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LYBK.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between LYBK.DE and ^GSPC is 0.38, 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.

LYBK.DE vs. ^GSPC

Last updated May 27, 2025

Compare and contrast key facts about Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and S&P 500 (^GSPC).

LYBK.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX® Banks. It was launched on Nov 8, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYBK.DE or ^GSPC.

Performance

LYBK.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LYBK.DE:

1.80

^GSPC:

0.52

Sortino Ratio

LYBK.DE:

2.28

^GSPC:

0.78

Omega Ratio

LYBK.DE:

1.33

^GSPC:

1.11

Calmar Ratio

LYBK.DE:

2.29

^GSPC:

0.48

Martin Ratio

LYBK.DE:

9.40

^GSPC:

1.81

Ulcer Index

LYBK.DE:

4.85%

^GSPC:

4.99%

Daily Std Dev

LYBK.DE:

25.29%

^GSPC:

19.70%

Max Drawdown

LYBK.DE:

-62.22%

^GSPC:

-56.78%

Current Drawdown

LYBK.DE:

-1.00%

^GSPC:

-5.56%

Returns By Period

In the year-to-date period, LYBK.DE achieves a 43.76% return, which is significantly higher than ^GSPC's -1.34% return.

LYBK.DE

YTD

43.76%

1M

11.28%

6M

49.94%

1Y

45.74%

3Y*

37.18%

5Y*

33.89%

10Y*

N/A

^GSPC

YTD

-1.34%

1M

5.02%

6M

-3.08%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

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Amundi Euro Stoxx Banks UCITS ETF Acc

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

LYBK.DE vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LYBK.DE
The Risk-Adjusted Performance Rank of LYBK.DE is 9393
Overall Rank
The Sharpe Ratio Rank of LYBK.DE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of LYBK.DE is 9292
Sortino Ratio Rank
The Omega Ratio Rank of LYBK.DE is 9292
Omega Ratio Rank
The Calmar Ratio Rank of LYBK.DE is 9494
Calmar Ratio Rank
The Martin Ratio Rank of LYBK.DE is 9393
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6060
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LYBK.DE vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and S&P 500 (^GSPC). 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.

The current LYBK.DE Sharpe Ratio is 1.80, which is higher than the ^GSPC Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of LYBK.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

LYBK.DE vs. ^GSPC - Drawdown Comparison

The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and ^GSPC.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

LYBK.DE vs. ^GSPC - Volatility Comparison

Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.19% compared to S&P 500 (^GSPC) at 4.37%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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