UMG.AS vs. FXAIX
UMG.AS (Universal Music Group N.V.) is a stock, while FXAIX (Fidelity 500 Index Fund) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, UMG.AS returned -13.07%/yr vs 17.18%/yr for FXAIX. Their 0.18 correlation means their historical movements had little consistent relationship.
Performance
UMG.AS vs. FXAIX - Performance Comparison
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Different Trading Currencies
UMG.AS is traded in EUR, while FXAIX is traded in USD. To make them comparable, the FXAIX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, UMG.AS achieves a -34.18% return, which is significantly lower than FXAIX's 11.44% return.
UMG.AS
- 1D
- -25.40%
- 1M
- -23.56%
- 6M
- -29.25%
- YTD
- -34.18%
- 1Y
- -41.79%
- 3Y*
- -13.07%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -8.88%
FXAIX
- 1D
- 1.09%
- 1M
- -1.78%
- 6M
- 10.81%
- YTD
- 11.44%
- 1Y
- 17.52%
- 3Y*
- 17.18%
- 5Y*
- 13.34%
- 10Y*
- 14.63%
- ALL TIME*
- 15.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €0.00 | €0.00 | €0.00 | |
| €67.23M | €51.28M | €57.06M |
UMG.AS vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UMG.AS Universal Music Group N.V. | -34.18% | -8.27% | -2.32% | 17.50% | -7.15% | -1.07% |
FXAIX Fidelity 500 Index Fund | 11.44% | 3.86% | 33.27% | 22.50% | -13.06% | 13.24% |
Correlation
The correlation between UMG.AS and FXAIX is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2021 | 0.18 |
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Return for Risk
UMG.AS vs. FXAIX — Risk / Return Rank
UMG.AS
FXAIX
UMG.AS vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Music Group N.V. (UMG.AS) and Fidelity 500 Index Fund (FXAIX). 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.
| UMG.AS | FXAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.25 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 2.33 | -3.32 |
| Martin ratioReturn relative to average drawdown | -2.17 | 8.62 | -10.80 |
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Drawdowns
UMG.AS vs. FXAIX - Drawdown Comparison
The maximum UMG.AS drawdown since its inception was -48.34%, which is greater than FXAIX's maximum drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for UMG.AS and FXAIX.
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Drawdown Indicators
| UMG.AS | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -33.29% | -15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -41.63% | -7.33% | -34.30% |
Max Drawdown (3Y)Largest decline over 3 years | -48.34% | -23.83% | -24.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.29% | — |
Current DrawdownCurrent decline from peak | -48.34% | -2.73% | -45.61% |
Average DrawdownAverage peak-to-trough decline | -16.91% | -3.90% | -13.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.16% | 2.00% | +17.16% |
Volatility
UMG.AS vs. FXAIX - Volatility Comparison
Universal Music Group N.V. (UMG.AS) has a higher volatility of 30.29% compared to Fidelity 500 Index Fund (FXAIX) at 3.32%. This indicates that UMG.AS's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UMG.AS | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.29% | 3.32% | +26.97% |
Volatility (6M)Calculated over the trailing 6-month period | 39.57% | 8.85% | +30.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.20% | 12.82% | +27.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.31% | 16.89% | +16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.31% | 18.62% | +14.69% |
Dividends
UMG.AS vs. FXAIX - Dividend Comparison
UMG.AS's dividend yield for the trailing twelve months is around 3.60%, more than FXAIX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 1.07% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
UMG.AS Universal Music Group N.V. | 3.60% | 2.34% | 2.06% | 1.98% | 1.95% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
UMG.AS and FXAIX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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