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WNEB vs. 100D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WNEB vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western New England Bancorp, Inc. (WNEB) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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WNEB vs. 100D.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WNEB
Western New England Bancorp, Inc.
2.97%40.90%6.01%-1.09%10.97%30.21%-26.04%0.07%
100D.L
Amundi FTSE 100 UCITS ETF
1.83%35.26%7.50%13.03%-6.40%16.93%-9.08%5.82%
Different Trading Currencies

WNEB is traded in USD, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WNEB achieves a 2.97% return, which is significantly higher than 100D.L's 1.83% return.


WNEB

1D
0.00%
1M
0.62%
YTD
2.97%
6M
8.84%
1Y
42.50%
3Y*
20.29%
5Y*
12.10%
10Y*
6.99%

100D.L

1D
1.06%
1M
-7.98%
YTD
1.83%
6M
8.67%
1Y
25.65%
3Y*
16.70%
5Y*
11.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WNEB vs. 100D.L — Risk / Return Rank

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

WNEB
WNEB Risk / Return Rank: 8181
Overall Rank
WNEB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WNEB Sortino Ratio Rank: 7979
Sortino Ratio Rank
WNEB Omega Ratio Rank: 7979
Omega Ratio Rank
WNEB Calmar Ratio Rank: 8383
Calmar Ratio Rank
WNEB Martin Ratio Rank: 8282
Martin Ratio Rank

100D.L
100D.L Risk / Return Rank: 8484
Overall Rank
100D.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
100D.L Omega Ratio Rank: 8989
Omega Ratio Rank
100D.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
100D.L Martin Ratio Rank: 8181
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.

WNEB vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western New England Bancorp, Inc. (WNEB) and Amundi FTSE 100 UCITS ETF (100D.L). 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.


WNEB100D.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.55

-0.24

Sortino ratio

Return per unit of downside risk

2.06

1.95

+0.10

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

2.57

1.96

+0.61

Martin ratio

Return relative to average drawdown

6.80

8.84

-2.05

WNEB vs. 100D.L - Sharpe Ratio Comparison

The current WNEB Sharpe Ratio is 1.31, which is comparable to the 100D.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of WNEB and 100D.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WNEB100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.55

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.69

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.44

-0.19

Correlation

The correlation between WNEB and 100D.L is 0.28, 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.


Dividends

WNEB vs. 100D.L - Dividend Comparison

WNEB's dividend yield for the trailing twelve months is around 2.17%, less than 100D.L's 3.65% yield.


TTM20252024202320222021202020192018201720162015
WNEB
Western New England Bancorp, Inc.
2.17%2.22%3.04%3.11%2.54%2.28%2.90%2.08%1.59%1.10%1.28%1.43%
100D.L
Amundi FTSE 100 UCITS ETF
3.65%3.78%4.17%3.90%3.80%3.39%3.11%4.30%0.00%0.00%0.00%0.00%

Drawdowns

WNEB vs. 100D.L - Drawdown Comparison

The maximum WNEB drawdown since its inception was -56.32%, which is greater than 100D.L's maximum drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for WNEB and 100D.L.


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Drawdown Indicators


WNEB100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.32%

-34.63%

-21.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.60%

-11.10%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-43.24%

-13.06%

-30.18%

Max Drawdown (10Y)

Largest decline over 10 years

-56.32%

Current Drawdown

Current decline from peak

-9.25%

-6.26%

-2.99%

Average Drawdown

Average peak-to-trough decline

-11.74%

-4.71%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.28%

2.55%

+3.73%

Volatility

WNEB vs. 100D.L - Volatility Comparison

Western New England Bancorp, Inc. (WNEB) and Amundi FTSE 100 UCITS ETF (100D.L) have volatilities of 5.94% and 6.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WNEB100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

6.16%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

17.75%

9.65%

+8.10%

Volatility (1Y)

Calculated over the trailing 1-year period

32.69%

16.51%

+16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.91%

16.54%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.45%

19.35%

+16.10%