PUST.PA vs. ^GSPC
PUST.PA (Amundi PEA Nasdaq-100 UCITS ETF Acc) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, PUST.PA returned 21.56%/yr vs 13.56%/yr for ^GSPC. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
PUST.PA vs. ^GSPC - Performance Comparison
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Different Trading Currencies
PUST.PA is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PUST.PA achieves a 19.22% return, which is significantly higher than ^GSPC's 11.08% return. Over the past 10 years, PUST.PA has outperformed ^GSPC with an annualized return of 21.56%, while ^GSPC has yielded a comparatively lower 13.56% annualized return.
PUST.PA
- 1D
- -0.73%
- 1M
- 0.08%
- YTD
- 19.22%
- 6M
- 18.71%
- 1Y
- 34.89%
- 3Y*
- 23.96%
- 5Y*
- 16.76%
- 10Y*
- 21.56%
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
PUST.PA vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PUST.PA Amundi PEA Nasdaq-100 UCITS ETF Acc | 19.22% | 5.71% | 35.33% | 50.06% | -29.76% | 38.74% | 36.04% | 40.41% | 4.65% | 16.05% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between PUST.PA and ^GSPC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 20, 2014 | 0.58 |
The correlation between PUST.PA and ^GSPC has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
PUST.PA vs. ^GSPC — Risk / Return Rank
PUST.PA
^GSPC
PUST.PA vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and S&P 500 Index (^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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PUST.PA | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.17 | +0.24 |
| Martin ratioReturn relative to average drawdown | 9.85 | 11.71 | -1.86 |
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Drawdowns
PUST.PA vs. ^GSPC - Drawdown Comparison
The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for PUST.PA and ^GSPC.
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Drawdown Indicators
| PUST.PA | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.40% | -51.62% | +20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -7.57% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.80% | -23.99% | -2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -23.99% | -7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | -33.42% | +2.02% |
Current DrawdownCurrent decline from peak | -2.65% | -1.08% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -9.08% | +3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.04% | +1.47% |
Volatility
PUST.PA vs. ^GSPC - Volatility Comparison
Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) has a higher volatility of 6.06% compared to S&P 500 Index (^GSPC) at 3.97%. This indicates that PUST.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PUST.PA | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 3.97% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 9.16% | +2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 12.60% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 16.86% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 18.61% | +1.15% |
Frequently Asked Questions
PUST.PA and ^GSPC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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