ACB vs. EPOL
ACB (Aurora Cannabis Inc.) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past 10 years, ACB returned -23.91%/yr vs 11.83%/yr for EPOL. At a 0.23 correlation, their price movements are largely independent.
Performance
ACB vs. EPOL - Performance Comparison
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Returns By Period
In the year-to-date period, ACB achieves a -38.86% return, which is significantly lower than EPOL's 16.35% return. Over the past 10 years, ACB has underperformed EPOL with an annualized return of -23.91%, while EPOL has yielded a comparatively higher 11.83% annualized return.
ACB
- 1D
- -3.01%
- 1M
- -14.00%
- 6M
- -39.15%
- YTD
- -38.86%
- 1Y
- -42.41%
- 3Y*
- -21.32%
- 5Y*
- -48.38%
- 10Y*
- -23.91%
EPOL
- 1D
- -1.00%
- 1M
- -0.12%
- 6M
- 13.26%
- YTD
- 16.35%
- 1Y
- 32.38%
- 3Y*
- 31.03%
- 5Y*
- 17.67%
- 10Y*
- 11.83%
ACB vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACB Aurora Cannabis Inc. | -38.86% | -0.71% | -10.75% | -48.38% | -82.95% | -34.90% | -67.94% | -56.45% | -34.99% | 343.60% |
EPOL iShares MSCI Poland ETF | 16.35% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 52.43% |
Correlation
The correlation between ACB and EPOL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2014 | 0.23 |
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Return for Risk
ACB vs. EPOL — Risk / Return Rank
ACB
EPOL
ACB vs. EPOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aurora Cannabis Inc. (ACB) and iShares MSCI Poland ETF (EPOL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACB | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.24 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.95 | -3.67 |
| Martin ratioReturn relative to average drawdown | -1.22 | 7.84 | -9.06 |
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Drawdowns
ACB vs. EPOL - Drawdown Comparison
The maximum ACB drawdown since its inception was -99.82%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for ACB and EPOL.
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Drawdown Indicators
| ACB | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.82% | -63.72% | -36.10% |
Max Drawdown (1Y)Largest decline over 1 year | -58.59% | -11.04% | -47.55% |
Max Drawdown (3Y)Largest decline over 3 years | -73.75% | -21.81% | -51.94% |
Max Drawdown (5Y)Largest decline over 5 years | -96.96% | -54.21% | -42.75% |
Max Drawdown (10Y)Largest decline over 10 years | -99.82% | -61.41% | -38.41% |
Current DrawdownCurrent decline from peak | -99.82% | -1.00% | -98.82% |
Average DrawdownAverage peak-to-trough decline | -70.88% | -26.72% | -44.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.81% | 4.14% | +30.67% |
Volatility
ACB vs. EPOL - Volatility Comparison
Aurora Cannabis Inc. (ACB) has a higher volatility of 8.63% compared to iShares MSCI Poland ETF (EPOL) at 5.79%. This indicates that ACB's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACB | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 5.79% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 36.68% | 18.44% | +18.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.35% | 23.24% | +41.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.58% | 29.15% | +60.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.67% | 27.41% | +70.26% |
Dividends
ACB vs. EPOL - Dividend Comparison
ACB has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 3.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACB Aurora Cannabis Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPOL iShares MSCI Poland ETF | 3.62% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
Frequently Asked Questions
ACB and EPOL have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACB has higher volatility (8.63%) compared to EPOL (5.79%). In terms of maximum drawdown, ACB dropped -99.82% vs EPOL's -63.72%.
EPOL currently has the higher Sharpe Ratio (1.40 vs -0.66), 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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