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CNAL.L vs. CM5S.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNAL.L vs. CM5S.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 Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L). The values are adjusted to include any dividend payments, if applicable.

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CNAL.L vs. CM5S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
CNAL.L
Lyxor Fortune SG UCITS MSCI China A DR
0.51%16.96%16.16%-18.82%1.44%
CM5S.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc
6.85%42.07%14.29%-14.04%13.69%

Returns By Period

In the year-to-date period, CNAL.L achieves a 0.51% return, which is significantly lower than CM5S.L's 6.85% 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*

CM5S.L

1D
0.62%
1M
-7.61%
YTD
6.85%
6M
12.92%
1Y
45.78%
3Y*
12.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNAL.L vs. CM5S.L - Expense Ratio Comparison

Both CNAL.L and CM5S.L have an expense ratio of 0.35%.


Return for Risk

CNAL.L vs. CM5S.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

CM5S.L
CM5S.L Risk / Return Rank: 9090
Overall Rank
CM5S.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CM5S.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
CM5S.L Omega Ratio Rank: 8787
Omega Ratio Rank
CM5S.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CM5S.L Martin Ratio Rank: 9191
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. CM5S.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 Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.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.LCM5S.LDifference

Sharpe ratio

Return per unit of total volatility

1.32

2.11

-0.80

Sortino ratio

Return per unit of downside risk

1.74

2.61

-0.86

Omega ratio

Gain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratio

Return relative to maximum drawdown

1.47

3.56

-2.09

Martin ratio

Return relative to average drawdown

4.53

13.50

-8.97

CNAL.L vs. CM5S.L - Sharpe Ratio Comparison

The current CNAL.L Sharpe Ratio is 1.32, which is lower than the CM5S.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of CNAL.L and CM5S.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.LCM5S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.11

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.57

-0.32

Correlation

The correlation between CNAL.L and CM5S.L is 0.45, 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

CNAL.L vs. CM5S.L - Dividend Comparison

Neither CNAL.L nor CM5S.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CNAL.L vs. CM5S.L - Drawdown Comparison

The maximum CNAL.L drawdown since its inception was -44.83%, which is greater than CM5S.L's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for CNAL.L and CM5S.L.


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Drawdown Indicators


CNAL.LCM5S.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.83%

-38.57%

-6.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-12.93%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-42.19%

Current Drawdown

Current decline from peak

-18.15%

-8.36%

-9.79%

Average Drawdown

Average peak-to-trough decline

-21.93%

-13.90%

-8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

3.41%

+0.74%

Volatility

CNAL.L vs. CM5S.L - Volatility Comparison

The current volatility for Lyxor Fortune SG UCITS MSCI China A DR (CNAL.L) is 4.82%, while Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) has a volatility of 6.99%. This indicates that CNAL.L experiences smaller price fluctuations and is considered to be less risky than CM5S.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.LCM5S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.99%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.18%

15.68%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

21.57%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.17%

25.18%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.12%

25.18%

+15.94%