CACX.L vs. AI.PA
Compare and contrast key facts about Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and L'Air Liquide S.A. (AI.PA).
CACX.L is a passively managed fund by Amundi that tracks the performance of the Euronext Paris CAC 40 NR EUR. It was launched on Dec 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CACX.L or AI.PA.
Key characteristics
| CACX.L | AI.PA | |
|---|---|---|
| YTD Return | -4.15% | 4.04% |
| 1Y Return | -0.38% | 9.98% |
| 3Y Return (Ann) | 1.38% | 10.81% |
| 5Y Return (Ann) | 4.64% | 12.51% |
| 10Y Return (Ann) | 6.44% | 11.94% |
| Sharpe Ratio | -0.06 | 0.51 |
| Sortino Ratio | 0.01 | 0.88 |
| Omega Ratio | 1.00 | 1.11 |
| Calmar Ratio | -0.06 | 1.04 |
| Martin Ratio | -0.12 | 2.09 |
| Ulcer Index | 6.50% | 4.34% |
| Daily Std Dev | 13.06% | 17.67% |
| Max Drawdown | -32.83% | -39.43% |
| Current Drawdown | -12.25% | -7.08% |
Correlation
The correlation between CACX.L and AI.PA 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.
Performance
CACX.L vs. AI.PA - Performance Comparison
In the year-to-date period, CACX.L achieves a -4.15% return, which is significantly lower than AI.PA's 4.04% return. Over the past 10 years, CACX.L has underperformed AI.PA with an annualized return of 6.44%, while AI.PA has yielded a comparatively higher 11.94% annualized 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
CACX.L vs. AI.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and L'Air Liquide S.A. (AI.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
CACX.L vs. AI.PA - Dividend Comparison
CACX.L's dividend yield for the trailing twelve months is around 2.90%, more than AI.PA's 1.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 2.90% | 2.78% | 2.54% | 1.94% | 1.66% | 3.03% | 3.70% | 2.94% | 3.49% | 3.46% | 0.41% | 0.00% |
AI.PA L'Air Liquide S.A. | 1.78% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% |
Drawdowns
CACX.L vs. AI.PA - Drawdown Comparison
The maximum CACX.L drawdown since its inception was -32.83%, smaller than the maximum AI.PA drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for CACX.L and AI.PA. For additional features, visit the drawdowns tool.
Volatility
CACX.L vs. AI.PA - Volatility Comparison
The current volatility for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) is 4.89%, while L'Air Liquide S.A. (AI.PA) has a volatility of 5.74%. This indicates that CACX.L experiences smaller price fluctuations and is considered to be less risky than AI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.