PortfoliosLab logoPortfoliosLab logo
V50A.DE vs. ^N225
Performance
Return for Risk
Drawdowns
Volatility

Performance

V50A.DE vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

V50A.DE is traded in EUR, while ^N225 is traded in JPY. To make them comparable, the ^N225 values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V50A.DE achieves a 7.65% return, which is significantly lower than ^N225's 31.62% return. Over the past 10 years, V50A.DE has outperformed ^N225 with an annualized return of 10.83%, while ^N225 has yielded a comparatively lower 10.08% annualized return.


V50A.DE

1D
0.96%
1M
4.05%
YTD
7.65%
6M
8.88%
1Y
15.79%
3Y*
15.79%
5Y*
11.58%
10Y*
10.83%

^N225

1D
0.00%
1M
6.18%
YTD
31.62%
6M
29.33%
1Y
57.65%
3Y*
18.73%
5Y*
10.63%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. ^N225 - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.65%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.82%
^N225
Nikkei 225
31.62%12.07%13.69%15.63%-15.84%2.21%11.41%22.37%-5.83%8.44%

Correlation

The correlation between V50A.DE and ^N225 is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.16

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

0.13

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

V50A.DE vs. ^N225 — Risk / Return Rank

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

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
Martin Ratio Rank

^N225
^N225 Risk / Return Rank: 9494
Overall Rank
^N225 Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
^N225 Sortino Ratio Rank: 9595
Sortino Ratio Rank
^N225 Omega Ratio Rank: 9393
Omega Ratio Rank
^N225 Calmar Ratio Rank: 9595
Calmar Ratio Rank
^N225 Martin Ratio Rank: 9595
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.

V50A.DE vs. ^N225 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Nikkei 225 (^N225). 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.


V50A.DE^N225Difference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.89

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

1.45

4.63

-3.17

Martin ratioReturn relative to average drawdown

4.95

14.06

-9.11

V50A.DE vs. ^N225 - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is lower than the ^N225 Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of V50A.DE and ^N225, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


V50A.DE^N225Difference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.45

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.48

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.50

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.30

+0.03

Drawdowns

V50A.DE vs. ^N225 - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -43.90%, smaller than the maximum ^N225 drawdown of -46.30%. Use the drawdown chart below to compare losses from any high point for V50A.DE and ^N225.


Loading charts...

Drawdown Indicators


V50A.DE^N225Difference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-46.30%

+2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-12.80%

+1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-23.03%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-23.37%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-30.08%

-8.49%

Current Drawdown

Current decline from peak

-0.11%

-2.16%

+2.05%

Average Drawdown

Average peak-to-trough decline

-8.35%

-11.34%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

4.15%

-0.95%

Volatility

V50A.DE vs. ^N225 - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 4.82%, while Nikkei 225 (^N225) has a volatility of 7.13%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V50A.DE^N225Difference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

7.13%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

19.75%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

24.22%

-8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

22.83%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

20.78%

-2.56%

Frequently Asked Questions


V50A.DE and ^N225 have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for V50A.DE and ^N225

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer