BMPS.MI vs. LOGS.DE

Last updated Jul 21, 2026

BMPS.MI (Banca Monte dei Paschi di Siena SpA) is a stock, while LOGS.DE (Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc) is Energy Equities fund tracking the STOXX® Europe 600 Energy ESG+. Over the past 10 years, BMPS.MI returned -41.54%/yr vs 11.52%/yr for LOGS.DE. At a 0.27 correlation, their price movements are largely independent.

Performance

BMPS.MI vs. LOGS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banca Monte dei Paschi di Siena SpA (BMPS.MI) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BMPS.MI achieves a 35.67% return, which is significantly higher than LOGS.DE's 31.28% return. Over the past 10 years, BMPS.MI has underperformed LOGS.DE with an annualized return of -41.54%, while LOGS.DE has yielded a comparatively higher 11.52% annualized return.

BMPS.MI

• 1D: 0.72%
• 1M: 2.65%
• 6M: 39.18%
• YTD: 35.67%
• 1Y: 76.45%
• 3Y*: 79.17%
• 5Y*: -33.46%
• 10Y*: -41.54%
• ALL TIME*: -42.10%

LOGS.DE

• 1D: 1.18%
• 1M: 3.06%
• 6M: 25.38%
• YTD: 31.28%
• 1Y: 51.42%
• 3Y*: 23.60%
• 5Y*: 23.06%
• 10Y*: 11.52%
• ALL TIME*: 4.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BMPS.MI vs. LOGS.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BMPS.MI Banca Monte dei Paschi di Siena SpA	35.67%	50.06%	134.35%	58.47%	-97.84%	-14.48%	-25.39%	-6.52%	-61.79%	-74.05%
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	31.28%	44.49%	-2.07%	2.19%	28.95%	21.07%	-21.75%	11.25%	-0.78%	1.96%

Correlation

The correlation between BMPS.MI and LOGS.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008	0.27

Over the past year, the correlation between BMPS.MI and LOGS.DE has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Return for Risk

BMPS.MI vs. LOGS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMPS.MI

BMPS.MI Risk / Return Rank: 90
BMPS.MI Sharpe Ratio Rank: 94
BMPS.MI Sortino Ratio Rank: 93
BMPS.MI Omega Ratio Rank: 91
BMPS.MI Calmar Ratio Rank: 87
BMPS.MI Martin Ratio Rank: 88

LOGS.DE

LOGS.DE Risk / Return Rank: 92
LOGS.DE Sharpe Ratio Rank: 95
LOGS.DE Sortino Ratio Rank: 92
LOGS.DE Omega Ratio Rank: 92
LOGS.DE Calmar Ratio Rank: 92
LOGS.DE Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMPS.MI vs. LOGS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banca Monte dei Paschi di Siena SpA (BMPS.MI) and Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BMPS.MI	LOGS.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.85	-0.60
Sortino ratio: Return per unit of downside risk	3.13	3.55	-0.43
Omega ratio: Gain probability vs. loss probability	1.38	1.47	-0.09
Calmar ratio: Return relative to maximum drawdown	3.00	4.39	-1.38
Martin ratio: Return relative to average drawdown	8.23	15.34	-7.11

BMPS.MI vs. LOGS.DE - Sharpe Ratio Comparison

The current BMPS.MI Sharpe Ratio is 2.25, which is comparable to the LOGS.DE Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of BMPS.MI and LOGS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BMPS.MI vs. LOGS.DE - Drawdown Comparison

The maximum BMPS.MI drawdown since its inception was -100.00%, which is greater than LOGS.DE's maximum drawdown of -56.41%. Use the drawdown chart below to compare losses from any high point for BMPS.MI and LOGS.DE.

Drawdown Indicators

	BMPS.MI	LOGS.DE	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-56.41%	-43.59%
Max Drawdown (1Y) Largest decline over 1 year	-25.45%	-11.66%	-13.79%
Max Drawdown (3Y) Largest decline over 3 years	-25.45%	-21.16%	-4.29%
Max Drawdown (5Y) Largest decline over 5 years	-98.64%	-21.16%	-77.48%
Max Drawdown (10Y) Largest decline over 10 years	-99.95%	-56.41%	-43.54%
Current Drawdown Current decline from peak	-100.00%	-4.70%	-95.30%
Average Drawdown Average peak-to-trough decline	-87.17%	-18.90%	-68.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.29%	3.34%	+5.95%

Volatility

BMPS.MI vs. LOGS.DE - Volatility Comparison

The current volatility for Banca Monte dei Paschi di Siena SpA (BMPS.MI) is 4.97%, while Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc (LOGS.DE) has a volatility of 5.52%. This indicates that BMPS.MI experiences smaller price fluctuations and is considered to be less risky than LOGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BMPS.MI	LOGS.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	5.52%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	25.41%	14.12%	+11.29%
Volatility (1Y) Calculated over the trailing 1-year period	34.10%	18.00%	+16.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.94%	21.69%	+40.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.81%	23.90%	+37.91%

Dividends

BMPS.MI vs. LOGS.DE - Dividend Comparison

BMPS.MI's dividend yield for the trailing twelve months is around 7.64%, while LOGS.DE has not paid dividends to shareholders.

Position	TTM	2025	2024
BMPS.MI Banca Monte dei Paschi di Siena SpA	7.64%	9.42%	3.67%
LOGS.DE Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BMPS.MI and LOGS.DE in my portfolio?

BMPS.MI and LOGS.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.