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

Key characteristics


LYPG.DETSLA
YTD Return22.45%-7.32%
1Y Return33.06%-16.57%
3Y Return (Ann)13.74%-2.47%
5Y Return (Ann)21.83%69.88%
10Y Return (Ann)21.89%29.55%
Sharpe Ratio1.80-0.28
Daily Std Dev20.01%54.18%
Max Drawdown-31.83%-73.63%
Current Drawdown-8.40%-43.83%

Correlation

-0.50.00.51.00.3

The correlation between LYPG.DE and TSLA is 0.26, 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.

Performance

LYPG.DE vs. TSLA - Performance Comparison

In the year-to-date period, LYPG.DE achieves a 22.45% return, which is significantly higher than TSLA's -7.32% return. Over the past 10 years, LYPG.DE has underperformed TSLA with an annualized return of 21.89%, while TSLA has yielded a comparatively higher 29.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%AprilMayJuneJulyAugustSeptember
884.56%
16,829.35%
LYPG.DE
TSLA

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

LYPG.DE vs. TSLA - 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 Tesla, Inc. (TSLA). 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 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for LYPG.DE, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.0012.002.83
Omega ratio
The chart of Omega ratio for LYPG.DE, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for LYPG.DE, currently valued at 2.90, compared to the broader market0.005.0010.0015.002.90
Martin ratio
The chart of Martin ratio for LYPG.DE, currently valued at 10.10, compared to the broader market0.0020.0040.0060.0080.00100.0010.10
TSLA
Sharpe ratio
The chart of Sharpe ratio for TSLA, currently valued at -0.11, compared to the broader market0.002.004.00-0.11
Sortino ratio
The chart of Sortino ratio for TSLA, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.000.22
Omega ratio
The chart of Omega ratio for TSLA, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for TSLA, currently valued at -0.09, compared to the broader market0.005.0010.0015.00-0.09
Martin ratio
The chart of Martin ratio for TSLA, currently valued at -0.25, compared to the broader market0.0020.0040.0060.0080.00100.00-0.25

LYPG.DE vs. TSLA - Sharpe Ratio Comparison

The current LYPG.DE Sharpe Ratio is 1.80, which is higher than the TSLA Sharpe Ratio of -0.28. The chart below compares the 12-month rolling Sharpe Ratio of LYPG.DE and TSLA.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.17
-0.11
LYPG.DE
TSLA

Dividends

LYPG.DE vs. TSLA - Dividend Comparison

Neither LYPG.DE nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYPG.DE vs. TSLA - Drawdown Comparison

The maximum LYPG.DE drawdown since its inception was -31.83%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for LYPG.DE and TSLA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-6.36%
-43.83%
LYPG.DE
TSLA

Volatility

LYPG.DE vs. TSLA - Volatility Comparison

The current volatility for Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) is 7.08%, while Tesla, Inc. (TSLA) has a volatility of 15.95%. This indicates that LYPG.DE experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
7.08%
15.95%
LYPG.DE
TSLA