JUP.L vs. ANXG.L
Compare and contrast key facts about Jupiter Fund Management plc (JUP.L) and Amundi Nasdaq-100 UCITS USD (ANXG.L).
ANXG.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. 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: JUP.L or ANXG.L.
Key characteristics
| JUP.L | ANXG.L | |
|---|---|---|
| YTD Return | -8.30% | 25.30% |
| 1Y Return | -0.76% | 31.40% |
| 3Y Return (Ann) | -27.30% | 11.77% |
| 5Y Return (Ann) | -20.04% | 21.52% |
| Sharpe Ratio | -0.03 | 1.91 |
| Sortino Ratio | 0.24 | 2.59 |
| Omega Ratio | 1.03 | 1.35 |
| Calmar Ratio | -0.01 | 2.49 |
| Martin Ratio | -0.13 | 7.55 |
| Ulcer Index | 8.87% | 4.02% |
| Daily Std Dev | 38.83% | 15.86% |
| Max Drawdown | -81.45% | -27.69% |
| Current Drawdown | -78.38% | 0.00% |
Correlation
The correlation between JUP.L and ANXG.L is 0.39, 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
JUP.L vs. ANXG.L - Performance Comparison
In the year-to-date period, JUP.L achieves a -8.30% return, which is significantly lower than ANXG.L's 25.30% 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
JUP.L vs. ANXG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Jupiter Fund Management plc (JUP.L) and Amundi Nasdaq-100 UCITS USD (ANXG.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
JUP.L vs. ANXG.L - Dividend Comparison
JUP.L's dividend yield for the trailing twelve months is around 8.38%, while ANXG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JUP.L Jupiter Fund Management plc | 8.38% | 7.39% | 12.88% | 7.84% | 6.06% | 6.96% | 11.42% | 4.69% | 5.86% | 3.43% | 3.51% | 2.55% |
ANXG.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
JUP.L vs. ANXG.L - Drawdown Comparison
The maximum JUP.L drawdown since its inception was -81.45%, which is greater than ANXG.L's maximum drawdown of -27.69%. Use the drawdown chart below to compare losses from any high point for JUP.L and ANXG.L. For additional features, visit the drawdowns tool.
Volatility
JUP.L vs. ANXG.L - Volatility Comparison
Jupiter Fund Management plc (JUP.L) has a higher volatility of 7.50% compared to Amundi Nasdaq-100 UCITS USD (ANXG.L) at 4.37%. This indicates that JUP.L's price experiences larger fluctuations and is considered to be riskier than ANXG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.