PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LYP6.DE vs. SGSOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LYP6.DE vs. SGSOY

Last updated Jun 5, 2026

LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) is Europe Equities fund tracking the STOXX® Europe 600, while SGSOY (SGS SA) is a stock. Over the past 5 years, LYP6.DE returned 9.75%/yr vs 2.55%/yr for SGSOY. At a 0.42 correlation, their price movements are largely independent.

Performance

LYP6.DE vs. SGSOY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and SGS SA (SGSOY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LYP6.DE is traded in EUR, while SGSOY is traded in USD. To make them comparable, the SGSOY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYP6.DE achieves a 7.48% return, which is significantly higher than SGSOY's 3.86% return.

LYP6.DE

1D
0.57%
1M
2.56%
YTD
7.48%
6M
10.14%
1Y
15.95%
3Y*
13.98%
5Y*
9.75%
10Y*
—

SGSOY

1D
0.06%
1M
5.19%
YTD
3.86%
6M
5.96%
1Y
11.29%
3Y*
8.00%
5Y*
2.55%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. SGSOY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%
SGSOY
SGS SA		3.86%5.00%28.09%-6.93%-24.91%24.76%3.25%26.15%-7.87%11.08%

Correlation

The correlation between LYP6.DE and SGSOY is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.32

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc

SGS SA

Often compared with LYP6.DE:
LYP6.DE vs. EUNK.DELYP6.DE vs. XESC.DELYP6.DE vs. VOOLYP6.DE vs. EXIE.DELYP6.DE vs. 8PSG.DELYP6.DE vs. LCUW.DELYP6.DE vs. ZPDX.DE
Often compared with SGSOY:
SGSOY vs. AVGOSGSOY vs. CVXSGSOY vs. APGSGSOY vs. GIVN.SWSGSOY vs. NESN.SWSGSOY vs. MSFTSGSOY vs. AAPL

Return for Risk

LYP6.DE vs. SGSOY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
Martin Ratio Rank
SGSOY
SGSOY Risk / Return Rank: 5858
Overall Rank
SGSOY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SGSOY Sortino Ratio Rank: 5555
Sortino Ratio Rank
SGSOY Omega Ratio Rank: 5454
Omega Ratio Rank
SGSOY Calmar Ratio Rank: 5858
Calmar Ratio Rank
SGSOY Martin Ratio Rank: 6262
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.

LYP6.DE vs. SGSOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and SGS SA (SGSOY). 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.

LYP6.DESGSOYDifference
Sharpe ratioReturn per unit of total volatility
1.28
0.58

+0.70

Sortino ratioReturn per unit of downside risk
1.88
0.94

+0.94

Omega ratioGain probability vs. loss probability

1.24

1.11

+0.13

Calmar ratioReturn relative to maximum drawdown

1.74

0.71

+1.03

Martin ratioReturn relative to average drawdown

6.63

2.07

+4.56

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

LYP6.DE vs. SGSOY - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.28, which is higher than the SGSOY Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of LYP6.DE and SGSOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

LYP6.DESGSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.58

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.12

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.27

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.38

+0.18

Drawdowns

LYP6.DE vs. SGSOY - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum SGSOY drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and SGSOY.

Loading charts...

Drawdown Indicators

LYP6.DESGSOYDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-42.38%

+6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-16.01%

+6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-22.42%

+6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-32.51%

+11.80%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.51%

—

Current Drawdown

Current decline from peak

-1.62%

-5.37%

+3.75%

Average Drawdown

Average peak-to-trough decline

-4.84%

-9.82%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

5.48%

-2.99%

Volatility

LYP6.DE vs. SGSOY - Volatility Comparison

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and SGS SA (SGSOY) have volatilities of 4.35% and 4.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LYP6.DESGSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.53%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

14.66%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

19.50%

-6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

21.05%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

20.60%

-4.74%

Dividends

LYP6.DE vs. SGSOY - Dividend Comparison

LYP6.DE has not paid dividends to shareholders, while SGSOY's dividend yield for the trailing twelve months is around 3.68%.

PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGSOY
SGS SA		3.68%3.19%3.64%3.96%3.72%2.52%1.61%1.69%2.10%4.35%5.56%2.04%

Frequently Asked Questions

LYP6.DE and SGSOY have a correlation of 0.42, 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 LYP6.DE and SGSOY

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

Open Portfolio Optimizer