LUTI.DE vs. TTWO

Last updated Jun 5, 2026

LUTI.DE (Lyxor STOXX Europe 600 Utilities UCITS ETF Acc) is Utilities Equities fund tracking the STOXX® Europe 600 Utilities, while TTWO (Take-Two Interactive Software, Inc.) is a stock. Over the past 10 years, LUTI.DE returned 10.69%/yr vs 18.41%/yr for TTWO. At a 0.14 correlation, their price movements are largely independent.

Performance

LUTI.DE vs. TTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, LUTI.DE achieves a 12.41% return, which is significantly higher than TTWO's -14.42% return. Over the past 10 years, LUTI.DE has underperformed TTWO with an annualized return of 10.69%, while TTWO has yielded a comparatively higher 18.41% annualized return.

LUTI.DE

• 1D: -0.18%
• 1M: -3.00%
• YTD: 12.41%
• 6M: 13.73%
• 1Y: 26.06%
• 3Y*: 16.38%
• 5Y*: 11.68%
• 10Y*: 10.69%

TTWO

• 1D: 0.25%
• 1M: -2.25%
• YTD: -14.42%
• 6M: -12.23%
• 1Y: -7.05%
• 3Y*: 13.48%
• 5Y*: 4.23%
• 10Y*: 18.41%

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

LUTI.DE vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LUTI.DE Lyxor STOXX Europe 600 Utilities UCITS ETF Acc	12.41%	33.68%	1.33%	13.47%	-7.98%	9.01%	11.12%	31.06%	2.08%	10.01%
TTWO Take-Two Interactive Software, Inc.	-14.42%	22.58%	21.92%	49.93%	-37.78%	-8.07%	55.73%	21.62%	-1.83%	95.35%

Correlation

The correlation between LUTI.DE and TTWO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007	0.14

The correlation between LUTI.DE and TTWO shifts across timeframes, from -0.12 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LUTI.DE vs. TTWO — Risk / Return Rank

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

LUTI.DE

LUTI.DE Risk / Return Rank: 56
LUTI.DE Sharpe Ratio Rank: 53
LUTI.DE Sortino Ratio Rank: 48
LUTI.DE Omega Ratio Rank: 53
LUTI.DE Calmar Ratio Rank: 73
LUTI.DE Martin Ratio Rank: 57

TTWO

TTWO Risk / Return Rank: 32
TTWO Sharpe Ratio Rank: 34
TTWO Sortino Ratio Rank: 29
TTWO Omega Ratio Rank: 29
TTWO Calmar Ratio Rank: 35
TTWO Martin Ratio Rank: 34

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.

LUTI.DE vs. TTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) and Take-Two Interactive Software, Inc. (TTWO). 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.

	LUTI.DE	TTWO	Difference
Sharpe ratio: Return per unit of total volatility	1.76	-0.24	+2.00
Sortino ratio: Return per unit of downside risk	2.34	-0.14	+2.47
Omega ratio: Gain probability vs. loss probability	1.32	0.98	+0.34
Calmar ratio: Return relative to maximum drawdown	3.58	-0.25	+3.83
Martin ratio: Return relative to average drawdown	9.74	-0.56	+10.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LUTI.DE vs. TTWO - Sharpe Ratio Comparison

The current LUTI.DE Sharpe Ratio is 1.76, which is higher than the TTWO Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of LUTI.DE and TTWO, 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

	LUTI.DE	TTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	-0.24	+2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.13	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.54	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.40	-0.11

Drawdowns

LUTI.DE vs. TTWO - Drawdown Comparison

The maximum LUTI.DE drawdown since its inception was -51.94%, smaller than the maximum TTWO drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for LUTI.DE and TTWO.

Drawdown Indicators

	LUTI.DE	TTWO	Difference
Max Drawdown Largest peak-to-trough decline	-51.94%	-75.32%	+23.38%
Max Drawdown (1Y) Largest decline over 1 year	-7.25%	-28.81%	+21.56%
Max Drawdown (3Y) Largest decline over 3 years	-13.76%	-28.81%	+15.05%
Max Drawdown (5Y) Largest decline over 5 years	-22.66%	-44.69%	+22.03%
Max Drawdown (10Y) Largest decline over 10 years	-32.97%	-47.84%	+14.87%
Current Drawdown Current decline from peak	-5.35%	-17.19%	+11.84%
Average Drawdown Average peak-to-trough decline	-19.17%	-23.24%	+4.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	12.67%	-10.00%

Volatility

LUTI.DE vs. TTWO - Volatility Comparison

The current volatility for Lyxor STOXX Europe 600 Utilities UCITS ETF Acc (LUTI.DE) is 5.80%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 11.00%. This indicates that LUTI.DE experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LUTI.DE	TTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.80%	11.00%	-5.20%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	23.90%	-11.04%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	29.53%	-14.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	32.19%	-16.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	34.35%	-17.43%

Dividends

LUTI.DE vs. TTWO - Dividend Comparison

Neither LUTI.DE nor TTWO has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both LUTI.DE and TTWO in my portfolio?

LUTI.DE and TTWO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.