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ERNXY vs. IDTP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ERNXY and IDTP.L is 0.09, 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

ERNXY vs. IDTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronext N.V (ERNXY) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ERNXY:

1.55

IDTP.L:

0.90

Sortino Ratio

ERNXY:

2.09

IDTP.L:

1.10

Omega Ratio

ERNXY:

1.28

IDTP.L:

1.15

Calmar Ratio

ERNXY:

4.77

IDTP.L:

0.41

Martin Ratio

ERNXY:

15.74

IDTP.L:

2.60

Ulcer Index

ERNXY:

4.68%

IDTP.L:

1.73%

Daily Std Dev

ERNXY:

49.86%

IDTP.L:

5.76%

Max Drawdown

ERNXY:

-45.39%

IDTP.L:

-15.12%

Current Drawdown

ERNXY:

-6.29%

IDTP.L:

-5.91%

Returns By Period

In the year-to-date period, ERNXY achieves a 49.51% return, which is significantly higher than IDTP.L's 2.34% return.


ERNXY

YTD

49.51%

1M

10.10%

6M

55.03%

1Y

78.38%

5Y*

N/A

10Y*

N/A

IDTP.L

YTD

2.34%

1M

0.43%

6M

2.16%

1Y

5.19%

5Y*

1.20%

10Y*

2.30%

*Annualized

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Risk-Adjusted Performance

ERNXY vs. IDTP.L — Risk-Adjusted Performance Rank

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

ERNXY
The Risk-Adjusted Performance Rank of ERNXY is 9292
Overall Rank
The Sharpe Ratio Rank of ERNXY is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ERNXY is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ERNXY is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ERNXY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ERNXY is 9898
Martin Ratio Rank

IDTP.L
The Risk-Adjusted Performance Rank of IDTP.L is 6464
Overall Rank
The Sharpe Ratio Rank of IDTP.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IDTP.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IDTP.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IDTP.L is 4646
Calmar Ratio Rank
The Martin Ratio Rank of IDTP.L is 6666
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.

ERNXY vs. IDTP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronext N.V (ERNXY) and iShares $ TIPS UCITS ETF USD (Acc) (IDTP.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 ERNXY Sharpe Ratio is 1.55, which is higher than the IDTP.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ERNXY and IDTP.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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Dividends

ERNXY vs. IDTP.L - Dividend Comparison

ERNXY's dividend yield for the trailing twelve months is around 1.67%, while IDTP.L has not paid dividends to shareholders.


TTM2024202320222021
ERNXY
Euronext N.V
1.67%2.50%2.89%2.78%14.58%
IDTP.L
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%

Drawdowns

ERNXY vs. IDTP.L - Drawdown Comparison

The maximum ERNXY drawdown since its inception was -45.39%, which is greater than IDTP.L's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for ERNXY and IDTP.L. For additional features, visit the drawdowns tool.


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Volatility

ERNXY vs. IDTP.L - Volatility Comparison

Euronext N.V (ERNXY) has a higher volatility of 11.71% compared to iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) at 2.22%. This indicates that ERNXY's price experiences larger fluctuations and is considered to be riskier than IDTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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