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CNX1.L vs. EQGB.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CNX1.LEQGB.L
YTD Return12.15%15.41%
1Y Return19.59%25.88%
3Y Return (Ann)10.43%6.89%
5Y Return (Ann)18.96%18.64%
Sharpe Ratio1.311.63
Daily Std Dev16.28%16.99%
Max Drawdown-27.56%-36.77%
Current Drawdown-7.30%-4.81%

Correlation

-0.50.00.51.00.9

The correlation between CNX1.L and EQGB.L is 0.92, 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

CNX1.L vs. EQGB.L - Performance Comparison

In the year-to-date period, CNX1.L achieves a 12.15% return, which is significantly lower than EQGB.L's 15.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


140.00%160.00%180.00%200.00%220.00%240.00%AprilMayJuneJulyAugustSeptember
227.89%
195.08%
CNX1.L
EQGB.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CNX1.L vs. EQGB.L - Expense Ratio Comparison

CNX1.L has a 0.36% expense ratio, which is higher than EQGB.L's 0.35% expense ratio.


CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for EQGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

CNX1.L vs. EQGB.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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.


CNX1.L
Sharpe ratio
The chart of Sharpe ratio for CNX1.L, currently valued at 1.63, compared to the broader market0.002.004.001.63
Sortino ratio
The chart of Sortino ratio for CNX1.L, currently valued at 2.22, compared to the broader market-2.000.002.004.006.008.0010.0012.002.22
Omega ratio
The chart of Omega ratio for CNX1.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for CNX1.L, currently valued at 2.06, compared to the broader market0.005.0010.0015.002.06
Martin ratio
The chart of Martin ratio for CNX1.L, currently valued at 7.35, compared to the broader market0.0020.0040.0060.0080.00100.007.35
EQGB.L
Sharpe ratio
The chart of Sharpe ratio for EQGB.L, currently valued at 1.79, compared to the broader market0.002.004.001.79
Sortino ratio
The chart of Sortino ratio for EQGB.L, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.46
Omega ratio
The chart of Omega ratio for EQGB.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for EQGB.L, currently valued at 1.39, compared to the broader market0.005.0010.0015.001.39
Martin ratio
The chart of Martin ratio for EQGB.L, currently valued at 8.38, compared to the broader market0.0020.0040.0060.0080.00100.008.38

CNX1.L vs. EQGB.L - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 1.31, which roughly equals the EQGB.L Sharpe Ratio of 1.63. The chart below compares the 12-month rolling Sharpe Ratio of CNX1.L and EQGB.L.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.63
1.79
CNX1.L
EQGB.L

Dividends

CNX1.L vs. EQGB.L - Dividend Comparison

Neither CNX1.L nor EQGB.L has paid dividends to shareholders.


TTM20232022202120202019
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
0.00%0.00%0.00%0.00%0.00%0.04%

Drawdowns

CNX1.L vs. EQGB.L - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, smaller than the maximum EQGB.L drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for CNX1.L and EQGB.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-5.58%
-3.64%
CNX1.L
EQGB.L

Volatility

CNX1.L vs. EQGB.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) is 6.28%, while Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) has a volatility of 7.04%. This indicates that CNX1.L experiences smaller price fluctuations and is considered to be less risky than EQGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.28%
7.04%
CNX1.L
EQGB.L