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MSED.L vs. CS51.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MSED.LCS51.L
YTD Return6.15%6.12%
1Y Return-47.40%14.60%
3Y Return (Ann)-16.48%8.30%
5Y Return (Ann)-7.33%8.24%
10Y Return (Ann)-0.15%7.87%
Sharpe Ratio-0.861.02
Daily Std Dev55.46%13.06%
Max Drawdown-58.05%-33.12%
Current Drawdown-49.87%-6.36%

Correlation

-0.50.00.51.01.0

The correlation between MSED.L and CS51.L is 1.00, 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

MSED.L vs. CS51.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with MSED.L having a 6.15% return and CS51.L slightly lower at 6.12%. Over the past 10 years, MSED.L has underperformed CS51.L with an annualized return of -0.15%, while CS51.L has yielded a comparatively higher 7.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-6.00%-4.00%-2.00%0.00%2.00%4.00%AprilMayJuneJulyAugustSeptember
0.93%
0.89%
MSED.L
CS51.L

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


MSED.L vs. CS51.L - Expense Ratio Comparison

MSED.L has a 0.07% expense ratio, which is lower than CS51.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


CS51.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Expense ratio chart for CS51.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for MSED.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MSED.L vs. CS51.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.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.


MSED.L
Sharpe ratio
The chart of Sharpe ratio for MSED.L, currently valued at -0.79, compared to the broader market0.002.004.00-0.79
Sortino ratio
The chart of Sortino ratio for MSED.L, currently valued at -0.61, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.61
Omega ratio
The chart of Omega ratio for MSED.L, currently valued at 0.76, compared to the broader market0.501.001.502.002.503.000.76
Calmar ratio
The chart of Calmar ratio for MSED.L, currently valued at -0.74, compared to the broader market0.005.0010.0015.00-0.74
Martin ratio
The chart of Martin ratio for MSED.L, currently valued at -0.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.94
CS51.L
Sharpe ratio
The chart of Sharpe ratio for CS51.L, currently valued at 1.34, compared to the broader market0.002.004.001.34
Sortino ratio
The chart of Sortino ratio for CS51.L, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.0010.0012.001.95
Omega ratio
The chart of Omega ratio for CS51.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for CS51.L, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.52
Martin ratio
The chart of Martin ratio for CS51.L, currently valued at 7.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.05

MSED.L vs. CS51.L - Sharpe Ratio Comparison

The current MSED.L Sharpe Ratio is -0.86, which is lower than the CS51.L Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of MSED.L and CS51.L.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.79
1.34
MSED.L
CS51.L

Dividends

MSED.L vs. CS51.L - Dividend Comparison

Neither MSED.L nor CS51.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MSED.L vs. CS51.L - Drawdown Comparison

The maximum MSED.L drawdown since its inception was -58.05%, which is greater than CS51.L's maximum drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for MSED.L and CS51.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-48.64%
-2.62%
MSED.L
CS51.L

Volatility

MSED.L vs. CS51.L - Volatility Comparison

Lyxor Euro Stoxx 50 DR UCITS C (MSED.L) and iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc (CS51.L) have volatilities of 4.40% and 4.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.40%
4.33%
MSED.L
CS51.L