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PAXG.L vs. LCCN.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PAXG.LLCCN.L
YTD Return9.89%29.62%
1Y Return17.71%24.58%
3Y Return (Ann)8.03%-5.96%
5Y Return (Ann)10.58%-0.84%
Sharpe Ratio1.290.90
Sortino Ratio1.911.49
Omega Ratio1.241.18
Calmar Ratio1.180.42
Martin Ratio6.792.51
Ulcer Index2.74%10.10%
Daily Std Dev13.56%28.15%
Max Drawdown-30.13%-62.38%
Current Drawdown-1.20%-41.68%

Correlation

-0.50.00.51.00.3

The correlation between PAXG.L and LCCN.L is 0.29, 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

PAXG.L vs. LCCN.L - Performance Comparison

In the year-to-date period, PAXG.L achieves a 9.89% return, which is significantly lower than LCCN.L's 29.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
10.69%
16.13%
PAXG.L
LCCN.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PAXG.L vs. LCCN.L - Expense Ratio Comparison

PAXG.L has a 0.12% expense ratio, which is lower than LCCN.L's 0.29% expense ratio.


LCCN.L
Lyxor MSCI China UCITS ETF - Acc
Expense ratio chart for LCCN.L: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for PAXG.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

PAXG.L vs. LCCN.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) and Lyxor MSCI China UCITS ETF - Acc (LCCN.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.


PAXG.L
Sharpe ratio
The chart of Sharpe ratio for PAXG.L, currently valued at 1.48, compared to the broader market-2.000.002.004.006.001.48
Sortino ratio
The chart of Sortino ratio for PAXG.L, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.0012.002.27
Omega ratio
The chart of Omega ratio for PAXG.L, currently valued at 1.27, compared to the broader market1.001.502.002.503.001.27
Calmar ratio
The chart of Calmar ratio for PAXG.L, currently valued at 1.38, compared to the broader market0.005.0010.0015.001.38
Martin ratio
The chart of Martin ratio for PAXG.L, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.007.34
LCCN.L
Sharpe ratio
The chart of Sharpe ratio for LCCN.L, currently valued at 0.90, compared to the broader market-2.000.002.004.006.000.90
Sortino ratio
The chart of Sortino ratio for LCCN.L, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.0012.001.49
Omega ratio
The chart of Omega ratio for LCCN.L, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for LCCN.L, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for LCCN.L, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.51

PAXG.L vs. LCCN.L - Sharpe Ratio Comparison

The current PAXG.L Sharpe Ratio is 1.29, which is higher than the LCCN.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PAXG.L and LCCN.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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.48
0.90
PAXG.L
LCCN.L

Dividends

PAXG.L vs. LCCN.L - Dividend Comparison

PAXG.L's dividend yield for the trailing twelve months is around 3.67%, while LCCN.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016
PAXG.L
Lyxor MSCI Pacific Ex Japan UCITS
3.67%4.03%4.47%3.74%2.81%4.03%0.00%0.00%0.00%
LCCN.L
Lyxor MSCI China UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PAXG.L vs. LCCN.L - Drawdown Comparison

The maximum PAXG.L drawdown since its inception was -30.13%, smaller than the maximum LCCN.L drawdown of -62.38%. Use the drawdown chart below to compare losses from any high point for PAXG.L and LCCN.L. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.80%
-41.68%
PAXG.L
LCCN.L

Volatility

PAXG.L vs. LCCN.L - Volatility Comparison

The current volatility for Lyxor MSCI Pacific Ex Japan UCITS (PAXG.L) is 4.80%, while Lyxor MSCI China UCITS ETF - Acc (LCCN.L) has a volatility of 10.83%. This indicates that PAXG.L experiences smaller price fluctuations and is considered to be less risky than LCCN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.80%
10.83%
PAXG.L
LCCN.L