C50U.L vs. BMW.DE
Compare and contrast key facts about Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Bayerische Motoren Werke Aktiengesellschaft (BMW.DE).
C50U.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 14, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: C50U.L or BMW.DE.
Key characteristics
| C50U.L | BMW.DE | |
|---|---|---|
| YTD Return | 5.52% | -28.79% |
| 1Y Return | 17.10% | -22.17% |
| 3Y Return (Ann) | 3.84% | -2.55% |
| Sharpe Ratio | 1.16 | -0.91 |
| Sortino Ratio | 1.69 | -1.15 |
| Omega Ratio | 1.20 | 0.85 |
| Calmar Ratio | 1.98 | -0.64 |
| Martin Ratio | 5.66 | -1.35 |
| Ulcer Index | 3.26% | 17.56% |
| Daily Std Dev | 15.87% | 26.11% |
| Max Drawdown | -34.81% | -62.33% |
| Current Drawdown | -8.83% | -37.46% |
Correlation
The correlation between C50U.L and BMW.DE is 0.67, 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
C50U.L vs. BMW.DE - Performance Comparison
In the year-to-date period, C50U.L achieves a 5.52% return, which is significantly higher than BMW.DE's -28.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
C50U.L vs. BMW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Bayerische Motoren Werke Aktiengesellschaft (BMW.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.
Dividends
C50U.L vs. BMW.DE - Dividend Comparison
C50U.L has not paid dividends to shareholders, while BMW.DE's dividend yield for the trailing twelve months is around 8.88%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C50U.L Amundi EURO STOXX 50 UCITS ETF DR USD (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BMW.DE Bayerische Motoren Werke Aktiengesellschaft | 8.88% | 8.43% | 6.96% | 2.15% | 3.46% | 4.79% | 5.66% | 4.03% | 3.61% | 2.97% | 2.90% | 2.93% |
Drawdowns
C50U.L vs. BMW.DE - Drawdown Comparison
The maximum C50U.L drawdown since its inception was -34.81%, smaller than the maximum BMW.DE drawdown of -62.33%. Use the drawdown chart below to compare losses from any high point for C50U.L and BMW.DE. For additional features, visit the drawdowns tool.
Volatility
C50U.L vs. BMW.DE - Volatility Comparison
The current volatility for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) is 5.37%, while Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) has a volatility of 10.76%. This indicates that C50U.L experiences smaller price fluctuations and is considered to be less risky than BMW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.