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CI2G.L vs. FRIN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CI2G.LFRIN.L
YTD Return7.47%8.01%
1Y Return31.06%33.55%
3Y Return (Ann)15.05%16.27%
Sharpe Ratio2.642.77
Daily Std Dev11.76%12.09%
Max Drawdown-37.13%-36.20%
Current Drawdown-1.93%-1.41%

Correlation

-0.50.00.51.01.0

The correlation between CI2G.L and FRIN.L is 0.96, 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

CI2G.L vs. FRIN.L - Performance Comparison

In the year-to-date period, CI2G.L achieves a 7.47% return, which is significantly lower than FRIN.L's 8.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.39%
17.39%
CI2G.L
FRIN.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 MSCI India UCITS ETF USD

Franklin FTSE India UCITS ETF

CI2G.L vs. FRIN.L - Expense Ratio Comparison

CI2G.L has a 0.80% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.

CI2G.L
Amundi MSCI India UCITS ETF USD
0.50%1.00%1.50%2.00%0.80%
0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

CI2G.L vs. FRIN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI India UCITS ETF USD (CI2G.L) and Franklin FTSE India UCITS ETF (FRIN.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.


CI2G.L
Sharpe ratio
The chart of Sharpe ratio for CI2G.L, currently valued at 2.51, compared to the broader market-1.000.001.002.003.004.005.002.51
Sortino ratio
The chart of Sortino ratio for CI2G.L, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.003.37
Omega ratio
The chart of Omega ratio for CI2G.L, currently valued at 1.45, compared to the broader market1.001.502.002.501.45
Calmar ratio
The chart of Calmar ratio for CI2G.L, currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.0012.001.70
Martin ratio
The chart of Martin ratio for CI2G.L, currently valued at 16.86, compared to the broader market0.0020.0040.0060.0016.86
FRIN.L
Sharpe ratio
The chart of Sharpe ratio for FRIN.L, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.005.002.61
Sortino ratio
The chart of Sortino ratio for FRIN.L, currently valued at 3.49, compared to the broader market-2.000.002.004.006.008.003.49
Omega ratio
The chart of Omega ratio for FRIN.L, currently valued at 1.47, compared to the broader market1.001.502.002.501.47
Calmar ratio
The chart of Calmar ratio for FRIN.L, currently valued at 2.07, compared to the broader market0.002.004.006.008.0010.0012.002.07
Martin ratio
The chart of Martin ratio for FRIN.L, currently valued at 19.68, compared to the broader market0.0020.0040.0060.0019.68

CI2G.L vs. FRIN.L - Sharpe Ratio Comparison

The current CI2G.L Sharpe Ratio is 2.64, which roughly equals the FRIN.L Sharpe Ratio of 2.77. The chart below compares the 12-month rolling Sharpe Ratio of CI2G.L and FRIN.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
2.51
2.61
CI2G.L
FRIN.L

Dividends

CI2G.L vs. FRIN.L - Dividend Comparison

Neither CI2G.L nor FRIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CI2G.L vs. FRIN.L - Drawdown Comparison

The maximum CI2G.L drawdown since its inception was -37.13%, roughly equal to the maximum FRIN.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for CI2G.L and FRIN.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.53%
-3.25%
CI2G.L
FRIN.L

Volatility

CI2G.L vs. FRIN.L - Volatility Comparison

The current volatility for Amundi MSCI India UCITS ETF USD (CI2G.L) is 3.48%, while Franklin FTSE India UCITS ETF (FRIN.L) has a volatility of 3.74%. This indicates that CI2G.L experiences smaller price fluctuations and is considered to be less risky than FRIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.48%
3.74%
CI2G.L
FRIN.L