NASD.L vs. AAPL
Compare and contrast key facts about Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Apple Inc (AAPL).
NASD.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 17, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASD.L or AAPL.
Key characteristics
| NASD.L | AAPL | |
|---|---|---|
| YTD Return | 25.41% | 17.04% |
| 1Y Return | 36.79% | 21.93% |
| 3Y Return (Ann) | 9.87% | 15.03% |
| 5Y Return (Ann) | 21.38% | 28.74% |
| Sharpe Ratio | 2.10 | 0.93 |
| Sortino Ratio | 2.82 | 1.47 |
| Omega Ratio | 1.38 | 1.18 |
| Calmar Ratio | 2.78 | 1.26 |
| Martin Ratio | 9.72 | 2.96 |
| Ulcer Index | 3.52% | 7.06% |
| Daily Std Dev | 16.33% | 22.48% |
| Max Drawdown | -35.01% | -81.80% |
| Current Drawdown | -0.05% | -5.08% |
Correlation
The correlation between NASD.L and AAPL is 0.48, 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.
Performance
NASD.L vs. AAPL - Performance Comparison
In the year-to-date period, NASD.L achieves a 25.41% return, which is significantly higher than AAPL's 17.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NASD.L vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Apple Inc (AAPL). 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
NASD.L vs. AAPL - Dividend Comparison
NASD.L has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.44%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.66% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
NASD.L vs. AAPL - Drawdown Comparison
The maximum NASD.L drawdown since its inception was -35.01%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for NASD.L and AAPL. For additional features, visit the drawdowns tool.
Volatility
NASD.L vs. AAPL - Volatility Comparison
Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) and Apple Inc (AAPL) have volatilities of 4.74% and 4.95%, 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.