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LQQ.PA vs. LOTBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQQ.PA vs. LOTBY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) and Lotus Bakeries NV (LOTBY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LQQ.PA is traded in EUR, while LOTBY is traded in USD. To make them comparable, the LOTBY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LQQ.PA achieves a 31.93% return, which is significantly higher than LOTBY's 21.14% return.


LQQ.PA

1D
-1.10%
1M
-3.34%
YTD
31.93%
6M
30.57%
1Y
64.47%
3Y*
41.76%
5Y*
10Y*

LOTBY

1D
-0.07%
1M
2.33%
YTD
21.14%
6M
21.47%
1Y
39.57%
3Y*
15.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQQ.PA vs. LOTBY - Yearly Performance Comparison


2026 (YTD)202520242023
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
31.93%14.16%57.00%75.85%
LOTBY
Lotus Bakeries NV
21.14%-28.50%81.57%-7.36%

Correlation

The correlation between LQQ.PA and LOTBY is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.01

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Return for Risk

LQQ.PA vs. LOTBY — Risk / Return Rank

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

LQQ.PA
LQQ.PA Risk / Return Rank: 6464
Overall Rank
LQQ.PA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 6464
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 6262
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 6767
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 5858
Martin Ratio Rank

LOTBY
LOTBY Risk / Return Rank: 8181
Overall Rank
LOTBY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LOTBY Sortino Ratio Rank: 8282
Sortino Ratio Rank
LOTBY Omega Ratio Rank: 9999
Omega Ratio Rank
LOTBY Calmar Ratio Rank: 7777
Calmar Ratio Rank
LOTBY Martin Ratio Rank: 7373
Martin Ratio Rank
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.

LQQ.PA vs. LOTBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) and Lotus Bakeries NV (LOTBY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LQQ.PALOTBYDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.33

1.55

-0.22

Calmar ratioReturn relative to maximum drawdown

2.90

1.94

+0.97

Martin ratioReturn relative to average drawdown

8.86

4.17

+4.70

LQQ.PA vs. LOTBY - Sharpe Ratio Comparison

The current LQQ.PA Sharpe Ratio is 1.97, which is higher than the LOTBY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LQQ.PA and LOTBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LQQ.PA vs. LOTBY - Drawdown Comparison

The maximum LQQ.PA drawdown since its inception was -44.66%, smaller than the maximum LOTBY drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for LQQ.PA and LOTBY.


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Drawdown Indicators


LQQ.PALOTBYDifference

Max Drawdown

Largest peak-to-trough decline

-44.66%

-51.28%

+6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.88%

-20.62%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-44.66%

-51.28%

+6.62%

Current Drawdown

Current decline from peak

-7.03%

-30.96%

+23.93%

Average Drawdown

Average peak-to-trough decline

-7.16%

-15.24%

+8.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

9.55%

-2.34%

Volatility

LQQ.PA vs. LOTBY - Volatility Comparison

Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a higher volatility of 12.47% compared to Lotus Bakeries NV (LOTBY) at 1.46%. This indicates that LQQ.PA's price experiences larger fluctuations and is considered to be riskier than LOTBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQQ.PALOTBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.47%

1.46%

+11.01%

Volatility (6M)

Calculated over the trailing 6-month period

24.79%

25.40%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

32.26%

35.54%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.47%

38.17%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.47%

38.17%

-2.70%

Dividends

LQQ.PA vs. LOTBY - Dividend Comparison

LQQ.PA has not paid dividends to shareholders, while LOTBY's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM2025202420232022
LOTBY
Lotus Bakeries NV
1.05%0.97%0.57%0.75%0.77%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQQ.PA and LOTBY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LQQ.PA and LOTBY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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