OMXS.L vs. AAPL
Compare and contrast key facts about iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Apple Inc (AAPL).
OMXS.L is a passively managed fund by iShares that tracks the performance of the MSCI Sweden NR SEK. It was launched on Dec 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OMXS.L or AAPL.
Key characteristics
| OMXS.L | AAPL | |
|---|---|---|
| YTD Return | -0.69% | 17.50% |
| 1Y Return | 14.15% | 20.69% |
| 3Y Return (Ann) | -4.27% | 15.16% |
| 5Y Return (Ann) | 7.42% | 28.54% |
| Sharpe Ratio | 0.74 | 1.00 |
| Sortino Ratio | 1.12 | 1.56 |
| Omega Ratio | 1.13 | 1.19 |
| Calmar Ratio | 0.52 | 1.35 |
| Martin Ratio | 3.26 | 3.17 |
| Ulcer Index | 3.68% | 7.07% |
| Daily Std Dev | 16.47% | 22.46% |
| Max Drawdown | -32.75% | -81.80% |
| Current Drawdown | -12.25% | -4.70% |
Correlation
The correlation between OMXS.L and AAPL is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
OMXS.L vs. AAPL - Performance Comparison
In the year-to-date period, OMXS.L achieves a -0.69% return, which is significantly lower than AAPL's 17.50% 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
OMXS.L vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OMXS.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
OMXS.L vs. AAPL - Dividend Comparison
OMXS.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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMXS.L iShares OMX Stockholm Capped UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
OMXS.L vs. AAPL - Drawdown Comparison
The maximum OMXS.L drawdown since its inception was -32.75%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for OMXS.L and AAPL. For additional features, visit the drawdowns tool.
Volatility
OMXS.L vs. AAPL - Volatility Comparison
iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 7.20% compared to Apple Inc (AAPL) at 4.82%. This indicates that OMXS.L's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.