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APG vs. ILF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

APG vs. ILF

Last updated Jun 4, 2026

APG (APi Group Corporation) is a stock, while ILF (iShares Latin American 40 ETF) is Latin America Equities fund tracking the S&P Latin America 40 Index. Over the past 5 years, APG returned 24.15%/yr vs 8.53%/yr for ILF. At a 0.36 correlation, their price movements are largely independent.

Performance

APG vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in APi Group Corporation (APG) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APG achieves a 10.45% return, which is significantly lower than ILF's 11.66% return.

APG

1D
1.17%
1M
-5.40%
YTD
10.45%
6M
9.09%
1Y
33.26%
3Y*
39.30%
5Y*
24.15%
10Y*
—

ILF

1D
-2.72%
1M
-4.92%
YTD
11.66%
6M
10.51%
1Y
39.82%
3Y*
15.62%
5Y*
8.53%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APG vs. ILF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
APG
APi Group Corporation		10.45%59.55%3.96%83.94%-27.01%41.98%74.52%
ILF
iShares Latin American 40 ETF		11.66%52.65%-23.11%33.14%9.81%-13.59%50.11%

Correlation

The correlation between APG and ILF is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2020

0.36

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

APi Group Corporation

iShares Latin American 40 ETF

Often compared with APG:
APG vs. MYRGAPG vs. APHAPG vs. TSSIAPG vs. SPYAPG vs. STRLAPG vs. CLSAPG vs. ACM
Often compared with ILF:
ILF vs. EWZILF vs. FLLAILF vs. EWWILF vs. FLNILF vs. FLBRILF vs. EPUILF vs. VOO

Return for Risk

APG vs. ILF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
APG
APG Risk / Return Rank: 7373
Overall Rank
APG Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
APG Sortino Ratio Rank: 7171
Sortino Ratio Rank
APG Omega Ratio Rank: 6868
Omega Ratio Rank
APG Calmar Ratio Rank: 7373
Calmar Ratio Rank
APG Martin Ratio Rank: 7878
Martin Ratio Rank
ILF
ILF Risk / Return Rank: 5454
Overall Rank
ILF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 4949
Sortino Ratio Rank
ILF Omega Ratio Rank: 4949
Omega Ratio Rank
ILF Calmar Ratio Rank: 6363
Calmar Ratio Rank
ILF Martin Ratio Rank: 5555
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.

APG vs. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for APi Group Corporation (APG) and iShares Latin American 40 ETF (ILF). 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.

APGILFDifference
Sharpe ratioReturn per unit of total volatility
1.20
1.84

-0.64

Sortino ratioReturn per unit of downside risk
1.82
2.44

-0.62

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.10

Calmar ratioReturn relative to maximum drawdown

1.87

3.16

-1.28

Martin ratioReturn relative to average drawdown

6.04

9.70

-3.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

APG vs. ILF - Sharpe Ratio Comparison

The current APG Sharpe Ratio is 1.20, which is lower than the ILF Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of APG and ILF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

APGILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.84

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.37

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.29

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.30

+0.75

Drawdowns

APG vs. ILF - Drawdown Comparison

The maximum APG drawdown since its inception was -49.62%, smaller than the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for APG and ILF.

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Drawdown Indicators

APGILFDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-67.48%

+17.86%

Max Drawdown (1Y)

Largest decline over 1 year

-17.83%

-12.67%

-5.16%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

-23.97%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-49.62%

-29.71%

-19.91%

Max Drawdown (10Y)

Largest decline over 10 years

—

-57.79%

—

Current Drawdown

Current decline from peak

-14.45%

-10.76%

-3.69%

Average Drawdown

Average peak-to-trough decline

-10.32%

-23.94%

+13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

4.12%

+1.40%

Volatility

APG vs. ILF - Volatility Comparison

APi Group Corporation (APG) has a higher volatility of 8.64% compared to iShares Latin American 40 ETF (ILF) at 6.49%. This indicates that APG's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

APGILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

6.49%

+2.15%

Volatility (6M)

Calculated over the trailing 6-month period

22.03%

18.52%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

27.90%

21.76%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.60%

23.18%

+9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.10%

28.44%

+4.66%

Dividends

APG vs. ILF - Dividend Comparison

APG has not paid dividends to shareholders, while ILF's dividend yield for the trailing twelve months is around 3.93%.

PositionTTM20252024202320222021202020192018201720162015
APG
APi Group 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%
ILF
iShares Latin American 40 ETF		3.93%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Frequently Asked Questions

APG and ILF have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

APG has higher volatility (8.64%) compared to ILF (6.49%). In terms of maximum drawdown, APG dropped -49.62% vs ILF's -67.48%.

ILF currently has the higher Sharpe Ratio (1.84 vs 1.20), 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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