MEUD.L vs. ASML
Compare and contrast key facts about Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and ASML Holding N.V. (ASML).
MEUD.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Apr 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MEUD.L or ASML.
Performance
MEUD.L vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, MEUD.L achieves a 3.41% return, which is significantly higher than ASML's -11.41% return. Over the past 10 years, MEUD.L has underperformed ASML with an annualized return of 7.48%, while ASML has yielded a comparatively higher 21.46% annualized return.
MEUD.L
3.41%
-3.67%
-5.02%
8.14%
6.68%
7.48%
ASML
-11.41%
-7.81%
-28.89%
-2.26%
21.02%
21.46%
Key characteristics
| MEUD.L | ASML | |
|---|---|---|
| Sharpe Ratio | 0.79 | -0.03 |
| Sortino Ratio | 1.17 | 0.26 |
| Omega Ratio | 1.14 | 1.04 |
| Calmar Ratio | 1.26 | -0.04 |
| Martin Ratio | 3.36 | -0.09 |
| Ulcer Index | 2.40% | 17.16% |
| Daily Std Dev | 10.20% | 45.03% |
| Max Drawdown | -28.57% | -90.00% |
| Current Drawdown | -5.56% | -39.21% |
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Correlation
The correlation between MEUD.L and ASML is 0.50, 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.
Risk-Adjusted Performance
MEUD.L vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and ASML Holding N.V. (ASML). 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.
Dividends
MEUD.L vs. ASML - Dividend Comparison
MEUD.L has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEUD.L Lyxor 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% |
ASML ASML Holding N.V. | 1.01% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Drawdowns
MEUD.L vs. ASML - Drawdown Comparison
The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for MEUD.L and ASML. For additional features, visit the drawdowns tool.
Volatility
MEUD.L vs. ASML - Volatility Comparison
The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 4.77%, while ASML Holding N.V. (ASML) has a volatility of 8.89%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.