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CW8U.L vs. NXPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

CW8U.L vs. NXPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World UCITS USD (CW8U.L) and NXP Semiconductors N.V. (NXPI). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.59%
-18.87%
CW8U.L
NXPI

Returns By Period

In the year-to-date period, CW8U.L achieves a 18.73% return, which is significantly higher than NXPI's -2.95% return. Over the past 10 years, CW8U.L has underperformed NXPI with an annualized return of 9.82%, while NXPI has yielded a comparatively higher 12.49% annualized return.


CW8U.L

YTD

18.73%

1M

-0.54%

6M

7.59%

1Y

26.86%

5Y (annualized)

12.07%

10Y (annualized)

9.82%

NXPI

YTD

-2.95%

1M

-5.68%

6M

-18.87%

1Y

11.45%

5Y (annualized)

15.82%

10Y (annualized)

12.49%

Key characteristics


CW8U.LNXPI
Sharpe Ratio2.310.33
Sortino Ratio3.230.67
Omega Ratio1.421.08
Calmar Ratio3.360.46
Martin Ratio14.651.03
Ulcer Index1.78%11.19%
Daily Std Dev11.25%35.30%
Max Drawdown-34.10%-59.98%
Current Drawdown-1.82%-23.94%

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Correlation

-0.50.00.51.00.3

The correlation between CW8U.L and NXPI is 0.31, 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.

Risk-Adjusted Performance

CW8U.L vs. NXPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS USD (CW8U.L) and NXP Semiconductors N.V. (NXPI). 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.


Sharpe ratio
The chart of Sharpe ratio for CW8U.L, currently valued at 2.25, compared to the broader market0.002.004.006.002.250.34
The chart of Sortino ratio for CW8U.L, currently valued at 3.15, compared to the broader market-2.000.002.004.006.008.0010.003.150.68
The chart of Omega ratio for CW8U.L, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.08
The chart of Calmar ratio for CW8U.L, currently valued at 3.27, compared to the broader market0.005.0010.0015.003.270.48
The chart of Martin ratio for CW8U.L, currently valued at 14.18, compared to the broader market0.0020.0040.0060.0080.00100.0014.181.06
CW8U.L
NXPI

The current CW8U.L Sharpe Ratio is 2.31, which is higher than the NXPI Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CW8U.L and NXPI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.25
0.34
CW8U.L
NXPI

Dividends

CW8U.L vs. NXPI - Dividend Comparison

CW8U.L has not paid dividends to shareholders, while NXPI's dividend yield for the trailing twelve months is around 1.84%.


TTM202320222021202020192018
CW8U.L
Amundi MSCI World UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXPI
NXP Semiconductors N.V.
1.84%1.77%2.14%0.99%0.94%0.98%0.68%

Drawdowns

CW8U.L vs. NXPI - Drawdown Comparison

The maximum CW8U.L drawdown since its inception was -34.10%, smaller than the maximum NXPI drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for CW8U.L and NXPI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.82%
-23.94%
CW8U.L
NXPI

Volatility

CW8U.L vs. NXPI - Volatility Comparison

The current volatility for Amundi MSCI World UCITS USD (CW8U.L) is 3.44%, while NXP Semiconductors N.V. (NXPI) has a volatility of 11.54%. This indicates that CW8U.L experiences smaller price fluctuations and is considered to be less risky than NXPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
3.44%
11.54%
CW8U.L
NXPI