FIP vs. LQQ.PA
Compare and contrast key facts about FTAI Infrastructure Inc. (FIP) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA).
LQQ.PA is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100® Leverage (2x) index. It was launched on Jun 27, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIP or LQQ.PA.
Key characteristics
| FIP | LQQ.PA | |
|---|---|---|
| YTD Return | 140.92% | 52.65% |
| 1Y Return | 177.27% | 71.21% |
| Sharpe Ratio | 3.71 | 2.11 |
| Sortino Ratio | 3.80 | 2.61 |
| Omega Ratio | 1.49 | 1.36 |
| Calmar Ratio | 8.45 | 2.71 |
| Martin Ratio | 21.71 | 8.45 |
| Ulcer Index | 8.36% | 8.07% |
| Daily Std Dev | 48.87% | 32.22% |
| Max Drawdown | -34.91% | -75.86% |
| Current Drawdown | -9.87% | 0.00% |
Correlation
The correlation between FIP and LQQ.PA is 0.25, 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
FIP vs. LQQ.PA - Performance Comparison
In the year-to-date period, FIP achieves a 140.92% return, which is significantly higher than LQQ.PA's 52.65% 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
FIP vs. LQQ.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTAI Infrastructure Inc. (FIP) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.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.
Dividends
FIP vs. LQQ.PA - Dividend Comparison
FIP's dividend yield for the trailing twelve months is around 1.30%, while LQQ.PA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
FIP FTAI Infrastructure Inc. | 1.30% | 3.08% | 1.02% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 0.00% | 0.00% | 0.00% |
Drawdowns
FIP vs. LQQ.PA - Drawdown Comparison
The maximum FIP drawdown since its inception was -34.91%, smaller than the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for FIP and LQQ.PA. For additional features, visit the drawdowns tool.
Volatility
FIP vs. LQQ.PA - Volatility Comparison
FTAI Infrastructure Inc. (FIP) has a higher volatility of 13.41% compared to Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) at 9.46%. This indicates that FIP's price experiences larger fluctuations and is considered to be riskier than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.