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EL.PA vs. PUST.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL.PA vs. PUST.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in EssilorLuxottica Société anonyme (EL.PA) and Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EL.PA achieves a -36.19% return, which is significantly lower than PUST.PA's 16.89% return. Over the past 10 years, EL.PA has underperformed PUST.PA with an annualized return of 5.10%, while PUST.PA has yielded a comparatively higher 20.03% annualized return.


EL.PA

1D
0.93%
1M
-3.05%
6M
-35.30%
YTD
-36.19%
1Y
-29.36%
3Y*
0.72%
5Y*
4.45%
10Y*
5.10%
ALL TIME*
9.28%

PUST.PA

1D
1.30%
1M
-4.54%
6M
16.92%
YTD
16.89%
1Y
27.74%
3Y*
22.21%
5Y*
15.35%
10Y*
20.03%
ALL TIME*
20.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL.PA vs. PUST.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL.PA
EssilorLuxottica Société anonyme
-36.19%16.39%35.23%9.30%-8.12%47.94%-5.23%25.31%-2.60%8.42%
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
16.89%5.71%35.33%50.06%-29.76%38.74%36.04%40.41%4.65%16.05%

Correlation

The correlation between EL.PA and PUST.PA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.43

Over the past year, the correlation between EL.PA and PUST.PA has dropped to 0.21 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

EL.PA vs. PUST.PA — Risk / Return Rank

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

EL.PA
EL.PA Risk / Return Rank: 1414
Overall Rank
EL.PA Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EL.PA Sortino Ratio Rank: 88
Sortino Ratio Rank
EL.PA Omega Ratio Rank: 1010
Omega Ratio Rank
EL.PA Calmar Ratio Rank: 2323
Calmar Ratio Rank
EL.PA Martin Ratio Rank: 2121
Martin Ratio Rank

PUST.PA
PUST.PA Risk / Return Rank: 6565
Overall Rank
PUST.PA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 6262
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 6363
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 6060
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.

EL.PA vs. PUST.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EssilorLuxottica Société anonyme (EL.PA) and Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EL.PAPUST.PADifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.61

Omega ratioGain probability vs. loss probability

0.84

1.29

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.61

2.71

-3.32

Martin ratioReturn relative to average drawdown

-1.06

7.66

-8.71

EL.PA vs. PUST.PA - Sharpe Ratio Comparison

The current EL.PA Sharpe Ratio is -0.94, which is lower than the PUST.PA Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of EL.PA and PUST.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EL.PA vs. PUST.PA - Drawdown Comparison

The maximum EL.PA drawdown since its inception was -47.81%, which is greater than PUST.PA's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for EL.PA and PUST.PA.


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Drawdown Indicators


EL.PAPUST.PADifference

Max Drawdown

Largest peak-to-trough decline

-47.81%

-31.40%

-16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-47.81%

-10.09%

-37.72%

Max Drawdown (3Y)

Largest decline over 3 years

-47.81%

-26.80%

-21.01%

Max Drawdown (5Y)

Largest decline over 5 years

-47.81%

-31.40%

-16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.81%

-31.40%

-16.41%

Current Drawdown

Current decline from peak

-46.30%

-4.55%

-41.75%

Average Drawdown

Average peak-to-trough decline

-9.77%

-5.82%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.66%

3.60%

+24.06%

Volatility

EL.PA vs. PUST.PA - Volatility Comparison

EssilorLuxottica Société anonyme (EL.PA) has a higher volatility of 9.79% compared to Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) at 6.34%. This indicates that EL.PA's price experiences larger fluctuations and is considered to be riskier than PUST.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EL.PAPUST.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

6.34%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

23.17%

12.65%

+10.52%

Volatility (1Y)

Calculated over the trailing 1-year period

31.10%

17.01%

+14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

20.05%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

19.81%

+5.27%

Dividends

EL.PA vs. PUST.PA - Dividend Comparison

EL.PA's dividend yield for the trailing twelve months is around 2.38%, while PUST.PA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EL.PA
EssilorLuxottica Société anonyme
2.38%1.46%1.68%1.82%1.48%0.59%0.90%1.50%1.39%1.30%1.03%0.89%
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EL.PA and PUST.PA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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