PortfoliosLab logoPortfoliosLab logo
MEUD.L vs. ATO.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEUD.L vs. ATO.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Atos SE (ATO.PA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

MEUD.L is traded in GBp, while ATO.PA is traded in EUR. To make them comparable, the ATO.PA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MEUD.L achieves a 7.81% return, which is significantly higher than ATO.PA's -31.58% return. Over the past 10 years, MEUD.L has outperformed ATO.PA with an annualized return of 11.01%, while ATO.PA has yielded a comparatively lower -37.69% annualized return.


MEUD.L

1D
1.76%
1M
3.68%
YTD
7.81%
6M
9.49%
1Y
19.78%
3Y*
14.48%
5Y*
9.92%
10Y*
11.01%

ATO.PA

1D
2.52%
1M
-10.03%
YTD
-31.58%
6M
-38.32%
1Y
-4.74%
3Y*
-67.57%
5Y*
-61.36%
10Y*
-37.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEUD.L vs. ATO.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEUD.L
Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc
7.81%26.51%3.65%13.48%-5.04%17.06%3.85%20.40%-9.59%15.43%
ATO.PA
Atos SE
-31.58%103.29%-95.26%-23.33%-74.65%-52.96%6.31%32.11%-40.51%26.22%

Correlation

The correlation between MEUD.L and ATO.PA is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.26

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.44

The correlation between MEUD.L and ATO.PA shifts across timeframes, from 0.26 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

MEUD.L vs. ATO.PA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEUD.L
MEUD.L Risk / Return Rank: 5050
Overall Rank
MEUD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEUD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
MEUD.L Omega Ratio Rank: 5656
Omega Ratio Rank
MEUD.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
MEUD.L Martin Ratio Rank: 4646
Martin Ratio Rank

ATO.PA
ATO.PA Risk / Return Rank: 3535
Overall Rank
ATO.PA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ATO.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
ATO.PA Omega Ratio Rank: 3535
Omega Ratio Rank
ATO.PA Calmar Ratio Rank: 3636
Calmar Ratio Rank
ATO.PA Martin Ratio Rank: 3535
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.

MEUD.L vs. ATO.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) and Atos SE (ATO.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MEUD.LATO.PADifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.30

1.02

+0.28

Calmar ratioReturn relative to maximum drawdown

1.87

-0.21

+2.08

Martin ratioReturn relative to average drawdown

6.77

-0.37

+7.14

MEUD.L vs. ATO.PA - Sharpe Ratio Comparison

The current MEUD.L Sharpe Ratio is 1.60, which is higher than the ATO.PA Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of MEUD.L and ATO.PA, 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...

Drawdowns

MEUD.L vs. ATO.PA - Drawdown Comparison

The maximum MEUD.L drawdown since its inception was -28.57%, smaller than the maximum ATO.PA drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for MEUD.L and ATO.PA.


Loading charts...

Drawdown Indicators


MEUD.LATO.PADifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-99.85%

+71.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-46.85%

+36.32%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-98.97%

+86.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-99.72%

+82.63%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-99.85%

+71.28%

Current Drawdown

Current decline from peak

-0.20%

-99.55%

+99.35%

Average Drawdown

Average peak-to-trough decline

-6.89%

-36.38%

+29.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

25.96%

-23.04%

Volatility

MEUD.L vs. ATO.PA - Volatility Comparison

The current volatility for Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc (MEUD.L) is 3.54%, while Atos SE (ATO.PA) has a volatility of 15.44%. This indicates that MEUD.L experiences smaller price fluctuations and is considered to be less risky than ATO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MEUD.LATO.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

15.44%

-11.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

42.76%

-32.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

60.05%

-47.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

126.59%

-110.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

92.42%

-75.49%

Dividends

MEUD.L vs. ATO.PA - Dividend Comparison

Neither MEUD.L nor ATO.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MEUD.L and ATO.PA have a correlation of 0.30, 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 MEUD.L and ATO.PA

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