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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 39.94% return, which is significantly higher than LOTBY's 18.55% return.


LQQ.PA

1D
-1.38%
1M
17.97%
YTD
39.94%
6M
36.85%
1Y
79.18%
3Y*
44.82%
5Y*
26.89%
10Y*
35.63%

LOTBY

1D
-0.14%
1M
-9.06%
YTD
18.55%
6M
17.53%
1Y
34.78%
3Y*
14.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQQ.PA vs. LOTBY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
39.94%14.16%57.02%112.33%-59.20%7.93%
LOTBY
Lotus Bakeries NV
18.55%-28.50%81.57%9.53%-0.74%-4.99%

Correlation

The correlation between LQQ.PA and LOTBY is -0.01, 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

-0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

-0.07

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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: 7171
Overall Rank
LQQ.PA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 7070
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 6969
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 6363
Martin Ratio Rank

LOTBY
LOTBY Risk / Return Rank: 8080
Overall Rank
LOTBY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LOTBY Sortino Ratio Rank: 8080
Sortino Ratio Rank
LOTBY Omega Ratio Rank: 9898
Omega Ratio Rank
LOTBY Calmar Ratio Rank: 7575
Calmar Ratio Rank
LOTBY Martin Ratio Rank: 7474
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.


LQQ.PALOTBYDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.40

1.48

-0.08

Calmar ratioReturn relative to maximum drawdown

3.56

1.70

+1.86

Martin ratioReturn relative to average drawdown

11.13

4.06

+7.07

LQQ.PA vs. LOTBY - Sharpe Ratio Comparison

The current LQQ.PA Sharpe Ratio is 2.54, which is higher than the LOTBY Sharpe Ratio of 0.99. 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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Sharpe Ratios by Period


LQQ.PALOTBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

0.99

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.28

+0.42

Drawdowns

LQQ.PA vs. LOTBY - Drawdown Comparison

The maximum LQQ.PA drawdown since its inception was -75.86%, which is greater than LOTBY's maximum 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

-75.86%

-51.28%

-24.58%

Max Drawdown (1Y)

Largest decline over 1 year

-21.88%

-20.62%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-44.33%

-51.28%

+6.95%

Max Drawdown (5Y)

Largest decline over 5 years

-61.21%

Max Drawdown (10Y)

Largest decline over 10 years

-61.21%

Current Drawdown

Current decline from peak

-1.38%

-32.43%

+31.05%

Average Drawdown

Average peak-to-trough decline

-15.73%

-15.05%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

8.62%

-1.57%

Volatility

LQQ.PA vs. LOTBY - Volatility Comparison

The current volatility for Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) is 9.10%, while Lotus Bakeries NV (LOTBY) has a volatility of 11.38%. This indicates that LQQ.PA experiences smaller price fluctuations and is considered to be less risky 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

9.10%

11.38%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

22.37%

25.39%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

30.71%

35.62%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

38.42%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.87%

38.42%

+0.45%

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 -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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