Correlation
The correlation between ABBNY and EFA is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
ABBNY vs. EFA
Compare and contrast key facts about ABB Ltd (ABBNY) and iShares MSCI EAFE ETF (EFA).
EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABBNY or EFA.
Performance
ABBNY vs. EFA - Performance Comparison
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Key characteristics
ABBNY:
0.33
EFA:
0.74
ABBNY:
0.62
EFA:
1.02
ABBNY:
1.08
EFA:
1.14
ABBNY:
0.44
EFA:
0.80
ABBNY:
1.35
EFA:
2.42
ABBNY:
6.71%
EFA:
4.68%
ABBNY:
25.84%
EFA:
17.57%
ABBNY:
-93.98%
EFA:
-61.04%
ABBNY:
-2.64%
EFA:
-0.51%
Returns By Period
In the year-to-date period, ABBNY achieves a 7.35% return, which is significantly lower than EFA's 16.44% return. Over the past 10 years, ABBNY has outperformed EFA with an annualized return of 14.50%, while EFA has yielded a comparatively lower 5.83% annualized return.
ABBNY
7.35%
10.89%
3.57%
7.78%
28.73%
29.29%
14.50%
EFA
16.44%
5.11%
15.06%
12.03%
11.77%
12.29%
5.83%
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Risk-Adjusted Performance
ABBNY vs. EFA — Risk-Adjusted Performance Rank
ABBNY
EFA
ABBNY vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.
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Dividends
ABBNY vs. EFA - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.74%, less than EFA's 2.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.74% | 1.85% | 2.07% | 2.79% | 2.31% | 2.79% | 3.34% | 4.38% | 2.84% | 3.65% | 4.40% | 3.73% |
EFA iShares MSCI EAFE ETF | 2.78% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
Drawdowns
ABBNY vs. EFA - Drawdown Comparison
The maximum ABBNY drawdown since its inception was -93.98%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for ABBNY and EFA.
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Volatility
ABBNY vs. EFA - Volatility Comparison
ABB Ltd (ABBNY) has a higher volatility of 6.09% compared to iShares MSCI EAFE ETF (EFA) at 2.70%. This indicates that ABBNY'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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