AAPL vs. EFV
AAPL (Apple Inc) is a stock, while EFV (iShares MSCI EAFE Value ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index. Over the past 10 years, AAPL returned 29.63%/yr vs 9.94%/yr for EFV. At a 0.43 correlation, their price movements are largely independent.
Performance
AAPL vs. EFV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AAPL achieves a 11.12% return, which is significantly higher than EFV's 8.07% return. Over the past 10 years, AAPL has outperformed EFV with an annualized return of 29.63%, while EFV has yielded a comparatively lower 9.94% annualized return.
AAPL
- 1D
- -1.89%
- 1M
- 2.90%
- YTD
- 11.12%
- 6M
- 8.71%
- 1Y
- 48.46%
- 3Y*
- 19.11%
- 5Y*
- 19.46%
- 10Y*
- 29.63%
EFV
- 1D
- 0.35%
- 1M
- -1.10%
- YTD
- 8.07%
- 6M
- 12.00%
- 1Y
- 25.73%
- 3Y*
- 21.26%
- 5Y*
- 11.92%
- 10Y*
- 9.94%
AAPL vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 11.12% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
EFV iShares MSCI EAFE Value ETF | 8.07% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between AAPL and EFV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.43 |
The correlation between AAPL and EFV shifts across timeframes, from 0.33 (3 years) to 0.44 (10 years), reflecting how their relationship changes across market environments.
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
AAPL vs. EFV — Risk / Return Rank
AAPL
EFV
AAPL vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and iShares MSCI EAFE Value ETF (EFV). 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 | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 2.37 | +1.16 |
| Martin ratioReturn relative to average drawdown | 8.89 | 8.79 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AAPL | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.80 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.75 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.56 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.26 | +0.18 |
Drawdowns
AAPL vs. EFV - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, which is greater than EFV's maximum drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for AAPL and EFV.
Loading charts...
Drawdown Indicators
| AAPL | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -63.94% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -10.90% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -13.72% | -19.64% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -25.84% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | -43.16% | +4.64% |
Current DrawdownCurrent decline from peak | -4.33% | -3.47% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -29.60% | -14.82% | -14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 2.93% | +2.55% |
Volatility
AAPL vs. EFV - Volatility Comparison
Apple Inc (AAPL) has a higher volatility of 5.68% compared to iShares MSCI EAFE Value ETF (EFV) at 3.81%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AAPL | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 3.81% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.99% | 11.74% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.41% | 14.35% | +8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.47% | 15.98% | +11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.91% | 17.87% | +11.04% |
Dividends
AAPL vs. EFV - Dividend Comparison
AAPL's dividend yield for the trailing twelve months is around 0.35%, less than EFV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.35% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
EFV iShares MSCI EAFE Value ETF | 3.85% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
AAPL and EFV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (5.68%) compared to EFV (3.81%). In terms of maximum drawdown, AAPL dropped -81.80% vs EFV's -63.94%.
AAPL currently has the higher Sharpe Ratio (2.18 vs 1.80), 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.
Find the right allocation for AAPL and EFV
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