AMSC vs. EWZ
AMSC (American Superconductor Corporation) is a stock, while EWZ (iShares MSCI Brazil ETF) is Latin America Equities fund tracking the MSCI Brazil 25/50 Index. Over the past 10 years, AMSC returned 12.68%/yr vs 6.64%/yr for EWZ. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
AMSC vs. EWZ - Performance Comparison
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Returns By Period
In the year-to-date period, AMSC achieves a 2.05% return, which is significantly lower than EWZ's 16.46% return. Over the past 10 years, AMSC has outperformed EWZ with an annualized return of 12.68%, while EWZ has yielded a comparatively lower 6.64% annualized return.
AMSC
- 1D
- -0.27%
- 1M
- -26.43%
- 6M
- -1.84%
- YTD
- 2.05%
- 1Y
- -48.34%
- 3Y*
- 22.11%
- 5Y*
- 15.89%
- 10Y*
- 12.68%
- ALL TIME*
- -3.05%
EWZ
- 1D
- 0.33%
- 1M
- 7.23%
- 6M
- -0.11%
- YTD
- 16.46%
- 1Y
- 44.24%
- 3Y*
- 9.53%
- 5Y*
- 7.67%
- 10Y*
- 6.64%
- ALL TIME*
- 6.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.27M | $25.36M | $48.11M | |
| $598.51M | $637.15M | $833.60M |
AMSC vs. EWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMSC American Superconductor Corporation | 2.05% | 16.85% | 121.10% | 202.72% | -66.18% | -53.54% | 198.34% | -29.60% | 207.16% | -50.75% |
EWZ iShares MSCI Brazil ETF | 16.46% | 48.81% | -30.41% | 32.62% | 12.09% | -17.32% | -20.35% | 27.67% | -2.52% | 23.62% |
Correlation
The correlation between AMSC and EWZ is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2000 | 0.30 |
The correlation between AMSC and EWZ shifts across timeframes, from 0.23 (10 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMSC vs. EWZ — Risk / Return Rank
AMSC
EWZ
AMSC vs. EWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Superconductor Corporation (AMSC) 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.
| AMSC | EWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.31 | -3.10 |
| Martin ratioReturn relative to average drawdown | -1.21 | 5.64 | -6.85 |
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Drawdowns
AMSC vs. EWZ - Drawdown Comparison
The maximum AMSC drawdown since its inception was -99.57%, which is greater than EWZ's maximum drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for AMSC and EWZ.
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Drawdown Indicators
| AMSC | EWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.57% | -77.25% | -22.32% |
Max Drawdown (1Y)Largest decline over 1 year | -61.08% | -19.27% | -41.81% |
Max Drawdown (3Y)Largest decline over 3 years | -61.08% | -31.36% | -29.72% |
Max Drawdown (5Y)Largest decline over 5 years | -82.94% | -32.24% | -50.70% |
Max Drawdown (10Y)Largest decline over 10 years | -89.06% | -56.99% | -32.07% |
Current DrawdownCurrent decline from peak | -95.76% | -18.89% | -76.87% |
Average DrawdownAverage peak-to-trough decline | -75.83% | -35.86% | -39.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.10% | 7.86% | +32.24% |
Volatility
AMSC vs. EWZ - Volatility Comparison
American Superconductor Corporation (AMSC) has a higher volatility of 22.38% compared to iShares MSCI Brazil ETF (EWZ) at 6.69%. This indicates that AMSC'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.
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Volatility by Period
| AMSC | EWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.38% | 6.69% | +15.69% |
Volatility (6M)Calculated over the trailing 6-month period | 57.61% | 19.32% | +38.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.44% | 25.12% | +62.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 87.66% | 27.46% | +60.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.49% | 33.90% | +45.59% |
Dividends
AMSC vs. EWZ - Dividend Comparison
AMSC has not paid dividends to shareholders, while EWZ's dividend yield for the trailing twelve months is around 3.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMSC American Superconductor Corporation | 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 | 3.99% | 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
AMSC and EWZ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMSC has higher volatility (22.38%) compared to EWZ (6.69%). In terms of maximum drawdown, AMSC dropped -99.57% vs EWZ's -77.25%.
EWZ currently has the higher Sharpe Ratio (1.77 vs -0.59), 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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