45%
5Y*
16.71%
10Y*
18.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Amundi Nasdaq-100 UCITS USD

Invesco QQQ

ANXG.L vs. QQQ - Expense Ratio Comparison

ANXG.L has a 0.13% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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

Risk-Adjusted Performance

ANXG.L vs. QQQ — 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 3131
Overall Rank
The Sharpe Ratio Rank of ANXG.L is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXG.L is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ANXG.L is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ANXG.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ANXG.L is 2929
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4242
Overall Rank
The Sharpe Ratio Rank of QQQ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4040
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 4747
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4343
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXG.L) and Invesco QQQ (QQQ). 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 0.36, which is lower than the QQQ Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ANXG.L and QQQ, 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

Correlation

The correlation between ANXG.L and QQQ 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.


Dividends

ANXG.L vs. QQQ - Dividend Comparison

ANXG.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.51%.


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%
QQQ
Invesco QQQ
0.51%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ANXG.L vs. QQQ - Drawdown Comparison

The maximum ANXG.L drawdown since its inception was -27.69%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ANXG.L and QQQ.


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

Volatility

ANXG.L vs. QQQ - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXG.L) is 2.78%, while Invesco QQQ (QQQ) has a volatility of 3.58%. This indicates that ANXG.L experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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