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OIGS.DE vs. LYMS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OIGS.DE vs. LYMS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). The values are adjusted to include any dividend payments, if applicable.

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OIGS.DE vs. LYMS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
34.41%39.23%-2.05%-0.33%28.77%21.04%-21.67%11.28%-0.73%1.38%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
-4.13%7.15%33.72%51.52%-29.87%39.59%34.60%42.84%3.18%15.91%

Returns By Period

In the year-to-date period, OIGS.DE achieves a 34.41% return, which is significantly higher than LYMS.DE's -4.13% return. Over the past 10 years, OIGS.DE has underperformed LYMS.DE with an annualized return of 12.65%, while LYMS.DE has yielded a comparatively higher 18.72% annualized return.


OIGS.DE

1D
1.87%
1M
12.17%
YTD
34.41%
6M
39.19%
1Y
70.41%
3Y*
21.19%
5Y*
20.95%
10Y*
12.65%

LYMS.DE

1D
0.08%
1M
-1.97%
YTD
-4.13%
6M
-1.87%
1Y
16.06%
3Y*
20.69%
5Y*
13.57%
10Y*
18.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OIGS.DE vs. LYMS.DE - Expense Ratio Comparison

OIGS.DE has a 0.30% expense ratio, which is higher than LYMS.DE's 0.22% expense ratio.


Return for Risk

OIGS.DE vs. LYMS.DE — Risk / Return Rank

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

OIGS.DE
OIGS.DE Risk / Return Rank: 9898
Overall Rank
OIGS.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
OIGS.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
OIGS.DE Omega Ratio Rank: 9797
Omega Ratio Rank
OIGS.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
OIGS.DE Martin Ratio Rank: 9898
Martin Ratio Rank

LYMS.DE
LYMS.DE Risk / Return Rank: 5050
Overall Rank
LYMS.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYMS.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LYMS.DE Omega Ratio Rank: 3838
Omega Ratio Rank
LYMS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYMS.DE Martin Ratio Rank: 6060
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.

OIGS.DE vs. LYMS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) and Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE). 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.


OIGS.DELYMS.DEDifference

Sharpe ratio

Return per unit of total volatility

3.39

0.77

+2.62

Sortino ratio

Return per unit of downside risk

3.64

1.18

+2.46

Omega ratio

Gain probability vs. loss probability

1.61

1.16

+0.44

Calmar ratio

Return relative to maximum drawdown

10.57

2.34

+8.24

Martin ratio

Return relative to average drawdown

40.32

7.01

+33.30

OIGS.DE vs. LYMS.DE - Sharpe Ratio Comparison

The current OIGS.DE Sharpe Ratio is 3.39, which is higher than the LYMS.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of OIGS.DE and LYMS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OIGS.DELYMS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.39

0.77

+2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.67

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.94

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.71

-0.44

Correlation

The correlation between OIGS.DE and LYMS.DE is 0.40, 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.


Dividends

OIGS.DE vs. LYMS.DE - Dividend Comparison

Neither OIGS.DE nor LYMS.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
OIGS.DE
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist
0.00%0.00%4.78%0.00%3.66%4.17%7.35%4.04%4.04%1.97%0.00%0.00%
LYMS.DE
Amundi Nasdaq-100 II UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.65%0.69%0.76%1.09%1.18%

Drawdowns

OIGS.DE vs. LYMS.DE - Drawdown Comparison

The maximum OIGS.DE drawdown since its inception was -55.79%, which is greater than LYMS.DE's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for OIGS.DE and LYMS.DE.


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Drawdown Indicators


OIGS.DELYMS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.79%

-50.00%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.85%

-10.02%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-31.12%

+9.68%

Max Drawdown (10Y)

Largest decline over 10 years

-55.79%

-31.12%

-24.67%

Current Drawdown

Current decline from peak

-0.11%

-7.48%

+7.37%

Average Drawdown

Average peak-to-trough decline

-10.65%

-8.85%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

3.34%

-1.36%

Volatility

OIGS.DE vs. LYMS.DE - Volatility Comparison

Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist (OIGS.DE) has a higher volatility of 5.32% compared to Amundi Nasdaq-100 II UCITS ETF Acc (LYMS.DE) at 4.76%. This indicates that OIGS.DE's price experiences larger fluctuations and is considered to be riskier than LYMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OIGS.DELYMS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.76%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.06%

11.90%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

20.73%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

19.91%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

19.69%

+4.13%