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SOF.BR vs. 6AQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOF.BR vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sofina Société Anonyme (SOF.BR) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOF.BR achieves a -11.22% return, which is significantly lower than 6AQQ.DE's 18.30% return. Over the past 10 years, SOF.BR has underperformed 6AQQ.DE with an annualized return of 8.03%, while 6AQQ.DE has yielded a comparatively higher 21.35% annualized return.


SOF.BR

1D
2.26%
1M
0.78%
YTD
-11.22%
6M
-7.94%
1Y
-13.53%
3Y*
3.50%
5Y*
-8.43%
10Y*
8.03%

6AQQ.DE

1D
2.51%
1M
1.82%
YTD
18.30%
6M
19.72%
1Y
36.66%
3Y*
23.51%
5Y*
17.90%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOF.BR vs. 6AQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOF.BR
Sofina Société Anonyme
-11.22%14.69%-1.65%11.37%-51.86%57.47%45.71%17.99%28.74%6.68%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
18.30%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%3.23%15.90%

Correlation

The correlation between SOF.BR and 6AQQ.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.32

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

0.42

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.40

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Return for Risk

SOF.BR vs. 6AQQ.DE — Risk / Return Rank

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

SOF.BR
SOF.BR Risk / Return Rank: 1717
Overall Rank
SOF.BR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SOF.BR Sortino Ratio Rank: 1515
Sortino Ratio Rank
SOF.BR Omega Ratio Rank: 1515
Omega Ratio Rank
SOF.BR Calmar Ratio Rank: 2121
Calmar Ratio Rank
SOF.BR Martin Ratio Rank: 2020
Martin Ratio Rank

6AQQ.DE
6AQQ.DE Risk / Return Rank: 7575
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 7676
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6666
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.

SOF.BR vs. 6AQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.

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.


SOF.BR6AQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.92

Sortino ratioReturn per unit of downside risk

-3.81

Omega ratioGain probability vs. loss probability

0.90

1.39

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.61

3.58

-4.18

Martin ratioReturn relative to average drawdown

-1.08

10.43

-11.52

SOF.BR vs. 6AQQ.DE - Sharpe Ratio Comparison

The current SOF.BR Sharpe Ratio is -0.69, which is lower than the 6AQQ.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SOF.BR and 6AQQ.DE, 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

SOF.BR vs. 6AQQ.DE - Drawdown Comparison

The maximum SOF.BR drawdown since its inception was -59.53%, which is greater than 6AQQ.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for SOF.BR and 6AQQ.DE.


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Drawdown Indicators


SOF.BR6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.53%

-31.19%

-28.34%

Max Drawdown (1Y)

Largest decline over 1 year

-26.62%

-10.01%

-16.61%

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

-26.73%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-59.53%

-31.19%

-28.34%

Max Drawdown (10Y)

Largest decline over 10 years

-59.53%

-31.19%

-28.34%

Current Drawdown

Current decline from peak

-46.64%

-2.78%

-43.86%

Average Drawdown

Average peak-to-trough decline

-19.13%

-5.36%

-13.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.02%

3.44%

+11.58%

Volatility

SOF.BR vs. 6AQQ.DE - Volatility Comparison

Sofina Société Anonyme (SOF.BR) has a higher volatility of 6.23% compared to Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) at 5.37%. This indicates that SOF.BR's price experiences larger fluctuations and is considered to be riskier than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOF.BR6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

5.37%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

11.60%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

23.40%

16.15%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

19.90%

+8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

19.67%

+5.14%

Dividends

SOF.BR vs. 6AQQ.DE - Dividend Comparison

SOF.BR's dividend yield for the trailing twelve months is around 1.18%, while 6AQQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOF.BR
Sofina Société Anonyme
1.18%1.41%1.53%1.44%1.52%0.70%1.05%1.45%1.61%1.95%1.96%2.21%

Frequently Asked Questions


SOF.BR and 6AQQ.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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