EGO vs. ANXU.L
Compare and contrast key facts about Eldorado Gold Corporation (EGO) and Amundi Nasdaq-100 UCITS USD (ANXU.L).
ANXU.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Apr 18, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGO or ANXU.L.
Key characteristics
| EGO | ANXU.L | |
|---|---|---|
| YTD Return | 18.43% | 25.12% |
| 1Y Return | 43.42% | 33.97% |
| 3Y Return (Ann) | 14.66% | 9.83% |
| 5Y Return (Ann) | 15.01% | 21.14% |
| 10Y Return (Ann) | -6.72% | 18.21% |
| Sharpe Ratio | 1.27 | 2.03 |
| Sortino Ratio | 1.74 | 2.76 |
| Omega Ratio | 1.23 | 1.37 |
| Calmar Ratio | 0.55 | 2.71 |
| Martin Ratio | 6.21 | 9.47 |
| Ulcer Index | 7.94% | 3.51% |
| Daily Std Dev | 38.84% | 16.42% |
| Max Drawdown | -97.49% | -35.13% |
| Current Drawdown | -85.42% | -0.25% |
Correlation
The correlation between EGO and ANXU.L is 0.05, 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.
Performance
EGO vs. ANXU.L - Performance Comparison
In the year-to-date period, EGO achieves a 18.43% return, which is significantly lower than ANXU.L's 25.12% return. Over the past 10 years, EGO has underperformed ANXU.L with an annualized return of -6.72%, while ANXU.L has yielded a comparatively higher 18.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EGO vs. ANXU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) 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.
Dividends
EGO vs. ANXU.L - Dividend Comparison
Neither EGO nor ANXU.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.05% | 0.00% | 0.54% | 0.30% | 2.07% |
ANXU.L Amundi Nasdaq-100 UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EGO vs. ANXU.L - Drawdown Comparison
The maximum EGO drawdown since its inception was -97.49%, which is greater than ANXU.L's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for EGO and ANXU.L. For additional features, visit the drawdowns tool.
Volatility
EGO vs. ANXU.L - Volatility Comparison
Eldorado Gold Corporation (EGO) has a higher volatility of 12.93% compared to Amundi Nasdaq-100 UCITS USD (ANXU.L) at 4.88%. This indicates that EGO'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.