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AA vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AA vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alcoa Corporation (AA) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AA achieves a 52.66% return, which is significantly higher than EWP's 5.49% return.


AA

1D
-3.50%
1M
29.67%
YTD
52.66%
6M
83.95%
1Y
195.08%
3Y*
33.82%
5Y*
16.94%
10Y*

EWP

1D
-1.06%
1M
3.64%
YTD
5.49%
6M
10.02%
1Y
34.73%
3Y*
30.89%
5Y*
17.03%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AA vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AA
Alcoa Corporation
52.66%42.46%12.43%-24.33%-23.12%159.05%7.16%-19.07%-50.66%91.84%
EWP
iShares MSCI Spain ETF
5.49%78.03%5.70%30.26%-5.18%0.25%-3.94%11.93%-15.32%26.98%

Correlation

The correlation between AA and EWP is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.34

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

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

0.40

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Return for Risk

AA vs. EWP — Risk / Return Rank

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

AA
AA Risk / Return Rank: 9595
Overall Rank
AA Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AA Sortino Ratio Rank: 9494
Sortino Ratio Rank
AA Omega Ratio Rank: 9191
Omega Ratio Rank
AA Calmar Ratio Rank: 9898
Calmar Ratio Rank
AA Martin Ratio Rank: 9898
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 5555
Overall Rank
EWP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5151
Sortino Ratio Rank
EWP Omega Ratio Rank: 5151
Omega Ratio Rank
EWP Calmar Ratio Rank: 6161
Calmar Ratio Rank
EWP Martin Ratio Rank: 6060
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.

AA vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alcoa Corporation (AA) and iShares MSCI Spain ETF (EWP). 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.


AAEWPDifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratioReturn relative to maximum drawdown

12.43

3.07

+9.36

Martin ratioReturn relative to average drawdown

30.82

10.91

+19.91

AA vs. EWP - Sharpe Ratio Comparison

The current AA Sharpe Ratio is 3.74, which is higher than the EWP Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of AA and EWP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.74

1.87

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.85

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.31

-0.05

Drawdowns

AA vs. EWP - Drawdown Comparison

The maximum AA drawdown since its inception was -90.90%, which is greater than EWP's maximum drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for AA and EWP.


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Drawdown Indicators


AAEWPDifference

Max Drawdown

Largest peak-to-trough decline

-90.90%

-61.19%

-29.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.80%

-11.38%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-52.25%

-12.19%

-40.06%

Max Drawdown (5Y)

Largest decline over 5 years

-75.46%

-33.91%

-41.55%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

Current Drawdown

Current decline from peak

-10.95%

-2.60%

-8.35%

Average Drawdown

Average peak-to-trough decline

-46.21%

-21.43%

-24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

3.19%

+3.17%

Volatility

AA vs. EWP - Volatility Comparison

Alcoa Corporation (AA) has a higher volatility of 15.13% compared to iShares MSCI Spain ETF (EWP) at 6.12%. This indicates that AA's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.13%

6.12%

+9.01%

Volatility (6M)

Calculated over the trailing 6-month period

38.86%

15.64%

+23.22%

Volatility (1Y)

Calculated over the trailing 1-year period

52.62%

18.76%

+33.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.96%

20.24%

+35.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.55%

22.23%

+33.32%

Dividends

AA vs. EWP - Dividend Comparison

AA's dividend yield for the trailing twelve months is around 0.49%, less than EWP's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
AA
Alcoa Corporation
0.49%0.75%1.06%1.18%0.88%0.17%0.00%0.00%0.00%0.00%0.32%0.00%
EWP
iShares MSCI Spain ETF
2.15%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%

Frequently Asked Questions


AA and EWP have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AA has higher volatility (15.13%) compared to EWP (6.12%). In terms of maximum drawdown, AA dropped -90.90% vs EWP's -61.19%.

AA currently has the higher Sharpe Ratio (3.74 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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