BESI.AS vs. LQQ.PA
Compare and contrast key facts about BE Semiconductor Industries NV (BESI.AS) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA).
LQQ.PA is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100® Leverage (2x) index. It was launched on Jun 27, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BESI.AS or LQQ.PA.
Performance
BESI.AS vs. LQQ.PA - Performance Comparison
Returns By Period
In the year-to-date period, BESI.AS achieves a -17.62% return, which is significantly lower than LQQ.PA's 46.47% return. Over the past 10 years, BESI.AS has outperformed LQQ.PA with an annualized return of 34.63%, while LQQ.PA has yielded a comparatively lower 30.14% annualized return.
BESI.AS
-17.62%
6.61%
-20.55%
-6.17%
29.99%
34.63%
LQQ.PA
46.47%
4.80%
19.71%
60.84%
31.81%
30.14%
Key characteristics
| BESI.AS | LQQ.PA | |
|---|---|---|
| Sharpe Ratio | -0.12 | 1.74 |
| Sortino Ratio | 0.15 | 2.24 |
| Omega Ratio | 1.02 | 1.31 |
| Calmar Ratio | -0.13 | 2.26 |
| Martin Ratio | -0.25 | 7.02 |
| Ulcer Index | 24.06% | 8.08% |
| Daily Std Dev | 47.46% | 32.54% |
| Max Drawdown | -96.13% | -75.86% |
| Current Drawdown | -36.85% | -4.05% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between BESI.AS and LQQ.PA is 0.48, 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.
Risk-Adjusted Performance
BESI.AS vs. LQQ.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BE Semiconductor Industries NV (BESI.AS) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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
BESI.AS vs. LQQ.PA - Dividend Comparison
BESI.AS's dividend yield for the trailing twelve months is around 1.94%, while LQQ.PA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESI.AS BE Semiconductor Industries NV | 1.94% | 2.09% | 5.89% | 2.27% | 2.04% | 4.85% | 12.56% | 1.99% | 3.16% | 8.08% | 1.78% | 6.33% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 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
BESI.AS vs. LQQ.PA - Drawdown Comparison
The maximum BESI.AS drawdown since its inception was -96.13%, which is greater than LQQ.PA's maximum drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for BESI.AS and LQQ.PA. For additional features, visit the drawdowns tool.
Volatility
BESI.AS vs. LQQ.PA - Volatility Comparison
BE Semiconductor Industries NV (BESI.AS) has a higher volatility of 13.25% compared to Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) at 10.61%. This indicates that BESI.AS's price experiences larger fluctuations and is considered to be riskier than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.