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

Key characteristics


LYPG.DETNOW.L
YTD Return22.45%22.96%
1Y Return33.06%38.08%
3Y Return (Ann)13.74%11.61%
5Y Return (Ann)21.83%22.12%
10Y Return (Ann)21.89%19.01%
Sharpe Ratio1.801.99
Daily Std Dev20.01%20.47%
Max Drawdown-31.83%-36.17%
Current Drawdown-8.40%-6.15%

Correlation

-0.50.00.51.00.8

The correlation between LYPG.DE and TNOW.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

LYPG.DE vs. TNOW.L - Performance Comparison

The year-to-date returns for both investments are quite close, with LYPG.DE having a 22.45% return and TNOW.L slightly higher at 22.96%. Over the past 10 years, LYPG.DE has outperformed TNOW.L with an annualized return of 21.89%, while TNOW.L has yielded a comparatively lower 19.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


700.00%750.00%800.00%850.00%900.00%AprilMayJuneJulyAugustSeptember
848.69%
837.29%
LYPG.DE
TNOW.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. TNOW.L - Expense Ratio Comparison

Both LYPG.DE and TNOW.L have an expense ratio of 0.30%.


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 TNOW.L: 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%

Risk-Adjusted Performance

LYPG.DE vs. TNOW.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 MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.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 1.35, compared to the broader market0.501.001.502.002.503.001.35
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
TNOW.L
Sharpe ratio
The chart of Sharpe ratio for TNOW.L, currently valued at 2.01, compared to the broader market0.002.004.002.01
Sortino ratio
The chart of Sortino ratio for TNOW.L, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.0012.002.63
Omega ratio
The chart of Omega ratio for TNOW.L, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for TNOW.L, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.74
Martin ratio
The chart of Martin ratio for TNOW.L, currently valued at 9.48, compared to the broader market0.0020.0040.0060.0080.00100.009.48

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

The current LYPG.DE Sharpe Ratio is 1.80, which roughly equals the TNOW.L Sharpe Ratio of 1.99. The chart below compares the 12-month rolling Sharpe Ratio of LYPG.DE and TNOW.L.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.06
2.01
LYPG.DE
TNOW.L

Dividends

LYPG.DE vs. TNOW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

LYPG.DE vs. TNOW.L - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum TNOW.L drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and TNOW.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.36%
-6.15%
LYPG.DE
TNOW.L

Volatility

LYPG.DE vs. TNOW.L - Volatility Comparison

Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a higher volatility of 7.08% compared to Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) at 6.67%. This indicates that LYPG.DE's price experiences larger fluctuations and is considered to be riskier than TNOW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AprilMayJuneJulyAugustSeptember
7.08%
6.67%
LYPG.DE
TNOW.L