PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LYPG.DE vs. PABG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYPG.DEPABG.L
YTD Return22.45%8.61%
1Y Return33.06%15.75%
3Y Return (Ann)13.74%4.46%
Sharpe Ratio1.801.23
Daily Std Dev20.01%12.55%
Max Drawdown-31.83%-26.49%
Current Drawdown-8.40%-3.18%

Correlation

-0.50.00.51.00.7

The correlation between LYPG.DE and PABG.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LYPG.DE vs. PABG.L - Performance Comparison

In the year-to-date period, LYPG.DE achieves a 22.45% return, which is significantly higher than PABG.L's 8.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%AprilMayJuneJulyAugustSeptember
103.93%
37.45%
LYPG.DE
PABG.L

Compare stocks, funds, or ETFs

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


LYPG.DE vs. PABG.L - Expense Ratio Comparison

LYPG.DE has a 0.30% expense ratio, which is higher than PABG.L's 0.20% expense ratio.


LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
Expense ratio chart for LYPG.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for PABG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

LYPG.DE vs. PABG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) and Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L). 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.


LYPG.DE
Sharpe ratio
The chart of Sharpe ratio for LYPG.DE, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for LYPG.DE, currently valued at 2.70, compared to the broader market-2.000.002.004.006.008.0010.0012.002.70
Omega ratio
The chart of Omega ratio for LYPG.DE, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for LYPG.DE, currently valued at 2.76, compared to the broader market0.005.0010.0015.002.76
Martin ratio
The chart of Martin ratio for LYPG.DE, currently valued at 9.62, compared to the broader market0.0020.0040.0060.0080.00100.009.62
PABG.L
Sharpe ratio
The chart of Sharpe ratio for PABG.L, currently valued at 1.50, compared to the broader market0.002.004.001.50
Sortino ratio
The chart of Sortino ratio for PABG.L, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.0012.002.18
Omega ratio
The chart of Omega ratio for PABG.L, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for PABG.L, currently valued at 1.10, compared to the broader market0.005.0010.0015.001.10
Martin ratio
The chart of Martin ratio for PABG.L, currently valued at 8.22, compared to the broader market0.0020.0040.0060.0080.00100.008.22

LYPG.DE vs. PABG.L - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 1.80, which is higher than the PABG.L Sharpe Ratio of 1.23. The chart below compares the 12-month rolling Sharpe Ratio of LYPG.DE and PABG.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.06
1.50
LYPG.DE
PABG.L

Dividends

LYPG.DE vs. PABG.L - Dividend Comparison

Neither LYPG.DE nor PABG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYPG.DE vs. PABG.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, which is greater than PABG.L's maximum drawdown of -26.49%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and PABG.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.36%
-1.55%
LYPG.DE
PABG.L

Volatility

LYPG.DE vs. PABG.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.08% compared to Lyxor Net Zero 2050 S&P Eurozone Climate PAB (DR) UCITS ETF - Acc (PABG.L) at 3.42%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than PABG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.08%
3.42%
LYPG.DE
PABG.L