BWLP vs. EUFN
BWLP (BW LPG Limited) is a stock, while EUFN (iShares MSCI Europe Financials ETF) is Financials Equities fund tracking the MSCI Europe Financials Index (Net). Over the past 10 years, BWLP returned 73.47%/yr vs 14.87%/yr for EUFN. Their 0.07 correlation means their historical movements had little consistent relationship.
Performance
BWLP vs. EUFN - Performance Comparison
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Returns By Period
In the year-to-date period, BWLP achieves a 90.25% return, which is significantly higher than EUFN's 15.76% return. Over the past 10 years, BWLP has outperformed EUFN with an annualized return of 73.47%, while EUFN has yielded a comparatively lower 14.87% annualized return.
BWLP
- 1D
- 0.85%
- 1M
- 22.81%
- 6M
- 59.35%
- YTD
- 90.25%
- 1Y
- 97.22%
- 3Y*
- 63.61%
- 5Y*
- 139.14%
- 10Y*
- 73.47%
- ALL TIME*
- 53.45%
EUFN
- 1D
- -0.05%
- 1M
- 4.57%
- 6M
- 12.34%
- YTD
- 15.76%
- 1Y
- 37.30%
- 3Y*
- 34.07%
- 5Y*
- 21.90%
- 10Y*
- 14.87%
- ALL TIME*
- 7.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BWLP BW LPG Limited | $6.48M | $7.23M | $9.07M |
| $57.65M | $60.11M | $50.38M |
BWLP vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BWLP BW LPG Limited | 90.25% | 29.04% | 0.32% | 770.27% | 272.29% | 3.97% | 1.05% | 121.88% | 7.61% | -0.95% |
EUFN iShares MSCI Europe Financials ETF | 15.76% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Correlation
The correlation between BWLP and EUFN is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2014 | 0.07 |
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Return for Risk
BWLP vs. EUFN — Risk / Return Rank
BWLP
EUFN
BWLP vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BW LPG Limited (BWLP) and iShares MSCI Europe Financials ETF (EUFN). 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.
| BWLP | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 2.43 | +1.26 |
| Martin ratioReturn relative to average drawdown | 7.76 | 8.55 | -0.79 |
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Drawdowns
BWLP vs. EUFN - Drawdown Comparison
The maximum BWLP drawdown since its inception was -68.80%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for BWLP and EUFN.
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Drawdown Indicators
| BWLP | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.80% | -53.25% | -15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -14.77% | -11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -54.28% | -15.95% | -38.33% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -35.15% | -19.13% |
Max Drawdown (10Y)Largest decline over 10 years | -68.80% | -53.25% | -15.55% |
Current DrawdownCurrent decline from peak | 0.00% | -0.05% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -20.55% | -14.42% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.36% | 4.20% | +8.16% |
Volatility
BWLP vs. EUFN - Volatility Comparison
BW LPG Limited (BWLP) has a higher volatility of 11.99% compared to iShares MSCI Europe Financials ETF (EUFN) at 6.32%. This indicates that BWLP's price experiences larger fluctuations and is considered to be riskier than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BWLP | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.99% | 6.32% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 31.37% | 17.74% | +13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.29% | 20.39% | +18.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.16% | 21.81% | +85.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.36% | 23.71% | +65.65% |
Dividends
BWLP vs. EUFN - Dividend Comparison
BWLP's dividend yield for the trailing twelve months is around 11.13%, more than EUFN's 3.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWLP BW LPG Limited | 11.13% | 10.08% | 33.42% | 70.60% | 81.52% | 24.41% | 18.45% | 7.70% | 0.00% | 0.00% | 61.62% | 31.19% |
EUFN iShares MSCI Europe Financials ETF | 3.96% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Frequently Asked Questions
BWLP and EUFN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BWLP has higher volatility (11.99%) compared to EUFN (6.32%). In terms of maximum drawdown, BWLP dropped -68.80% vs EUFN's -53.25%.
BWLP currently has the higher Sharpe Ratio (2.45 vs 1.76), 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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