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PUST.PA vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

PUST.PA vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PUST.PA achieves a 19.22% return, which is significantly higher than ^STOXX's 7.15% return. Over the past 10 years, PUST.PA has outperformed ^STOXX with an annualized return of 21.56%, while ^STOXX has yielded a comparatively lower 7.03% 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%

^STOXX

1D
0.08%
1M
1.14%
YTD
7.15%
6M
7.89%
1Y
18.28%
3Y*
11.91%
5Y*
6.78%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUST.PA vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
^STOXX
STOXX Europe 600 Index
7.15%17.42%5.39%12.74%-13.06%22.10%-3.83%23.78%-13.61%7.68%

Correlation

The correlation between PUST.PA and ^STOXX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since May 20, 2014

0.63

The correlation between PUST.PA and ^STOXX shifts across timeframes, from 0.47 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PUST.PA vs. ^STOXX — Risk / Return Rank

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

PUST.PA
PUST.PA Risk / Return Rank: 7171
Overall Rank
PUST.PA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 7272
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 7171
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 7676
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 6363
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 5151
Overall Rank
^STOXX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 5555
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 5656
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4343
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 5151
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.

PUST.PA vs. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). 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^STOXXDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

3.41

1.85

+1.56

Martin ratioReturn relative to average drawdown

9.85

6.73

+3.12

PUST.PA vs. ^STOXX - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 2.10, which is higher than the ^STOXX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PUST.PA and ^STOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PUST.PA vs. ^STOXX - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for PUST.PA and ^STOXX.


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Drawdown Indicators


PUST.PA^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-60.54%

+29.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-9.56%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-16.56%

-10.24%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-22.55%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-35.55%

+4.15%

Current Drawdown

Current decline from peak

-2.65%

-0.65%

-2.00%

Average Drawdown

Average peak-to-trough decline

-5.84%

-14.59%

+8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.61%

+0.90%

Volatility

PUST.PA vs. ^STOXX - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) has a higher volatility of 6.06% compared to STOXX Europe 600 Index (^STOXX) at 2.80%. This indicates that PUST.PA's price experiences larger fluctuations and is considered to be riskier than ^STOXX 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^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

2.80%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

10.28%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

12.23%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.93%

14.20%

+5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

15.27%

+4.49%

Frequently Asked Questions


PUST.PA and ^STOXX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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