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ANXU.L vs. NASDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANXU.L and NASDX 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. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Nasdaq-100 UCITS USD (ANXU.L) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

700.00%750.00%800.00%850.00%900.00%December2025FebruaryMarchAprilMay
819.91%
804.19%
ANXU.L
NASDX

Key characteristics

Sharpe Ratio

ANXU.L:

0.53

NASDX:

0.45

Sortino Ratio

ANXU.L:

0.83

NASDX:

0.80

Omega Ratio

ANXU.L:

1.11

NASDX:

1.11

Calmar Ratio

ANXU.L:

0.51

NASDX:

0.50

Martin Ratio

ANXU.L:

1.70

NASDX:

1.62

Ulcer Index

ANXU.L:

6.69%

NASDX:

6.96%

Daily Std Dev

ANXU.L:

21.83%

NASDX:

25.25%

Max Drawdown

ANXU.L:

-35.13%

NASDX:

-81.69%

Current Drawdown

ANXU.L:

-9.27%

NASDX:

-9.44%

Returns By Period

In the year-to-date period, ANXU.L achieves a -5.60% return, which is significantly lower than NASDX's -4.44% return. Both investments have delivered pretty close results over the past 10 years, with ANXU.L having a 17.00% annualized return and NASDX not far behind at 16.73%.


ANXU.L

YTD

-5.60%

1M

12.49%

6M

-4.38%

1Y

11.63%

5Y*

17.86%

10Y*

17.00%

NASDX

YTD

-4.44%

1M

17.35%

6M

-4.71%

1Y

11.36%

5Y*

17.39%

10Y*

16.73%

*Annualized

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ANXU.L vs. NASDX - Expense Ratio Comparison

ANXU.L has a 0.13% expense ratio, which is lower than NASDX's 0.63% expense ratio.


Risk-Adjusted Performance

ANXU.L vs. NASDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANXU.L
The Risk-Adjusted Performance Rank of ANXU.L is 5858
Overall Rank
The Sharpe Ratio Rank of ANXU.L is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXU.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ANXU.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ANXU.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ANXU.L is 5555
Martin Ratio Rank

NASDX
The Risk-Adjusted Performance Rank of NASDX is 5454
Overall Rank
The Sharpe Ratio Rank of NASDX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NASDX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NASDX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of NASDX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NASDX is 5151
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.

ANXU.L vs. NASDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 UCITS USD (ANXU.L) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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 ANXU.L Sharpe Ratio is 0.53, which is comparable to the NASDX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ANXU.L and NASDX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.52
0.45
ANXU.L
NASDX

Dividends

ANXU.L vs. NASDX - Dividend Comparison

ANXU.L has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 0.34%.


TTM20242023202220212020201920182017201620152014
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%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
0.34%0.36%0.45%0.50%0.15%0.37%0.47%0.94%1.35%0.75%0.86%1.02%

Drawdowns

ANXU.L vs. NASDX - Drawdown Comparison

The maximum ANXU.L drawdown since its inception was -35.13%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for ANXU.L and NASDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.27%
-9.44%
ANXU.L
NASDX

Volatility

ANXU.L vs. NASDX - Volatility Comparison

The current volatility for Amundi Nasdaq-100 UCITS USD (ANXU.L) is 9.47%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 13.82%. This indicates that ANXU.L experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
9.47%
13.82%
ANXU.L
NASDX