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V50A.DE vs. SC0C.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


V50A.DESC0C.DE
YTD Return10.16%9.72%
1Y Return19.04%18.89%
3Y Return (Ann)6.56%4.44%
5Y Return (Ann)8.38%7.34%
10Y Return (Ann)8.25%7.15%
Sharpe Ratio1.211.56
Sortino Ratio1.742.18
Omega Ratio1.211.27
Calmar Ratio1.622.24
Martin Ratio5.649.18
Ulcer Index2.80%1.74%
Daily Std Dev13.10%10.24%
Max Drawdown-38.57%-35.89%
Current Drawdown-4.05%-2.82%

Correlation

-0.50.00.51.00.8

The correlation between V50A.DE and SC0C.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

V50A.DE vs. SC0C.DE - Performance Comparison

The year-to-date returns for both stocks are quite close, with V50A.DE having a 10.16% return and SC0C.DE slightly lower at 9.72%. Over the past 10 years, V50A.DE has outperformed SC0C.DE with an annualized return of 8.25%, while SC0C.DE has yielded a comparatively lower 7.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-4.71%
-1.84%
V50A.DE
SC0C.DE

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


V50A.DE vs. SC0C.DE - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is lower than SC0C.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
Expense ratio chart for SC0C.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for V50A.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

V50A.DE vs. SC0C.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Invesco STOXX Europe 600 UCITS ETF (SC0C.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.


V50A.DE
Sharpe ratio
The chart of Sharpe ratio for V50A.DE, currently valued at 0.90, compared to the broader market-2.000.002.004.006.000.90
Sortino ratio
The chart of Sortino ratio for V50A.DE, currently valued at 1.32, compared to the broader market0.005.0010.001.32
Omega ratio
The chart of Omega ratio for V50A.DE, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for V50A.DE, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.49
Martin ratio
The chart of Martin ratio for V50A.DE, currently valued at 4.19, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.19
SC0C.DE
Sharpe ratio
The chart of Sharpe ratio for SC0C.DE, currently valued at 1.13, compared to the broader market-2.000.002.004.006.001.13
Sortino ratio
The chart of Sortino ratio for SC0C.DE, currently valued at 1.64, compared to the broader market0.005.0010.001.64
Omega ratio
The chart of Omega ratio for SC0C.DE, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for SC0C.DE, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for SC0C.DE, currently valued at 5.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.45

V50A.DE vs. SC0C.DE - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 1.21, which is comparable to the SC0C.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of V50A.DE and SC0C.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.90
1.13
V50A.DE
SC0C.DE

Dividends

V50A.DE vs. SC0C.DE - Dividend Comparison

Neither V50A.DE nor SC0C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V50A.DE vs. SC0C.DE - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, which is greater than SC0C.DE's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for V50A.DE and SC0C.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.42%
-7.24%
V50A.DE
SC0C.DE

Volatility

V50A.DE vs. SC0C.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 5.55% compared to Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) at 4.14%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than SC0C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.55%
4.14%
V50A.DE
SC0C.DE