AXA.DE vs. CNDX.L
Compare and contrast key facts about AXA SA (AXA.DE) and iShares NASDAQ 100 UCITS ETF (CNDX.L).
CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXA.DE or CNDX.L.
Key characteristics
| AXA.DE | CNDX.L | |
|---|---|---|
| YTD Return | 23.59% | 25.17% |
| 1Y Return | 31.67% | 37.88% |
| 3Y Return (Ann) | 16.71% | 9.72% |
| 5Y Return (Ann) | 14.57% | 21.11% |
| 10Y Return (Ann) | 13.27% | 18.16% |
| Sharpe Ratio | 1.86 | 2.09 |
| Sortino Ratio | 2.38 | 2.82 |
| Omega Ratio | 1.33 | 1.38 |
| Calmar Ratio | 2.29 | 2.76 |
| Martin Ratio | 8.42 | 9.70 |
| Ulcer Index | 3.64% | 3.50% |
| Daily Std Dev | 16.45% | 16.35% |
| Max Drawdown | -82.28% | -35.17% |
| Current Drawdown | -5.37% | -0.03% |
Correlation
The correlation between AXA.DE and CNDX.L is 0.41, 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
AXA.DE vs. CNDX.L - Performance Comparison
In the year-to-date period, AXA.DE achieves a 23.59% return, which is significantly lower than CNDX.L's 25.17% return. Over the past 10 years, AXA.DE has underperformed CNDX.L with an annualized return of 13.27%, while CNDX.L has yielded a comparatively higher 18.16% 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
AXA.DE vs. CNDX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) and iShares NASDAQ 100 UCITS ETF (CNDX.L). 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.
Dividends
AXA.DE vs. CNDX.L - Dividend Comparison
AXA.DE's dividend yield for the trailing twelve months is around 5.77%, more than CNDX.L's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXA.DE AXA SA | 5.77% | 5.76% | 5.87% | 5.44% | 10.95% | 5.31% | 6.66% | 4.67% | 4.58% | 3.74% | 4.21% | 3.57% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% | 0.16% |
Drawdowns
AXA.DE vs. CNDX.L - Drawdown Comparison
The maximum AXA.DE drawdown since its inception was -82.28%, which is greater than CNDX.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for AXA.DE and CNDX.L. For additional features, visit the drawdowns tool.
Volatility
AXA.DE vs. CNDX.L - Volatility Comparison
AXA SA (AXA.DE) and iShares NASDAQ 100 UCITS ETF (CNDX.L) have volatilities of 4.66% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.