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CNAL.L vs. 100D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNAL.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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CNAL.L vs. 100D.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CNAL.L
Lyxor Fortune SG UCITS MSCI China A DR
0.51%16.96%16.16%-18.82%-20.03%8.27%35.63%-3.52%
100D.L
Amundi FTSE 100 UCITS ETF
5.32%25.77%9.32%7.37%4.80%18.00%-11.78%4.12%

Returns By Period

In the year-to-date period, CNAL.L achieves a 0.51% return, which is significantly lower than 100D.L's 5.32% return.


CNAL.L

1D
0.38%
1M
-4.25%
YTD
0.51%
6M
2.64%
1Y
21.68%
3Y*
2.30%
5Y*
-0.37%
10Y*

100D.L

1D
1.72%
1M
-3.31%
YTD
5.32%
6M
11.26%
1Y
24.07%
3Y*
14.63%
5Y*
12.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNAL.L vs. 100D.L - Expense Ratio Comparison

CNAL.L has a 0.35% expense ratio, which is higher than 100D.L's 0.14% expense ratio.


Return for Risk

CNAL.L vs. 100D.L — Risk / Return Rank

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

CNAL.L
CNAL.L Risk / Return Rank: 5858
Overall Rank
CNAL.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CNAL.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
CNAL.L Omega Ratio Rank: 6363
Omega Ratio Rank
CNAL.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CNAL.L Martin Ratio Rank: 4242
Martin Ratio Rank

100D.L
100D.L Risk / Return Rank: 8585
Overall Rank
100D.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
100D.L Omega Ratio Rank: 8989
Omega Ratio Rank
100D.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
100D.L Martin Ratio Rank: 8484
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.

CNAL.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) and Amundi FTSE 100 UCITS ETF (100D.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.


CNAL.L100D.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.78

-0.47

Sortino ratio

Return per unit of downside risk

1.74

2.25

-0.51

Omega ratio

Gain probability vs. loss probability

1.25

1.38

-0.13

Calmar ratio

Return relative to maximum drawdown

1.47

2.62

-1.15

Martin ratio

Return relative to average drawdown

4.53

10.20

-5.67

CNAL.L vs. 100D.L - Sharpe Ratio Comparison

The current CNAL.L Sharpe Ratio is 1.32, which is comparable to the 100D.L Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of CNAL.L and 100D.L, 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


CNAL.L100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.78

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

1.00

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.54

-0.28

Correlation

The correlation between CNAL.L and 100D.L 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

CNAL.L vs. 100D.L - Dividend Comparison

CNAL.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.59%.


TTM2025202420232022202120202019
CNAL.L
Lyxor Fortune SG UCITS MSCI China A DR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
100D.L
Amundi FTSE 100 UCITS ETF
3.59%3.78%4.17%3.90%3.80%3.39%3.11%4.30%

Drawdowns

CNAL.L vs. 100D.L - Drawdown Comparison

The maximum CNAL.L drawdown since its inception was -44.83%, which is greater than 100D.L's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for CNAL.L and 100D.L.


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Drawdown Indicators


CNAL.L100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-34.63%

-10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-10.78%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

-13.06%

-29.13%

Current Drawdown

Current decline from peak

-18.15%

-4.65%

-13.50%

Average Drawdown

Average peak-to-trough decline

-21.93%

-4.71%

-17.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.40%

+1.75%

Volatility

CNAL.L vs. 100D.L - Volatility Comparison

The current volatility for Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) is 4.82%, while Amundi FTSE 100 UCITS ETF (100D.L) has a volatility of 5.21%. This indicates that CNAL.L experiences smaller price fluctuations and is considered to be less risky than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNAL.L100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

5.21%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

8.66%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

13.45%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.17%

12.89%

+19.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.12%

15.98%

+25.14%