NNGRY vs. 500U.L
Compare and contrast key facts about NN Group NV ADR (NNGRY) and Amundi S&P 500 UCITS ETF C USD (500U.L).
500U.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 22, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NNGRY or 500U.L.
Key characteristics
| NNGRY | 500U.L | |
|---|---|---|
| YTD Return | 35.15% | 18.29% |
| 1Y Return | 37.71% | 27.31% |
| 3Y Return (Ann) | 5.85% | 9.55% |
| 5Y Return (Ann) | 13.93% | 15.11% |
| Sharpe Ratio | 1.30 | 2.24 |
| Daily Std Dev | 29.45% | 12.29% |
| Max Drawdown | -48.41% | -34.04% |
| Current Drawdown | -0.38% | -0.55% |
Correlation
The correlation between NNGRY and 500U.L is 0.43, 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
NNGRY vs. 500U.L - Performance Comparison
In the year-to-date period, NNGRY achieves a 35.15% return, which is significantly higher than 500U.L's 18.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
NNGRY vs. 500U.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NN Group NV ADR (NNGRY) and Amundi S&P 500 UCITS ETF C USD (500U.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.
Dividends
NNGRY vs. 500U.L - Dividend Comparison
NNGRY's dividend yield for the trailing twelve months is around 7.34%, while 500U.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
NNGRY NN Group NV ADR | 7.34% | 8.05% | 6.69% | 5.29% | 6.15% | 5.91% | 5.24% | 4.17% |
500U.L Amundi S&P 500 UCITS ETF C USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NNGRY vs. 500U.L - Drawdown Comparison
The maximum NNGRY drawdown since its inception was -48.41%, which is greater than 500U.L's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for NNGRY and 500U.L. For additional features, visit the drawdowns tool.
Volatility
NNGRY vs. 500U.L - Volatility Comparison
NN Group NV ADR (NNGRY) has a higher volatility of 5.38% compared to Amundi S&P 500 UCITS ETF C USD (500U.L) at 4.02%. This indicates that NNGRY's price experiences larger fluctuations and is considered to be riskier than 500U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.