MSF.DE vs. LQQ.PA
Compare and contrast key facts about Microsoft Corporation (MSF.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA).
LQQ.PA is a passively managed fund by Amundi that tracks the performance of the Nasdaq 100® Leverage (2x) index. It was launched on Jun 27, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSF.DE or LQQ.PA.
Performance
MSF.DE vs. LQQ.PA - Performance Comparison
Returns By Period
In the year-to-date period, MSF.DE achieves a 16.71% return, which is significantly lower than LQQ.PA's 46.47% return. Over the past 10 years, MSF.DE has underperformed LQQ.PA with an annualized return of 28.01%, while LQQ.PA has yielded a comparatively higher 30.14% annualized return.
MSF.DE
16.71%
2.44%
0.98%
16.33%
24.66%
28.01%
LQQ.PA
46.47%
4.80%
19.71%
60.84%
31.81%
30.14%
Key characteristics
| MSF.DE | LQQ.PA | |
|---|---|---|
| Sharpe Ratio | 0.68 | 1.74 |
| Sortino Ratio | 1.00 | 2.24 |
| Omega Ratio | 1.14 | 1.31 |
| Calmar Ratio | 0.91 | 2.26 |
| Martin Ratio | 2.07 | 7.02 |
| Ulcer Index | 6.78% | 8.08% |
| Daily Std Dev | 20.71% | 32.54% |
| Max Drawdown | -75.25% | -75.86% |
| Current Drawdown | -8.16% | -4.05% |
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Correlation
The correlation between MSF.DE and LQQ.PA is 0.69, 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
MSF.DE vs. LQQ.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Microsoft Corporation (MSF.DE) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.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.
Dividends
MSF.DE vs. LQQ.PA - Dividend Comparison
MSF.DE's dividend yield for the trailing twelve months is around 0.53%, while LQQ.PA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSF.DE Microsoft Corporation | 0.53% | 0.76% | 1.07% | 0.65% | 1.01% | 1.19% | 1.66% | 1.97% | 2.21% | 2.25% | 2.23% | 2.70% |
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSF.DE vs. LQQ.PA - Drawdown Comparison
The maximum MSF.DE drawdown since its inception was -75.25%, roughly equal to the maximum LQQ.PA drawdown of -75.86%. Use the drawdown chart below to compare losses from any high point for MSF.DE and LQQ.PA. For additional features, visit the drawdowns tool.
Volatility
MSF.DE vs. LQQ.PA - Volatility Comparison
The current volatility for Microsoft Corporation (MSF.DE) is 8.85%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 10.61%. This indicates that MSF.DE experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.