EVT.DE vs. AMDUF
EVT.DE (Evotec SE) and AMDUF (Amundi SA) are both stocks. EVT.DE operates in Drug Manufacturers - Specialty & Generic (Healthcare), while AMDUF operates in Asset Management (Financial Services). Over the past 5 years, EVT.DE returned -33.49%/yr vs 1.02%/yr for AMDUF. At a correlation of -0.10, they often move in opposite directions.
Performance
EVT.DE vs. AMDUF - Performance Comparison
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Different Trading Currencies
EVT.DE is traded in EUR, while AMDUF is traded in USD. To make them comparable, the AMDUF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EVT.DE achieves a -9.91% return, which is significantly lower than AMDUF's 6.62% return.
EVT.DE
- 1D
- 1.45%
- 1M
- -1.01%
- YTD
- -9.91%
- 6M
- -8.91%
- 1Y
- -31.81%
- 3Y*
- -37.41%
- 5Y*
- -33.49%
- 10Y*
- 2.98%
AMDUF
- 1D
- -0.10%
- 1M
- 2.15%
- YTD
- 6.62%
- 6M
- 6.85%
- 1Y
- 21.59%
- 3Y*
- 11.90%
- 5Y*
- 1.02%
- 10Y*
- —
EVT.DE vs. AMDUF - Yearly Performance Comparison
Correlation
The correlation between EVT.DE and AMDUF is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2020 | -0.10 |
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Return for Risk
EVT.DE vs. AMDUF — Risk / Return Rank
EVT.DE
AMDUF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EVT.DE vs. AMDUF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evotec SE (EVT.DE) and Amundi SA (AMDUF). 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.
| EVT.DE | AMDUF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -5.45 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.61 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 5.65 | -6.36 |
| Martin ratioReturn relative to average drawdown | -1.26 | 11.43 | -12.69 |
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Drawdowns
EVT.DE vs. AMDUF - Drawdown Comparison
The maximum EVT.DE drawdown since its inception was -90.92%, which is greater than AMDUF's maximum drawdown of -47.78%. Use the drawdown chart below to compare losses from any high point for EVT.DE and AMDUF.
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Drawdown Indicators
| EVT.DE | AMDUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.92% | -47.78% | -43.14% |
Max Drawdown (1Y)Largest decline over 1 year | -44.77% | -3.89% | -40.88% |
Max Drawdown (3Y)Largest decline over 3 years | -83.00% | -13.58% | -69.42% |
Max Drawdown (5Y)Largest decline over 5 years | -90.92% | -47.78% | -43.14% |
Max Drawdown (10Y)Largest decline over 10 years | -90.92% | — | — |
Current DrawdownCurrent decline from peak | -89.17% | -9.03% | -80.14% |
Average DrawdownAverage peak-to-trough decline | -39.17% | -19.23% | -19.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.12% | 1.91% | +23.21% |
Volatility
EVT.DE vs. AMDUF - Volatility Comparison
Evotec SE (EVT.DE) has a higher volatility of 11.62% compared to Amundi SA (AMDUF) at 1.48%. This indicates that EVT.DE's price experiences larger fluctuations and is considered to be riskier than AMDUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVT.DE | AMDUF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 1.48% | +10.14% |
Volatility (6M)Calculated over the trailing 6-month period | 39.66% | 5.53% | +34.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.01% | 15.54% | +37.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.95% | 29.43% | +28.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.29% | 28.85% | +22.44% |
Dividends
EVT.DE vs. AMDUF - Dividend Comparison
Neither EVT.DE nor AMDUF has paid dividends to shareholders.
Financials
EVT.DE vs. AMDUF - Financials Comparison
This section allows you to compare key financial metrics between Evotec SE and Amundi SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
EVT.DE and AMDUF have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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