BA.L vs. PACW.L
BA.L (BAE Systems plc) is a stock, while PACW.L (Amundi Prime All Country World UCITS ETF Income) is Global Equities fund tracking the Solactive GBS Global Markets Large & Mid Cap Index. Over the past year, BA.L returned -2.20% vs 30.63% for PACW.L. At a 0.17 correlation, their price movements are largely independent.
Performance
BA.L vs. PACW.L - Performance Comparison
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Different Trading Currencies
BA.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BA.L achieves a 10.86% return, which is significantly lower than PACW.L's 11.96% return.
BA.L
- 1D
- -0.45%
- 1M
- -6.61%
- YTD
- 10.86%
- 6M
- 15.62%
- 1Y
- -2.20%
- 3Y*
- 28.61%
- 5Y*
- 32.09%
- 10Y*
- 18.29%
PACW.L
- 1D
- -0.43%
- 1M
- 5.84%
- YTD
- 11.96%
- 6M
- 12.58%
- 1Y
- 30.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BA.L vs. PACW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BA.L BAE Systems plc | 10.86% | 30.72% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 11.96% | 9.58% |
Correlation
The correlation between BA.L and PACW.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025 | 0.17 |
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Return for Risk
BA.L vs. PACW.L — Risk / Return Rank
BA.L
PACW.L
BA.L vs. PACW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BA.L) and Amundi Prime All Country World UCITS ETF Income (PACW.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.
| BA.L | PACW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.56 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 4.32 | -4.42 |
| Martin ratioReturn relative to average drawdown | -0.22 | 17.62 | -17.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BA.L | PACW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.93 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.24 | -0.92 |
Drawdowns
BA.L vs. PACW.L - Drawdown Comparison
The maximum BA.L drawdown since its inception was -84.46%, which is greater than PACW.L's maximum drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for BA.L and PACW.L.
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Drawdown Indicators
| BA.L | PACW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.46% | -17.68% | -66.78% |
Max Drawdown (1Y)Largest decline over 1 year | -21.30% | -7.06% | -14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.80% | — | — |
Current DrawdownCurrent decline from peak | -18.48% | -0.43% | -18.05% |
Average DrawdownAverage peak-to-trough decline | -21.36% | -3.03% | -18.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 1.73% | +8.26% |
Volatility
BA.L vs. PACW.L - Volatility Comparison
BAE Systems plc (BA.L) has a higher volatility of 10.09% compared to Amundi Prime All Country World UCITS ETF Income (PACW.L) at 2.93%. This indicates that BA.L's price experiences larger fluctuations and is considered to be riskier than PACW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BA.L | PACW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 2.93% | +7.16% |
Volatility (6M)Calculated over the trailing 6-month period | 23.80% | 7.75% | +16.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.10% | 10.45% | +19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.81% | 13.93% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.07% | 13.93% | +11.14% |
Dividends
BA.L vs. PACW.L - Dividend Comparison
BA.L's dividend yield for the trailing twelve months is around 0.72%, less than PACW.L's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BA.L BAE Systems plc | 0.72% | 1.99% | 2.69% | 2.53% | 2.99% | 4.40% | 4.75% | 4.00% | 4.79% | 3.75% | 3.57% | 4.14% |
PACW.L Amundi Prime All Country World UCITS ETF Income | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BA.L and PACW.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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