SGSOY vs. LYP6.DE
SGSOY (SGS SA) is a stock, while LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) is Europe Equities fund tracking the STOXX® Europe 600. Over the past 5 years, SGSOY returned 1.44%/yr vs 8.73%/yr for LYP6.DE. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
SGSOY vs. LYP6.DE - Performance Comparison
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Different Trading Currencies
SGSOY is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SGSOY achieves a 1.98% return, which is significantly lower than LYP6.DE's 6.22% return.
SGSOY
- 1D
- 0.18%
- 1M
- 2.95%
- YTD
- 1.98%
- 6M
- 5.02%
- 1Y
- 12.66%
- 3Y*
- 10.56%
- 5Y*
- 1.44%
- 10Y*
- 5.83%
LYP6.DE
- 1D
- 0.68%
- 1M
- 1.04%
- YTD
- 6.22%
- 6M
- 9.89%
- 1Y
- 18.17%
- 3Y*
- 17.09%
- 5Y*
- 8.73%
- 10Y*
- —
SGSOY vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSOY SGS SA | 1.98% | 19.14% | 20.15% | -4.05% | -29.29% | 16.08% | 12.53% | 23.36% | -12.00% | 11.14% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 6.22% | 36.40% | 2.06% | 19.63% | -15.34% | 14.96% | 7.89% | 25.87% | -15.46% | 2.69% |
Correlation
The correlation between SGSOY and LYP6.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.51 |
The correlation between SGSOY and LYP6.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
SGSOY vs. LYP6.DE — Risk / Return Rank
SGSOY
LYP6.DE
SGSOY vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGS SA (SGSOY) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). 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.
| SGSOY | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.63 | -0.92 |
| Martin ratioReturn relative to average drawdown | 2.08 | 5.84 | -3.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGSOY | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.24 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.49 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.47 | -0.17 |
Drawdowns
SGSOY vs. LYP6.DE - Drawdown Comparison
The maximum SGSOY drawdown since its inception was -53.49%, which is greater than LYP6.DE's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for SGSOY and LYP6.DE.
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Drawdown Indicators
| SGSOY | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.49% | -35.72% | -17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -17.90% | -11.34% | -6.56% |
Max Drawdown (3Y)Largest decline over 3 years | -23.22% | -14.96% | -8.26% |
Max Drawdown (5Y)Largest decline over 5 years | -36.92% | -32.18% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.92% | — | — |
Current DrawdownCurrent decline from peak | -7.68% | -1.89% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -7.09% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.11% | 3.16% | +2.95% |
Volatility
SGSOY vs. LYP6.DE - Volatility Comparison
The current volatility for SGS SA (SGSOY) is 4.66%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.94%. This indicates that SGSOY experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGSOY | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.94% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 12.34% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.76% | 14.87% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 17.65% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 18.10% | +3.36% |
Dividends
SGSOY vs. LYP6.DE - Dividend Comparison
SGSOY's dividend yield for the trailing twelve months is around 3.68%, while LYP6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGSOY SGS SA | 3.68% | 3.19% | 3.64% | 3.96% | 3.72% | 2.52% | 1.61% | 1.69% | 2.10% | 4.35% | 5.56% | 2.04% |
Frequently Asked Questions
SGSOY and LYP6.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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