LILM vs. PRWU.L
Compare and contrast key facts about Lilium N.V. (LILM) and Amundi Prime Global UCITS ETF DR (C) (PRWU.L).
PRWU.L is a passively managed fund by Amundi Luxembourg S.A. that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 30, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LILM or PRWU.L.
Key characteristics
| LILM | PRWU.L | |
|---|---|---|
| YTD Return | -83.64% | 19.95% |
| 1Y Return | -77.05% | 28.40% |
| Sharpe Ratio | -0.47 | 2.50 |
| Sortino Ratio | -0.11 | 3.48 |
| Omega Ratio | 0.98 | 1.46 |
| Calmar Ratio | -0.76 | 3.54 |
| Martin Ratio | -1.85 | 15.70 |
| Ulcer Index | 40.86% | 1.78% |
| Daily Std Dev | 161.60% | 11.31% |
| Max Drawdown | -99.52% | -16.16% |
| Current Drawdown | -98.22% | -0.80% |
Correlation
The correlation between LILM and PRWU.L 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
LILM vs. PRWU.L - Performance Comparison
In the year-to-date period, LILM achieves a -83.64% return, which is significantly lower than PRWU.L's 19.95% 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
LILM vs. PRWU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lilium N.V. (LILM) and Amundi Prime Global UCITS ETF DR (C) (PRWU.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
LILM vs. PRWU.L - Dividend Comparison
Neither LILM nor PRWU.L has paid dividends to shareholders.
Drawdowns
LILM vs. PRWU.L - Drawdown Comparison
The maximum LILM drawdown since its inception was -99.52%, which is greater than PRWU.L's maximum drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for LILM and PRWU.L. For additional features, visit the drawdowns tool.
Volatility
LILM vs. PRWU.L - Volatility Comparison
Lilium N.V. (LILM) has a higher volatility of 153.06% compared to Amundi Prime Global UCITS ETF DR (C) (PRWU.L) at 3.13%. This indicates that LILM's price experiences larger fluctuations and is considered to be riskier than PRWU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.