AXA.DE vs. CSPX.L
Compare and contrast key facts about AXA SA (AXA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXA.DE or CSPX.L.
Key characteristics
| AXA.DE | CSPX.L | |
|---|---|---|
| YTD Return | 23.59% | 26.77% |
| 1Y Return | 31.67% | 39.01% |
| 3Y Return (Ann) | 16.71% | 10.12% |
| 5Y Return (Ann) | 14.57% | 15.74% |
| 10Y Return (Ann) | 13.27% | 13.08% |
| Sharpe Ratio | 1.86 | 3.27 |
| Sortino Ratio | 2.38 | 4.52 |
| Omega Ratio | 1.33 | 1.62 |
| Calmar Ratio | 2.29 | 4.93 |
| Martin Ratio | 8.42 | 21.21 |
| Ulcer Index | 3.64% | 1.78% |
| Daily Std Dev | 16.45% | 11.56% |
| Max Drawdown | -82.28% | -33.90% |
| Current Drawdown | -5.37% | 0.00% |
Correlation
The correlation between AXA.DE and CSPX.L is 0.43, 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. CSPX.L - Performance Comparison
In the year-to-date period, AXA.DE achieves a 23.59% return, which is significantly lower than CSPX.L's 26.77% return. Both investments have delivered pretty close results over the past 10 years, with AXA.DE having a 13.27% annualized return and CSPX.L not far behind at 13.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
AXA.DE vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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. CSPX.L - Dividend Comparison
AXA.DE's dividend yield for the trailing twelve months is around 5.77%, while CSPX.L has not paid dividends to shareholders.
| 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% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AXA.DE vs. CSPX.L - Drawdown Comparison
The maximum AXA.DE drawdown since its inception was -82.28%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for AXA.DE and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
AXA.DE vs. CSPX.L - Volatility Comparison
AXA SA (AXA.DE) has a higher volatility of 4.66% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.75%. This indicates that AXA.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.