BAS.DE vs. MEUD.L
Compare and contrast key facts about BASF SE (BAS.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L).
MEUD.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAS.DE or MEUD.L.
Performance
BAS.DE vs. MEUD.L - Performance Comparison
Returns By Period
In the year-to-date period, BAS.DE achieves a -5.30% return, which is significantly lower than MEUD.L's 3.41% return. Over the past 10 years, BAS.DE has underperformed MEUD.L with an annualized return of -0.13%, while MEUD.L has yielded a comparatively higher 7.35% annualized return.
BAS.DE
-5.30%
-8.25%
-12.47%
4.31%
-2.79%
-0.13%
MEUD.L
3.41%
-3.67%
-5.37%
8.14%
6.76%
7.35%
Key characteristics
| BAS.DE | MEUD.L | |
|---|---|---|
| Sharpe Ratio | 0.24 | 0.79 |
| Sortino Ratio | 0.50 | 1.17 |
| Omega Ratio | 1.06 | 1.14 |
| Calmar Ratio | 0.15 | 1.26 |
| Martin Ratio | 0.57 | 3.36 |
| Ulcer Index | 9.86% | 2.40% |
| Daily Std Dev | 23.27% | 10.20% |
| Max Drawdown | -60.28% | -28.57% |
| Current Drawdown | -33.02% | -5.56% |
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Correlation
The correlation between BAS.DE and MEUD.L is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BAS.DE vs. MEUD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.DE) and Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.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
BAS.DE vs. MEUD.L - Dividend Comparison
BAS.DE's dividend yield for the trailing twelve months is around 7.89%, while MEUD.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAS.DE BASF SE | 7.89% | 6.97% | 7.33% | 5.34% | 5.10% | 4.75% | 5.13% | 3.27% | 3.28% | 3.96% | 3.86% | 3.36% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF 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
BAS.DE vs. MEUD.L - Drawdown Comparison
The maximum BAS.DE drawdown since its inception was -60.28%, which is greater than MEUD.L's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for BAS.DE and MEUD.L. For additional features, visit the drawdowns tool.
Volatility
BAS.DE vs. MEUD.L - Volatility Comparison
BASF SE (BAS.DE) has a higher volatility of 10.11% compared to Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) at 4.77%. This indicates that BAS.DE's price experiences larger fluctuations and is considered to be riskier than MEUD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.