ANXU.L vs. ^GSPC
Compare and contrast key facts about Amundi Nasdaq-100 UCITS USD (ANXU.L) and S&P 500 (^GSPC).
ANXU.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. 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: ANXU.L or ^GSPC.
Key characteristics
| ANXU.L | ^GSPC | |
|---|---|---|
| YTD Return | 24.83% | 24.72% |
| 1Y Return | 32.90% | 32.12% |
| 3Y Return (Ann) | 9.80% | 8.33% |
| 5Y Return (Ann) | 21.07% | 13.81% |
| 10Y Return (Ann) | 18.25% | 11.31% |
| Sharpe Ratio | 2.07 | 2.66 |
| Sortino Ratio | 2.81 | 3.56 |
| Omega Ratio | 1.38 | 1.50 |
| Calmar Ratio | 2.77 | 3.81 |
| Martin Ratio | 9.67 | 17.03 |
| Ulcer Index | 3.51% | 1.90% |
| Daily Std Dev | 16.32% | 12.16% |
| Max Drawdown | -35.13% | -56.78% |
| Current Drawdown | -0.48% | -0.87% |
Correlation
The correlation between ANXU.L and ^GSPC is 0.47, 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
ANXU.L vs. ^GSPC - Performance Comparison
The year-to-date returns for both stocks are quite close, with ANXU.L having a 24.83% return and ^GSPC slightly lower at 24.72%. Over the past 10 years, ANXU.L has outperformed ^GSPC with an annualized return of 18.25%, while ^GSPC has yielded a comparatively lower 11.31% annualized 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
ANXU.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and S&P 500 (^GSPC). 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.
Drawdowns
ANXU.L vs. ^GSPC - Drawdown Comparison
The maximum ANXU.L drawdown since its inception was -35.13%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ANXU.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ANXU.L vs. ^GSPC - Volatility Comparison
Amundi Nasdaq-100 UCITS USD (ANXU.L) has a higher volatility of 4.83% compared to S&P 500 (^GSPC) at 3.81%. This indicates that ANXU.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.