PAC vs. CNDX.L

Last updated Apr 2, 2026

Compare and contrast key facts about Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and iShares NASDAQ 100 UCITS ETF (CNDX.L).

CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.

Performance

PAC vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

PAC vs. CNDX.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PAC Grupo Aeroportuario del Pacífico, S.A.B. de C.V.	-5.71%	56.30%	4.19%	28.64%	9.79%	29.95%	-6.17%	54.36%	-15.66%	32.15%
CNDX.L iShares NASDAQ 100 UCITS ETF	-5.13%	19.75%	26.45%	56.31%	-33.45%	27.96%	48.33%	38.07%	-1.03%	32.36%

Returns By Period

In the year-to-date period, PAC achieves a -5.71% return, which is significantly lower than CNDX.L's -5.13% return. Over the past 10 years, PAC has underperformed CNDX.L with an annualized return of 16.00%, while CNDX.L has yielded a comparatively higher 18.90% annualized return.

PAC

• 1D: 0.69%
• 1M: -2.55%
• YTD: -5.71%
• 6M: 6.94%
• 1Y: 36.99%
• 3Y*: 13.34%
• 5Y*: 23.68%
• 10Y*: 16.00%

CNDX.L

• 1D: 3.32%
• 1M: -2.99%
• YTD: -5.13%
• 6M: -2.25%
• 1Y: 24.64%
• 3Y*: 23.05%
• 5Y*: 13.06%
• 10Y*: 18.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PAC vs. CNDX.L — Risk / Return Rank

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

PAC

PAC Risk / Return Rank: 73
PAC Sharpe Ratio Rank: 78
PAC Sortino Ratio Rank: 72
PAC Omega Ratio Rank: 70
PAC Calmar Ratio Rank: 71
PAC Martin Ratio Rank: 73

CNDX.L

CNDX.L Risk / Return Rank: 77
CNDX.L Sharpe Ratio Rank: 68
CNDX.L Sortino Ratio Rank: 71
CNDX.L Omega Ratio Rank: 65
CNDX.L Calmar Ratio Rank: 91
CNDX.L Martin Ratio Rank: 90

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.

PAC vs. CNDX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) and iShares NASDAQ 100 UCITS ETF (CNDX.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.

	PAC	CNDX.L	Difference
Sharpe ratio Return per unit of total volatility	1.21	1.24	-0.03
Sortino ratio Return per unit of downside risk	1.75	1.83	-0.09
Omega ratio Gain probability vs. loss probability	1.22	1.25	-0.03
Calmar ratio Return relative to maximum drawdown	1.54	3.26	-1.72
Martin ratio Return relative to average drawdown	4.26	12.14	-7.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAC vs. CNDX.L - Sharpe Ratio Comparison

The current PAC Sharpe Ratio is 1.21, which is comparable to the CNDX.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of PAC and CNDX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PAC	CNDX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	1.24	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.62	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.94	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	1.03	-0.56

Correlation

The correlation between PAC and CNDX.L is 0.21, 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.

Dividends

PAC vs. CNDX.L - Dividend Comparison

PAC's dividend yield for the trailing twelve months is around 3.54%, while CNDX.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PAC Grupo Aeroportuario del Pacífico, S.A.B. de C.V.	3.54%	3.33%	4.14%	4.88%	5.02%	4.17%	0.00%	4.99%	6.27%	5.83%	4.50%	3.98%
CNDX.L iShares NASDAQ 100 UCITS ETF	0.00%	0.00%	0.02%	0.05%	0.06%	0.03%	0.04%	0.07%	0.06%	0.30%	0.16%	0.16%

Drawdowns

PAC vs. CNDX.L - Drawdown Comparison

The maximum PAC drawdown since its inception was -73.20%, which is greater than CNDX.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for PAC and CNDX.L.

Drawdown Indicators

	PAC	CNDX.L	Difference
Max Drawdown Largest peak-to-trough decline	-73.20%	-35.17%	-38.03%
Max Drawdown (1Y) Largest decline over 1 year	-25.31%	-12.06%	-13.25%
Max Drawdown (5Y) Largest decline over 5 years	-42.83%	-35.17%	-7.66%
Max Drawdown (10Y) Largest decline over 10 years	-66.65%	-35.17%	-31.48%
Current Drawdown Current decline from peak	-17.26%	-7.55%	-9.71%
Average Drawdown Average peak-to-trough decline	-16.50%	-5.35%	-11.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.17%	2.95%	+6.22%

Volatility

PAC vs. CNDX.L - Volatility Comparison

Grupo Aeroportuario del Pacífico, S.A.B. de C.V. (PAC) has a higher volatility of 10.31% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 6.11%. This indicates that PAC's price experiences larger fluctuations and is considered to be riskier than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PAC	CNDX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.31%	6.11%	+4.20%
Volatility (6M) Calculated over the trailing 6-month period	23.56%	11.94%	+11.62%
Volatility (1Y) Calculated over the trailing 1-year period	30.74%	19.67%	+11.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.99%	20.86%	+15.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.34%	20.01%	+18.33%