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CNDX.AS vs. ANXU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNDX.AS and ANXU.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.


Performance

CNDX.AS vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.AS) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CNDX.AS:

0.27

ANXU.L:

0.52

Sortino Ratio

CNDX.AS:

0.55

ANXU.L:

0.85

Omega Ratio

CNDX.AS:

1.07

ANXU.L:

1.11

Calmar Ratio

CNDX.AS:

0.25

ANXU.L:

0.52

Martin Ratio

CNDX.AS:

0.73

ANXU.L:

1.72

Ulcer Index

CNDX.AS:

9.14%

ANXU.L:

6.77%

Daily Std Dev

CNDX.AS:

22.94%

ANXU.L:

22.18%

Max Drawdown

CNDX.AS:

-31.21%

ANXU.L:

-35.13%

Current Drawdown

CNDX.AS:

-13.26%

ANXU.L:

-5.44%

Returns By Period

In the year-to-date period, CNDX.AS achieves a -9.70% return, which is significantly lower than ANXU.L's -1.63% return. Both investments have delivered pretty close results over the past 10 years, with CNDX.AS having a 16.77% annualized return and ANXU.L not far ahead at 17.41%.


CNDX.AS

YTD

-9.70%

1M

10.03%

6M

-7.24%

1Y

6.62%

3Y*

19.79%

5Y*

16.90%

10Y*

16.77%

ANXU.L

YTD

-1.63%

1M

9.84%

6M

1.34%

1Y

11.65%

3Y*

22.21%

5Y*

18.11%

10Y*

17.41%

*Annualized

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iShares NASDAQ 100 UCITS ETF

Amundi Nasdaq-100 UCITS USD

CNDX.AS vs. ANXU.L - Expense Ratio Comparison

CNDX.AS has a 0.36% expense ratio, which is higher than ANXU.L's 0.13% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CNDX.AS vs. ANXU.L — Risk-Adjusted Performance Rank

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

CNDX.AS
The Risk-Adjusted Performance Rank of CNDX.AS is 3737
Overall Rank
The Sharpe Ratio Rank of CNDX.AS is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CNDX.AS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of CNDX.AS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CNDX.AS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CNDX.AS is 3434
Martin Ratio Rank

ANXU.L
The Risk-Adjusted Performance Rank of ANXU.L is 5757
Overall Rank
The Sharpe Ratio Rank of ANXU.L is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXU.L is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ANXU.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ANXU.L is 6262
Calmar Ratio Rank
The Martin Ratio Rank of ANXU.L is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNDX.AS vs. ANXU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.AS) and Amundi Nasdaq-100 UCITS USD (ANXU.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.


The current CNDX.AS Sharpe Ratio is 0.27, which is lower than the ANXU.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CNDX.AS and ANXU.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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CNDX.AS vs. ANXU.L - Dividend Comparison

Neither CNDX.AS nor ANXU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CNDX.AS vs. ANXU.L - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, smaller than the maximum ANXU.L drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and ANXU.L.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CNDX.AS vs. ANXU.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a higher volatility of 7.07% compared to Amundi Nasdaq-100 UCITS USD (ANXU.L) at 5.85%. This indicates that CNDX.AS's price experiences larger fluctuations and is considered to be riskier than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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