LIGS.DE vs. ARGX

Last updated Jun 5, 2026

LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) is Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while ARGX (argenx SE) is a stock. Over the past 5 years, LIGS.DE returned 10.99%/yr vs 26.72%/yr for ARGX. At a 0.14 correlation, their price movements are largely independent.

Performance

LIGS.DE vs. ARGX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and argenx SE (ARGX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LIGS.DE is traded in EUR, while ARGX is traded in USD. To make them comparable, the ARGX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LIGS.DE achieves a 7.15% return, which is significantly higher than ARGX's 1.30% return.

LIGS.DE

• 1D: 0.61%
• 1M: 0.77%
• YTD: 7.15%
• 6M: 9.28%
• 1Y: 13.05%
• 3Y*: 17.48%
• 5Y*: 10.99%
• 10Y*: 12.01%

ARGX

• 1D: 3.44%
• 1M: 6.69%
• YTD: 1.30%
• 6M: -7.80%
• 1Y: 44.40%
• 3Y*: 24.48%
• 5Y*: 26.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LIGS.DE vs. ARGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc	7.15%	23.89%	14.58%	23.36%	-18.76%	27.50%	6.13%	25.42%	-5.77%	4.39%
ARGX argenx SE	1.30%	20.51%	72.33%	-2.59%	14.88%	27.98%	68.11%	70.86%	59.30%	153.86%

Correlation

The correlation between LIGS.DE and ARGX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.09
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (All Time) Calculated using the full available price history since May 19, 2017	0.14

The correlation between LIGS.DE and ARGX shifts across timeframes, from 0.09 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LIGS.DE vs. ARGX — Risk / Return Rank

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

LIGS.DE

LIGS.DE Risk / Return Rank: 22
LIGS.DE Sharpe Ratio Rank: 21
LIGS.DE Sortino Ratio Rank: 22
LIGS.DE Omega Ratio Rank: 21
LIGS.DE Calmar Ratio Rank: 22
LIGS.DE Martin Ratio Rank: 26

ARGX

ARGX Risk / Return Rank: 77
ARGX Sharpe Ratio Rank: 83
ARGX Sortino Ratio Rank: 81
ARGX Omega Ratio Rank: 78
ARGX Calmar Ratio Rank: 71
ARGX Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LIGS.DE vs. ARGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and argenx SE (ARGX). 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.

	LIGS.DE	ARGX	Difference
Sharpe ratio: Return per unit of total volatility	0.68	1.52	-0.85
Sortino ratio: Return per unit of downside risk	1.13	2.28	-1.15
Omega ratio: Gain probability vs. loss probability	1.13	1.27	-0.14
Calmar ratio: Return relative to maximum drawdown	0.99	1.57	-0.58
Martin ratio: Return relative to average drawdown	3.50	3.93	-0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIGS.DE vs. ARGX - Sharpe Ratio Comparison

The current LIGS.DE Sharpe Ratio is 0.68, which is lower than the ARGX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of LIGS.DE and ARGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LIGS.DE	ARGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	1.52	-0.85
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.69	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.96	-0.53

Drawdowns

LIGS.DE vs. ARGX - Drawdown Comparison

The maximum LIGS.DE drawdown since its inception was -60.31%, which is greater than ARGX's maximum drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and ARGX.

Drawdown Indicators

	LIGS.DE	ARGX	Difference
Max Drawdown Largest peak-to-trough decline	-60.31%	-37.47%	-22.84%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-28.45%	+15.36%
Max Drawdown (3Y) Largest decline over 3 years	-18.40%	-37.47%	+19.07%
Max Drawdown (5Y) Largest decline over 5 years	-30.95%	-37.47%	+6.52%
Max Drawdown (10Y) Largest decline over 10 years	-42.19%	—	—
Current Drawdown Current decline from peak	-2.26%	-9.57%	+7.31%
Average Drawdown Average peak-to-trough decline	-9.87%	-11.00%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.70%	11.32%	-7.62%

Volatility

LIGS.DE vs. ARGX - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) is 6.08%, while argenx SE (ARGX) has a volatility of 10.13%. This indicates that LIGS.DE experiences smaller price fluctuations and is considered to be less risky than ARGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIGS.DE	ARGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	10.13%	-4.05%
Volatility (6M) Calculated over the trailing 6-month period	16.09%	20.36%	-4.27%
Volatility (1Y) Calculated over the trailing 1-year period	19.23%	29.33%	-10.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.43%	38.67%	-19.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.83%	50.50%	-30.67%

Dividends

LIGS.DE vs. ARGX - Dividend Comparison

Neither LIGS.DE nor ARGX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LIGS.DE and ARGX in my portfolio?

LIGS.DE and ARGX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.