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ANXU.L vs. MKSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ANXU.L vs. MKSI

Last updated Jun 5, 2026

ANXU.L (Amundi Nasdaq-100 UCITS USD) is Nasdaq-100 fund tracking the Russell 1000 Growth TR USD, while MKSI (MKS Instruments, Inc.) is a stock. Over the past 10 years, ANXU.L returned 21.70%/yr vs 22.84%/yr for MKSI. At a 0.34 correlation, their price movements are largely independent.

Performance

ANXU.L vs. MKSI - Performance Comparison

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

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Returns By Period

In the year-to-date period, ANXU.L achieves a 19.66% return, which is significantly lower than MKSI's 89.09% return. Over the past 10 years, ANXU.L has underperformed MKSI with an annualized return of 21.70%, while MKSI has yielded a comparatively higher 22.84% annualized return.

ANXU.L

1D
-0.70%
1M
6.79%
YTD
19.66%
6M
18.74%
1Y
39.57%
3Y*
28.16%
5Y*
17.78%
10Y*
21.70%

MKSI

1D
-8.65%
1M
2.76%
YTD
89.09%
6M
85.45%
1Y
247.94%
3Y*
46.39%
5Y*
10.94%
10Y*
22.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANXU.L vs. MKSI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ANXU.L
Amundi Nasdaq-100 UCITS USD		19.66%19.86%26.74%56.50%-33.24%27.83%47.17%40.88%-1.76%32.21%
MKSI
MKS Instruments, Inc.		89.09%54.37%2.21%22.62%-50.97%16.38%37.70%71.89%-31.06%60.48%

Correlation

The correlation between ANXU.L and MKSI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 13, 2011

0.34

The correlation between ANXU.L and MKSI shifts across timeframes, from 0.34 (all time) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Amundi Nasdaq-100 UCITS USD

MKS Instruments, Inc.

Often compared with ANXU.L:
ANXU.L vs. CNDX.ASANXU.L vs. EQQQ.DEANXU.L vs. QQQMANXU.L vs. QQQANXU.L vs. RACE.MIANXU.L vs. 10AJ.DEANXU.L vs. DAPP.L
Often compared with MKSI:
MKSI vs. SYNAMKSI vs. KLICMKSI vs. ASMLMKSI vs. GEMKSI vs. TOSTMKSI vs. VOOMKSI vs. QQQ

Return for Risk

ANXU.L vs. MKSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ANXU.L
ANXU.L Risk / Return Rank: 7676
Overall Rank
ANXU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ANXU.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
ANXU.L Omega Ratio Rank: 7575
Omega Ratio Rank
ANXU.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
ANXU.L Martin Ratio Rank: 7171
Martin Ratio Rank
MKSI
MKSI Risk / Return Rank: 9797
Overall Rank
MKSI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MKSI Sortino Ratio Rank: 9696
Sortino Ratio Rank
MKSI Omega Ratio Rank: 9595
Omega Ratio Rank
MKSI Calmar Ratio Rank: 9898
Calmar Ratio Rank
MKSI Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANXU.L vs. MKSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and MKS Instruments, Inc. (MKSI). 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.

ANXU.LMKSIDifference
Sharpe ratioReturn per unit of total volatility
2.54
4.85

-2.32

Sortino ratioReturn per unit of downside risk
3.51
4.37

-0.86

Omega ratioGain probability vs. loss probability

1.44

1.58

-0.14

Calmar ratioReturn relative to maximum drawdown

3.66

12.45

-8.78

Martin ratioReturn relative to average drawdown

13.14

41.30

-28.16

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANXU.L vs. MKSI - Sharpe Ratio Comparison

The current ANXU.L Sharpe Ratio is 2.54, which is lower than the MKSI Sharpe Ratio of 4.85. The chart below compares the historical Sharpe Ratios of ANXU.L and MKSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ANXU.LMKSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

4.85

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.22

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.17

0.49

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.19

0.25

+0.94

Drawdowns

ANXU.L vs. MKSI - Drawdown Comparison

The maximum ANXU.L drawdown since its inception was -35.13%, smaller than the maximum MKSI drawdown of -85.67%. Use the drawdown chart below to compare losses from any high point for ANXU.L and MKSI.

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Drawdown Indicators

ANXU.LMKSIDifference

Max Drawdown

Largest peak-to-trough decline

-35.13%

-85.67%

+50.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-20.06%

+9.05%

Max Drawdown (3Y)

Largest decline over 3 years

-22.45%

-59.11%

+36.66%

Max Drawdown (5Y)

Largest decline over 5 years

-35.13%

-66.90%

+31.77%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

-69.20%

+34.07%

Current Drawdown

Current decline from peak

-0.77%

-10.00%

+9.23%

Average Drawdown

Average peak-to-trough decline

-5.77%

-45.76%

+39.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

6.03%

-2.95%

Volatility

ANXU.L vs. MKSI - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXU.L) is 5.03%, while MKS Instruments, Inc. (MKSI) has a volatility of 15.35%. This indicates that ANXU.L experiences smaller price fluctuations and is considered to be less risky than MKSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ANXU.LMKSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

15.35%

-10.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

37.16%

-25.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

51.45%

-35.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

50.16%

-29.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

47.06%

-25.91%

Dividends

ANXU.L vs. MKSI - Dividend Comparison

ANXU.L has not paid dividends to shareholders, while MKSI's dividend yield for the trailing twelve months is around 0.31%.

PositionTTM20252024202320222021202020192018201720162015
ANXU.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%
MKSI
MKS Instruments, Inc.		0.31%0.55%0.84%0.86%1.04%0.49%0.53%0.73%1.21%0.75%1.14%1.88%

Frequently Asked Questions

ANXU.L and MKSI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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