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KER.PA vs. EQQU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


KER.PAEQQU.L
YTD Return-11.41%8.03%
1Y Return-35.90%36.48%
3Y Return (Ann)-19.06%11.04%
5Y Return (Ann)-6.01%19.13%
Sharpe Ratio-1.212.19
Daily Std Dev28.83%16.13%
Max Drawdown-85.03%-35.54%
Current Drawdown-53.23%-1.00%

Correlation

-0.50.00.51.00.5

The correlation between KER.PA and EQQU.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

KER.PA vs. EQQU.L - Performance Comparison

In the year-to-date period, KER.PA achieves a -11.41% return, which is significantly lower than EQQU.L's 8.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
137.09%
308.07%
KER.PA
EQQU.L

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Kering SA

Invesco EQQQ NASDAQ-100 UCITS ETF

Risk-Adjusted Performance

KER.PA vs. EQQU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kering SA (KER.PA) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.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.


KER.PA
Sharpe ratio
The chart of Sharpe ratio for KER.PA, currently valued at -1.10, compared to the broader market-2.00-1.000.001.002.003.004.00-1.10
Sortino ratio
The chart of Sortino ratio for KER.PA, currently valued at -1.56, compared to the broader market-4.00-2.000.002.004.006.00-1.56
Omega ratio
The chart of Omega ratio for KER.PA, currently valued at 0.81, compared to the broader market0.501.001.502.000.81
Calmar ratio
The chart of Calmar ratio for KER.PA, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56
Martin ratio
The chart of Martin ratio for KER.PA, currently valued at -1.36, compared to the broader market-10.000.0010.0020.0030.00-1.36
EQQU.L
Sharpe ratio
The chart of Sharpe ratio for EQQU.L, currently valued at 2.01, compared to the broader market-2.00-1.000.001.002.003.004.002.01
Sortino ratio
The chart of Sortino ratio for EQQU.L, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for EQQU.L, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for EQQU.L, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Martin ratio
The chart of Martin ratio for EQQU.L, currently valued at 8.99, compared to the broader market-10.000.0010.0020.0030.008.99

KER.PA vs. EQQU.L - Sharpe Ratio Comparison

The current KER.PA Sharpe Ratio is -1.21, which is lower than the EQQU.L Sharpe Ratio of 2.19. The chart below compares the 12-month rolling Sharpe Ratio of KER.PA and EQQU.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-1.10
2.01
KER.PA
EQQU.L

Dividends

KER.PA vs. EQQU.L - Dividend Comparison

KER.PA's dividend yield for the trailing twelve months is around 4.13%, while EQQU.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KER.PA
Kering SA
4.13%3.51%2.52%1.13%1.35%1.79%1.42%1.17%1.88%2.53%2.35%2.43%
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
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

KER.PA vs. EQQU.L - Drawdown Comparison

The maximum KER.PA drawdown since its inception was -85.03%, which is greater than EQQU.L's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for KER.PA and EQQU.L. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-56.93%
-1.00%
KER.PA
EQQU.L

Volatility

KER.PA vs. EQQU.L - Volatility Comparison

Kering SA (KER.PA) has a higher volatility of 9.88% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) at 6.16%. This indicates that KER.PA's price experiences larger fluctuations and is considered to be riskier than EQQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
9.88%
6.16%
KER.PA
EQQU.L