SP5L.L vs. HTGC
Compare and contrast key facts about Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Hercules Capital, Inc. (HTGC).
SP5L.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Dec 9, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SP5L.L or HTGC.
Key characteristics
| SP5L.L | HTGC | |
|---|---|---|
| YTD Return | 19.27% | 22.29% |
| 1Y Return | 27.50% | 31.43% |
| 3Y Return (Ann) | 9.91% | 14.54% |
| 5Y Return (Ann) | 14.69% | 18.42% |
| Sharpe Ratio | 2.45 | 1.51 |
| Sortino Ratio | 3.40 | 1.81 |
| Omega Ratio | 1.46 | 1.31 |
| Calmar Ratio | 4.06 | 1.77 |
| Martin Ratio | 16.49 | 6.05 |
| Ulcer Index | 1.58% | 5.36% |
| Daily Std Dev | 10.67% | 21.51% |
| Max Drawdown | -25.47% | -68.29% |
| Current Drawdown | -1.59% | -9.78% |
Correlation
The correlation between SP5L.L and HTGC is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SP5L.L vs. HTGC - Performance Comparison
In the year-to-date period, SP5L.L achieves a 19.27% return, which is significantly lower than HTGC's 22.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SP5L.L vs. HTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) and Hercules Capital, Inc. (HTGC). 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.
Dividends
SP5L.L vs. HTGC - Dividend Comparison
SP5L.L has not paid dividends to shareholders, while HTGC's dividend yield for the trailing twelve months is around 8.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SP5L.L Lyxor S&P 500 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% |
HTGC Hercules Capital, Inc. | 8.78% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Drawdowns
SP5L.L vs. HTGC - Drawdown Comparison
The maximum SP5L.L drawdown since its inception was -25.47%, smaller than the maximum HTGC drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for SP5L.L and HTGC. For additional features, visit the drawdowns tool.
Volatility
SP5L.L vs. HTGC - Volatility Comparison
The current volatility for Lyxor S&P 500 UCITS ETF - Acc (SP5L.L) is 2.44%, while Hercules Capital, Inc. (HTGC) has a volatility of 4.50%. This indicates that SP5L.L experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.