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PSP5.PA vs. CSH.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSP5.PA vs. CSH.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). The values are adjusted to include any dividend payments, if applicable.

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PSP5.PA vs. CSH.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSP5.PA
Amundi PEA S&P 500 UCITS ETF Acc
-2.97%3.67%33.82%21.92%-14.07%40.47%8.01%33.34%-0.21%6.92%
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.45%2.25%3.69%3.22%-0.06%-0.65%1.93%-0.61%-0.55%-0.45%

Returns By Period

In the year-to-date period, PSP5.PA achieves a -2.97% return, which is significantly lower than CSH.PA's 0.45% return. Over the past 10 years, PSP5.PA has outperformed CSH.PA with an annualized return of 13.76%, while CSH.PA has yielded a comparatively lower 0.88% annualized return.


PSP5.PA

1D
1.61%
1M
-3.10%
YTD
-2.97%
6M
-0.10%
1Y
9.83%
3Y*
15.89%
5Y*
12.02%
10Y*
13.76%

CSH.PA

1D
0.04%
1M
0.17%
YTD
0.45%
6M
1.02%
1Y
2.02%
3Y*
3.02%
5Y*
1.80%
10Y*
0.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSP5.PA vs. CSH.PA - Expense Ratio Comparison

PSP5.PA has a 0.12% expense ratio, which is higher than CSH.PA's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PSP5.PA vs. CSH.PA — Risk / Return Rank

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

PSP5.PA
PSP5.PA Risk / Return Rank: 5151
Overall Rank
PSP5.PA Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PSP5.PA Sortino Ratio Rank: 2727
Sortino Ratio Rank
PSP5.PA Omega Ratio Rank: 3030
Omega Ratio Rank
PSP5.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
PSP5.PA Martin Ratio Rank: 8383
Martin Ratio Rank

CSH.PA
CSH.PA Risk / Return Rank: 9999
Overall Rank
CSH.PA Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9898
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9999
Martin Ratio Rank
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.

PSP5.PA vs. CSH.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). 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.


PSP5.PACSH.PADifference

Sharpe ratio

Return per unit of total volatility

0.58

3.80

-3.23

Sortino ratio

Return per unit of downside risk

0.88

6.25

-5.37

Omega ratio

Gain probability vs. loss probability

1.13

1.89

-0.75

Calmar ratio

Return relative to maximum drawdown

3.03

11.82

-8.78

Martin ratio

Return relative to average drawdown

10.46

64.78

-54.32

PSP5.PA vs. CSH.PA - Sharpe Ratio Comparison

The current PSP5.PA Sharpe Ratio is 0.58, which is lower than the CSH.PA Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of PSP5.PA and CSH.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSP5.PACSH.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

3.80

-3.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

5.13

-4.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.35

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.77

+0.06

Correlation

The correlation between PSP5.PA and CSH.PA is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PSP5.PA vs. CSH.PA - Dividend Comparison

Neither PSP5.PA nor CSH.PA has paid dividends to shareholders.


TTM202520242023202220212020
PSP5.PA
Amundi PEA S&P 500 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.00%0.00%0.00%0.00%0.05%0.05%2.60%

Drawdowns

PSP5.PA vs. CSH.PA - Drawdown Comparison

The maximum PSP5.PA drawdown since its inception was -33.70%, which is greater than CSH.PA's maximum drawdown of -3.73%. Use the drawdown chart below to compare losses from any high point for PSP5.PA and CSH.PA.


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Drawdown Indicators


PSP5.PACSH.PADifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-3.73%

-29.97%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-0.18%

-13.22%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-0.87%

-22.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

-2.34%

-31.36%

Current Drawdown

Current decline from peak

-5.27%

-0.13%

-5.14%

Average Drawdown

Average peak-to-trough decline

-4.31%

-1.05%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.03%

+2.03%

Volatility

PSP5.PA vs. CSH.PA - Volatility Comparison

Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) has a higher volatility of 3.72% compared to Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) at 0.29%. This indicates that PSP5.PA's price experiences larger fluctuations and is considered to be riskier than CSH.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSP5.PACSH.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

0.29%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

0.41%

+8.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

0.53%

+16.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

0.35%

+14.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

0.64%

+15.59%