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C50U.L vs. MSED.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


C50U.LMSED.L
YTD Return12.61%13.23%
1Y Return21.60%-44.96%
3Y Return (Ann)7.50%-14.08%
Sharpe Ratio1.36-0.80
Daily Std Dev16.10%55.57%
Max Drawdown-34.81%-58.05%
Current Drawdown0.00%-46.53%

Correlation

-0.50.00.51.01.0

The correlation between C50U.L and MSED.L is 0.95, 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.

Performance

C50U.L vs. MSED.L - Performance Comparison

The year-to-date returns for both investments are quite close, with C50U.L having a 12.61% return and MSED.L slightly higher at 13.23%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
42.13%
-35.29%
C50U.L
MSED.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi EURO STOXX 50 UCITS ETF DR USD (C)

Lyxor Euro Stoxx 50 DR UCITS C

C50U.L vs. MSED.L - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than MSED.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
Expense ratio chart for C50U.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for MSED.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

C50U.L vs. MSED.L - 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 Lyxor Euro Stoxx 50 DR UCITS C (MSED.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.


C50U.L
Sharpe ratio
The chart of Sharpe ratio for C50U.L, currently valued at 1.36, compared to the broader market0.002.004.001.36
Sortino ratio
The chart of Sortino ratio for C50U.L, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.99
Omega ratio
The chart of Omega ratio for C50U.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.501.23
Calmar ratio
The chart of Calmar ratio for C50U.L, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.0012.0014.001.59
Martin ratio
The chart of Martin ratio for C50U.L, currently valued at 4.04, compared to the broader market0.0020.0040.0060.0080.004.04
MSED.L
Sharpe ratio
The chart of Sharpe ratio for MSED.L, currently valued at -0.79, compared to the broader market0.002.004.00-0.79
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.0010.00-0.61
Omega ratio
The chart of Omega ratio for MSED.L, currently valued at 0.76, compared to the broader market0.501.001.502.002.500.76
Calmar ratio
The chart of Calmar ratio for MSED.L, currently valued at -0.74, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.74
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at -1.03, compared to the broader market0.0020.0040.0060.0080.00-1.03

C50U.L vs. MSED.L - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 1.36, which is higher than the MSED.L Sharpe Ratio of -0.80. The chart below compares the 12-month rolling Sharpe Ratio of C50U.L and MSED.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.36
-0.79
C50U.L
MSED.L

Dividends

C50U.L vs. MSED.L - Dividend Comparison

Neither C50U.L nor MSED.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

C50U.L vs. MSED.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, smaller than the maximum MSED.L drawdown of -58.05%. Use the drawdown chart below to compare losses from any high point for C50U.L and MSED.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay0
-47.63%
C50U.L
MSED.L

Volatility

C50U.L vs. MSED.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) have volatilities of 4.45% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
4.45%
4.35%
C50U.L
MSED.L