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LYMS.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

LYMS.DE vs. ^NDX

Last updated Jun 5, 2026

LYMS.DE (Amundi Nasdaq-100 II UCITS ETF Acc) is Nasdaq-100 fund tracking the Nasdaq 100®, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, LYMS.DE returned 21.41%/yr vs 20.72%/yr for ^NDX. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

LYMS.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, LYMS.DE achieves a 20.63% return, which is significantly lower than ^NDX's 21.80% return. Both investments have delivered pretty close results over the past 10 years, with LYMS.DE having a 21.41% annualized return and ^NDX not far behind at 20.72%.

LYMS.DE

1D
-0.86%
1M
9.25%
YTD
20.63%
6M
19.42%
1Y
37.94%
3Y*
24.71%
5Y*
18.88%
10Y*
21.41%

^NDX

1D
-0.67%
1M
9.26%
YTD
21.80%
6M
19.18%
1Y
37.64%
3Y*
24.43%
5Y*
18.26%
10Y*
20.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYMS.DE vs. ^NDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc		20.63%7.15%33.72%51.52%-29.87%39.59%34.60%42.84%3.18%15.91%
^NDX
NASDAQ 100 Index		21.80%5.91%33.12%49.19%-28.81%36.10%35.42%41.08%3.61%15.35%

Correlation

The correlation between LYMS.DE and ^NDX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.71

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.58

The correlation between LYMS.DE and ^NDX shifts across timeframes, from 0.58 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Amundi Nasdaq-100 II UCITS ETF Acc

NASDAQ 100 Index

Often compared with LYMS.DE:
LYMS.DE vs. XNAS.DELYMS.DE vs. QQQLYMS.DE vs. EXV1.DELYMS.DE vs. QQQMLYMS.DE vs. DBXD.DELYMS.DE vs. EQQQ.DELYMS.DE vs. QDVE.DE
Often compared with ^NDX:
^NDX vs. BRK-B^NDX vs. SPY^NDX vs. ARKK^NDX vs. ^IXIC^NDX vs. TSLA^NDX vs. VOO^NDX vs. NQ=F

Return for Risk

LYMS.DE vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LYMS.DE
LYMS.DE Risk / Return Rank: 7171
Overall Rank
LYMS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 7272
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
^NDX
^NDX Risk / Return Rank: 8383
Overall Rank
^NDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8282
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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.

LYMS.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) and NASDAQ 100 Index (^NDX). 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.

LYMS.DE^NDXDifference
Sharpe ratioReturn per unit of total volatility
2.40
2.32

+0.08

Sortino ratioReturn per unit of downside risk
3.19
2.97

+0.22

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

3.77

3.38

+0.39

Martin ratioReturn relative to average drawdown

11.23

10.55

+0.68

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYMS.DE vs. ^NDX - Sharpe Ratio Comparison

The current LYMS.DE Sharpe Ratio is 2.40, which is comparable to the ^NDX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of LYMS.DE and ^NDX, 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

LYMS.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.32

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.82

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.91

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.73

+0.04

Drawdowns

LYMS.DE vs. ^NDX - Drawdown Comparison

The maximum LYMS.DE drawdown since its inception was -50.00%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for LYMS.DE and ^NDX.

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Drawdown Indicators

LYMS.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-50.00%

-46.44%

-3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.02%

-11.19%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-27.30%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-31.53%

+0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.12%

-31.53%

+0.41%

Current Drawdown

Current decline from peak

-0.86%

-0.69%

-0.17%

Average Drawdown

Average peak-to-trough decline

-8.78%

-8.00%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.58%

-0.21%

Volatility

LYMS.DE vs. ^NDX - Volatility Comparison

Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) has a higher volatility of 4.37% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that LYMS.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LYMS.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.80%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

11.58%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

16.31%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

22.24%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

22.83%

-3.15%

Frequently Asked Questions

LYMS.DE and ^NDX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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