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PRIU.L vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

PRIU.L vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Prime USA UCITS ETF DR (D) (PRIU.L) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
11.03%
PRIU.L
^GSPC

Returns By Period


PRIU.L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Key characteristics


PRIU.L^GSPC

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Correlation

-0.50.00.51.00.6

The correlation between PRIU.L and ^GSPC is 0.58, 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.

Risk-Adjusted Performance

PRIU.L vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime USA UCITS ETF DR (D) (PRIU.L) and S&P 500 (^GSPC). 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 PRIU.L, currently valued at 2.20, compared to the broader market0.002.004.002.202.44
The chart of Sortino ratio for PRIU.L, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.003.673.28
The chart of Omega ratio for PRIU.L, currently valued at 1.98, compared to the broader market0.501.001.502.002.503.001.981.46
The chart of Calmar ratio for PRIU.L, currently valued at 6.28, compared to the broader market0.005.0010.0015.006.283.52
The chart of Martin ratio for PRIU.L, currently valued at 12.61, compared to the broader market0.0020.0040.0060.0080.00100.0012.6115.66
PRIU.L
^GSPC

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.20
2.44
PRIU.L
^GSPC

Drawdowns

PRIU.L vs. ^GSPC - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.99%
-1.80%
PRIU.L
^GSPC

Volatility

PRIU.L vs. ^GSPC - Volatility Comparison

The current volatility for Amundi Prime USA UCITS ETF DR (D) (PRIU.L) is 0.00%, while S&P 500 (^GSPC) has a volatility of 4.06%. This indicates that PRIU.L experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.06%
PRIU.L
^GSPC