PortfoliosLab logoPortfoliosLab logo
ACHR vs. EWZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACHR vs. EWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Archer Aviation Inc. (ACHR) and iShares MSCI Brazil ETF (EWZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ACHR achieves a -32.45% return, which is significantly lower than EWZ's 10.48% return.


ACHR

1D
-4.15%
1M
-22.09%
YTD
-32.45%
6M
-38.80%
1Y
-56.69%
3Y*
4.91%
5Y*
-12.65%
10Y*

EWZ

1D
0.83%
1M
-4.57%
YTD
10.48%
6M
9.03%
1Y
31.47%
3Y*
9.47%
5Y*
4.96%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACHR vs. EWZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ACHR
Archer Aviation Inc.
-32.45%-22.87%58.79%228.34%-69.04%-39.96%-0.89%
EWZ
iShares MSCI Brazil ETF
10.48%48.81%-30.41%32.62%12.09%-17.32%-2.16%

Correlation

The correlation between ACHR and EWZ is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2020

0.25

The correlation between ACHR and EWZ shifts across timeframes, from 0.25 (all time) to 0.39 (1 year), 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

ACHR vs. EWZ — Risk / Return Rank

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

ACHR
ACHR Risk / Return Rank: 1010
Overall Rank
ACHR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ACHR Sortino Ratio Rank: 1010
Sortino Ratio Rank
ACHR Omega Ratio Rank: 1212
Omega Ratio Rank
ACHR Calmar Ratio Rank: 77
Calmar Ratio Rank
ACHR Martin Ratio Rank: 1010
Martin Ratio Rank

EWZ
EWZ Risk / Return Rank: 3838
Overall Rank
EWZ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
EWZ Omega Ratio Rank: 3838
Omega Ratio Rank
EWZ Calmar Ratio Rank: 3737
Calmar Ratio Rank
EWZ Martin Ratio Rank: 3737
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.

ACHR vs. EWZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Archer Aviation Inc. (ACHR) and iShares MSCI Brazil ETF (EWZ). 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.


ACHREWZDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

0.87

1.22

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.89

1.64

-2.53

Martin ratioReturn relative to average drawdown

-1.39

5.17

-6.56

ACHR vs. EWZ - Sharpe Ratio Comparison

The current ACHR Sharpe Ratio is -0.80, which is lower than the EWZ Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ACHR and EWZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ACHR vs. EWZ - Drawdown Comparison

The maximum ACHR drawdown since its inception was -90.49%, which is greater than EWZ's maximum drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for ACHR and EWZ.


Loading charts...

Drawdown Indicators


ACHREWZDifference

Max Drawdown

Largest peak-to-trough decline

-90.49%

-77.25%

-13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-63.78%

-19.27%

-44.51%

Max Drawdown (3Y)

Largest decline over 3 years

-63.78%

-31.36%

-32.42%

Max Drawdown (5Y)

Largest decline over 5 years

-84.00%

-32.24%

-51.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-70.36%

-23.06%

-47.30%

Average Drawdown

Average peak-to-trough decline

-62.48%

-35.93%

-26.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.04%

6.10%

+34.94%

Volatility

ACHR vs. EWZ - Volatility Comparison

Archer Aviation Inc. (ACHR) has a higher volatility of 21.42% compared to iShares MSCI Brazil ETF (EWZ) at 7.35%. This indicates that ACHR's price experiences larger fluctuations and is considered to be riskier than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ACHREWZDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.42%

7.35%

+14.07%

Volatility (6M)

Calculated over the trailing 6-month period

44.68%

19.97%

+24.71%

Volatility (1Y)

Calculated over the trailing 1-year period

70.77%

25.20%

+45.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

84.32%

27.70%

+56.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.16%

34.04%

+48.12%

Dividends

ACHR vs. EWZ - Dividend Comparison

ACHR has not paid dividends to shareholders, while EWZ's dividend yield for the trailing twelve months is around 4.70%.


PositionTTM20252024202320222021202020192018201720162015
ACHR
Archer Aviation 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%
EWZ
iShares MSCI Brazil ETF
4.70%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%

Frequently Asked Questions


ACHR and EWZ have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACHR has higher volatility (21.42%) compared to EWZ (7.35%). In terms of maximum drawdown, ACHR dropped -90.49% vs EWZ's -77.25%.

EWZ currently has the higher Sharpe Ratio (1.25 vs -0.80), 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.

Portfolio Optimizer

Find the right allocation for ACHR and EWZ

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