PortfoliosLab logoPortfoliosLab logo
CAT1.DE vs. LYPS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAT1.DE vs. LYPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Caterpillar Inc (CAT1.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CAT1.DE vs. LYPS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAT1.DE
Caterpillar Inc
27.65%43.29%31.35%22.19%25.03%28.32%12.15%22.32%-14.38%51.51%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
-2.76%4.89%32.52%22.69%-14.10%40.92%7.06%34.95%-1.02%6.97%

Returns By Period

In the year-to-date period, CAT1.DE achieves a 27.65% return, which is significantly higher than LYPS.DE's -2.76% return. Over the past 10 years, CAT1.DE has outperformed LYPS.DE with an annualized return of 27.62%, while LYPS.DE has yielded a comparatively lower 13.89% annualized return.


CAT1.DE

1D
-0.63%
1M
0.64%
YTD
27.65%
6M
51.65%
1Y
107.33%
3Y*
45.87%
5Y*
28.40%
10Y*
27.62%

LYPS.DE

1D
0.21%
1M
-2.53%
YTD
-2.76%
6M
-0.06%
1Y
10.51%
3Y*
16.19%
5Y*
12.34%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

CAT1.DE vs. LYPS.DE — Risk / Return Rank

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

CAT1.DE
CAT1.DE Risk / Return Rank: 9797
Overall Rank
CAT1.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CAT1.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
CAT1.DE Omega Ratio Rank: 9494
Omega Ratio Rank
CAT1.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
CAT1.DE Martin Ratio Rank: 9999
Martin Ratio Rank

LYPS.DE
LYPS.DE Risk / Return Rank: 4646
Overall Rank
LYPS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 6868
Martin Ratio Rank
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.

CAT1.DE vs. LYPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc (CAT1.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.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.


CAT1.DELYPS.DEDifference

Sharpe ratio

Return per unit of total volatility

3.03

0.61

+2.43

Sortino ratio

Return per unit of downside risk

3.64

0.92

+2.73

Omega ratio

Gain probability vs. loss probability

1.50

1.14

+0.36

Calmar ratio

Return relative to maximum drawdown

11.92

2.40

+9.52

Martin ratio

Return relative to average drawdown

32.95

8.14

+24.82

CAT1.DE vs. LYPS.DE - Sharpe Ratio Comparison

The current CAT1.DE Sharpe Ratio is 3.03, which is higher than the LYPS.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CAT1.DE and LYPS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CAT1.DELYPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.03

0.61

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.80

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.85

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.92

-0.42

Correlation

The correlation between CAT1.DE and LYPS.DE is 0.52, 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.


Dividends

CAT1.DE vs. LYPS.DE - Dividend Comparison

CAT1.DE's dividend yield for the trailing twelve months is around 0.71%, less than LYPS.DE's 1.03% yield.


TTM20252024202320222021202020192018201720162015
CAT1.DE
Caterpillar Inc
0.71%0.91%1.25%1.48%1.70%1.70%2.20%2.19%2.15%1.82%2.69%3.67%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
1.03%1.00%1.21%1.04%2.11%1.09%1.54%1.63%1.93%1.75%1.88%2.02%

Drawdowns

CAT1.DE vs. LYPS.DE - Drawdown Comparison

The maximum CAT1.DE drawdown since its inception was -71.74%, which is greater than LYPS.DE's maximum drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for CAT1.DE and LYPS.DE.


Loading graphics...

Drawdown Indicators


CAT1.DELYPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.74%

-33.81%

-37.93%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-8.43%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.13%

-23.37%

-13.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-33.81%

-6.66%

Current Drawdown

Current decline from peak

-4.27%

-4.98%

+0.71%

Average Drawdown

Average peak-to-trough decline

-14.74%

-4.05%

-10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.10%

+1.70%

Volatility

CAT1.DE vs. LYPS.DE - Volatility Comparison

Caterpillar Inc (CAT1.DE) has a higher volatility of 10.84% compared to Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) at 3.64%. This indicates that CAT1.DE's price experiences larger fluctuations and is considered to be riskier than LYPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CAT1.DELYPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

3.64%

+7.20%

Volatility (6M)

Calculated over the trailing 6-month period

25.62%

8.66%

+16.96%

Volatility (1Y)

Calculated over the trailing 1-year period

35.20%

17.23%

+17.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.92%

15.24%

+14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.00%

16.15%

+14.85%