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CL2.F vs. LQQ.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CL2.F vs. LQQ.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CyberAgent, Inc. (CL2.F) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

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CL2.F vs. LQQ.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CL2.F
CyberAgent, Inc.
1.38%9.85%14.79%-29.87%-43.83%5.23%79.04%-6.54%2.55%36.44%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
-10.77%14.16%57.02%112.33%-59.20%71.22%74.17%83.28%-3.57%48.53%

Returns By Period

In the year-to-date period, CL2.F achieves a 1.38% return, which is significantly higher than LQQ.PA's -10.77% return. Over the past 10 years, CL2.F has underperformed LQQ.PA with an annualized return of 3.99%, while LQQ.PA has yielded a comparatively higher 29.73% annualized return.


CL2.F

1D
3.52%
1M
-1.34%
YTD
1.38%
6M
-27.94%
1Y
5.76%
3Y*
-1.32%
5Y*
-13.86%
10Y*
3.99%

LQQ.PA

1D
5.92%
1M
-6.08%
YTD
-10.77%
6M
-7.37%
1Y
30.50%
3Y*
34.50%
5Y*
16.68%
10Y*
29.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CL2.F vs. LQQ.PA — Risk / Return Rank

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

CL2.F
CL2.F Risk / Return Rank: 4444
Overall Rank
CL2.F Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CL2.F Sortino Ratio Rank: 4343
Sortino Ratio Rank
CL2.F Omega Ratio Rank: 4242
Omega Ratio Rank
CL2.F Calmar Ratio Rank: 4444
Calmar Ratio Rank
CL2.F Martin Ratio Rank: 4444
Martin Ratio Rank

LQQ.PA
LQQ.PA Risk / Return Rank: 5757
Overall Rank
LQQ.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 4343
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 4242
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 8686
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 7878
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.

CL2.F vs. LQQ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CyberAgent, Inc. (CL2.F) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.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.


CL2.FLQQ.PADifference

Sharpe ratio

Return per unit of total volatility

0.15

0.77

-0.62

Sortino ratio

Return per unit of downside risk

0.53

1.27

-0.74

Omega ratio

Gain probability vs. loss probability

1.06

1.18

-0.11

Calmar ratio

Return relative to maximum drawdown

0.12

2.70

-2.58

Martin ratio

Return relative to average drawdown

0.22

8.75

-8.53

CL2.F vs. LQQ.PA - Sharpe Ratio Comparison

The current CL2.F Sharpe Ratio is 0.15, which is lower than the LQQ.PA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CL2.F and LQQ.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CL2.FLQQ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.77

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.41

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.75

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.63

-0.63

Correlation

The correlation between CL2.F and LQQ.PA is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CL2.F vs. LQQ.PA - Dividend Comparison

CL2.F's dividend yield for the trailing twelve months is around 0.01%, while LQQ.PA has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CL2.F
CyberAgent, Inc.
0.01%0.01%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.01%0.01%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CL2.F vs. LQQ.PA - Drawdown Comparison

The maximum CL2.F drawdown since its inception was -99.87%, which is greater than LQQ.PA's maximum drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for CL2.F and LQQ.PA.


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Drawdown Indicators


CL2.FLQQ.PADifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-75.86%

-24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-36.79%

-24.34%

-12.45%

Max Drawdown (5Y)

Largest decline over 5 years

-73.62%

-61.21%

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-73.62%

-61.21%

-12.41%

Current Drawdown

Current decline from peak

-99.41%

-17.00%

-82.41%

Average Drawdown

Average peak-to-trough decline

-81.22%

-15.84%

-65.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.51%

6.75%

+12.76%

Volatility

CL2.F vs. LQQ.PA - Volatility Comparison

CyberAgent, Inc. (CL2.F) has a higher volatility of 13.05% compared to Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) at 10.87%. This indicates that CL2.F's price experiences larger fluctuations and is considered to be riskier than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CL2.FLQQ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.05%

10.87%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

26.10%

23.30%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

38.76%

39.22%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.80%

39.75%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.32%

38.80%

+1.52%