AAPL.NEO vs. EFA
AAPL.NEO (Apple Inc CDR) is a stock, while EFA (iShares MSCI EAFE ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 3 years, AAPL.NEO returned 19.80%/yr vs 17.16%/yr for EFA. At a 0.46 correlation, their price movements are largely independent.
Performance
AAPL.NEO vs. EFA - Performance Comparison
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Different Trading Currencies
AAPL.NEO is traded in CAD, while EFA is traded in USD. To make them comparable, the EFA values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AAPL.NEO achieves a 12.18% return, which is significantly higher than EFA's 8.16% return.
AAPL.NEO
- 1D
- -1.22%
- 1M
- 7.04%
- YTD
- 12.18%
- 6M
- 9.42%
- 1Y
- 50.50%
- 3Y*
- 19.80%
- 5Y*
- —
- 10Y*
- —
EFA
- 1D
- -2.36%
- 1M
- -0.25%
- YTD
- 8.16%
- 6M
- 9.63%
- 1Y
- 20.74%
- 3Y*
- 17.16%
- 5Y*
- 11.05%
- 10Y*
- 9.76%
AAPL.NEO vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AAPL.NEO Apple Inc CDR | 12.18% | 6.56% | 32.44% | 51.61% | -25.31% | 20.40% |
EFA iShares MSCI EAFE ETF | 8.16% | 25.51% | 12.38% | 15.76% | -8.28% | 0.21% |
Correlation
The correlation between AAPL.NEO and EFA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2021 | 0.46 |
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Return for Risk
AAPL.NEO vs. EFA — Risk / Return Rank
AAPL.NEO
EFA
AAPL.NEO vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc CDR (AAPL.NEO) and iShares MSCI EAFE ETF (EFA). 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.
| AAPL.NEO | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 1.87 | +1.70 |
| Martin ratioReturn relative to average drawdown | 8.88 | 7.36 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAPL.NEO | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.45 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.61 | +0.02 |
Drawdowns
AAPL.NEO vs. EFA - Drawdown Comparison
The maximum AAPL.NEO drawdown since its inception was -34.02%, which is greater than EFA's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for AAPL.NEO and EFA.
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Drawdown Indicators
| AAPL.NEO | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.02% | -28.10% | -5.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.22% | -11.13% | -3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -34.02% | -14.42% | -19.60% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.10% | — |
Current DrawdownCurrent decline from peak | -2.22% | -2.36% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -8.85% | -5.01% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 2.82% | +2.88% |
Volatility
AAPL.NEO vs. EFA - Volatility Comparison
Apple Inc CDR (AAPL.NEO) has a higher volatility of 5.61% compared to iShares MSCI EAFE ETF (EFA) at 4.59%. This indicates that AAPL.NEO's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPL.NEO | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.59% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 12.13% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 14.34% | +7.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.86% | 13.72% | +14.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.86% | 14.69% | +13.17% |
Dividends
AAPL.NEO vs. EFA - Dividend Comparison
AAPL.NEO's dividend yield for the trailing twelve months is around 0.34%, less than EFA's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL.NEO Apple Inc CDR | 0.34% | 0.38% | 2.57% | 3.32% | 4.65% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFA iShares MSCI EAFE ETF | 3.18% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Frequently Asked Questions
AAPL.NEO and EFA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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