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ARGX vs. LIGS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARGX vs. LIGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in argenx SE (ARGX) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARGX is traded in USD, while LIGS.DE is traded in EUR. To make them comparable, the LIGS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARGX achieves a 6.25% return, which is significantly higher than LIGS.DE's 4.49% return.


ARGX

1D
-0.60%
1M
11.79%
YTD
6.25%
6M
1.77%
1Y
54.62%
3Y*
31.12%
5Y*
23.21%
10Y*

LIGS.DE

1D
1.90%
1M
2.52%
YTD
4.49%
6M
6.06%
1Y
14.26%
3Y*
18.82%
5Y*
9.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARGX vs. LIGS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARGX
argenx SE
6.25%36.74%61.66%0.42%8.18%19.08%83.21%55.09%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
4.49%39.86%8.03%27.26%-23.24%17.44%16.50%23.04%

Correlation

The correlation between ARGX and LIGS.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.15

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2019

0.22

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Return for Risk

ARGX vs. LIGS.DE — Risk / Return Rank

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

ARGX
ARGX Risk / Return Rank: 8181
Overall Rank
ARGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ARGX Sortino Ratio Rank: 8585
Sortino Ratio Rank
ARGX Omega Ratio Rank: 8282
Omega Ratio Rank
ARGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ARGX Martin Ratio Rank: 7777
Martin Ratio Rank

LIGS.DE
LIGS.DE Risk / Return Rank: 2424
Overall Rank
LIGS.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 2828
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.

ARGX vs. LIGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for argenx SE (ARGX) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARGXLIGS.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.31

1.12

+0.19

Calmar ratioReturn relative to maximum drawdown

1.84

0.85

+0.99

Martin ratioReturn relative to average drawdown

4.89

2.89

+2.00

ARGX vs. LIGS.DE - Sharpe Ratio Comparison

The current ARGX Sharpe Ratio is 1.71, which is higher than the LIGS.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ARGX and LIGS.DE, 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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Drawdowns

ARGX vs. LIGS.DE - Drawdown Comparison

The maximum ARGX drawdown since its inception was -38.20%, smaller than the maximum LIGS.DE drawdown of -42.63%. Use the drawdown chart below to compare losses from any high point for ARGX and LIGS.DE.


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Drawdown Indicators


ARGXLIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.20%

-42.63%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-28.58%

-15.27%

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-38.20%

-18.76%

-19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-38.20%

-41.89%

+3.69%

Current Drawdown

Current decline from peak

-3.88%

-5.18%

+1.30%

Average Drawdown

Average peak-to-trough decline

-11.08%

-8.90%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.79%

4.51%

+6.28%

Volatility

ARGX vs. LIGS.DE - Volatility Comparison

argenx SE (ARGX) has a higher volatility of 11.41% compared to Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) at 6.65%. This indicates that ARGX's price experiences larger fluctuations and is considered to be riskier than LIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARGXLIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.41%

6.65%

+4.76%

Volatility (6M)

Calculated over the trailing 6-month period

22.41%

17.60%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

30.80%

20.98%

+9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.55%

22.42%

+16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.52%

23.61%

+27.91%

Dividends

ARGX vs. LIGS.DE - Dividend Comparison

Neither ARGX nor LIGS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ARGX and LIGS.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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