PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRAP.DE vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between PRAP.DE and ^SP500TR is 0.24, 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.


-0.50.00.51.00.2

Performance

PRAP.DE vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime US Corporates UCITS ETF (PRAP.DE) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.94%
7.42%
PRAP.DE
^SP500TR

Key characteristics

Sharpe Ratio

PRAP.DE:

1.26

^SP500TR:

1.75

Sortino Ratio

PRAP.DE:

2.01

^SP500TR:

2.36

Omega Ratio

PRAP.DE:

1.24

^SP500TR:

1.32

Calmar Ratio

PRAP.DE:

0.70

^SP500TR:

2.66

Martin Ratio

PRAP.DE:

7.87

^SP500TR:

11.02

Ulcer Index

PRAP.DE:

1.06%

^SP500TR:

2.04%

Daily Std Dev

PRAP.DE:

6.60%

^SP500TR:

12.89%

Max Drawdown

PRAP.DE:

-17.18%

^SP500TR:

-55.25%

Current Drawdown

PRAP.DE:

-3.25%

^SP500TR:

-2.12%

Returns By Period

In the year-to-date period, PRAP.DE achieves a 1.61% return, which is significantly lower than ^SP500TR's 2.42% return.


PRAP.DE

YTD

1.61%

1M

1.08%

6M

5.90%

1Y

8.98%

5Y*

0.67%

10Y*

N/A

^SP500TR

YTD

2.42%

1M

-1.61%

6M

7.42%

1Y

19.77%

5Y*

15.10%

10Y*

13.08%

*Annualized

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

PRAP.DE vs. ^SP500TR — Risk-Adjusted Performance Rank

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

PRAP.DE
The Risk-Adjusted Performance Rank of PRAP.DE is 5353
Overall Rank
The Sharpe Ratio Rank of PRAP.DE is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PRAP.DE is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PRAP.DE is 5454
Omega Ratio Rank
The Calmar Ratio Rank of PRAP.DE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of PRAP.DE is 6767
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8989
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRAP.DE vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF (PRAP.DE) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for PRAP.DE, currently valued at 0.65, compared to the broader market0.002.004.000.651.54
The chart of Sortino ratio for PRAP.DE, currently valued at 0.96, compared to the broader market0.005.0010.000.962.08
The chart of Omega ratio for PRAP.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.29
The chart of Calmar ratio for PRAP.DE, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.000.292.31
The chart of Martin ratio for PRAP.DE, currently valued at 1.75, compared to the broader market0.0020.0040.0060.0080.00100.001.759.53
PRAP.DE
^SP500TR

The current PRAP.DE Sharpe Ratio is 1.26, which is comparable to the ^SP500TR Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of PRAP.DE and ^SP500TR, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.65
1.54
PRAP.DE
^SP500TR

Drawdowns

PRAP.DE vs. ^SP500TR - Drawdown Comparison

The maximum PRAP.DE drawdown since its inception was -17.18%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PRAP.DE and ^SP500TR. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.07%
-2.12%
PRAP.DE
^SP500TR

Volatility

PRAP.DE vs. ^SP500TR - Volatility Comparison

The current volatility for Amundi Prime US Corporates UCITS ETF (PRAP.DE) is 1.43%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.43%. This indicates that PRAP.DE experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
1.43%
3.43%
PRAP.DE
^SP500TR
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab