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BWLP vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWLP vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BW LPG Limited (BWLP) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.48M$7.23M$9.07M
$57.65M$60.11M$50.38M

BWLP vs. EUFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

BWLP
BWLP Risk / Return Rank: 9191
Overall Rank
BWLP Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BWLP Sortino Ratio Rank: 9090
Sortino Ratio Rank
BWLP Omega Ratio Rank: 9090
Omega Ratio Rank
BWLP Calmar Ratio Rank: 9191
Calmar Ratio Rank
BWLP Martin Ratio Rank: 8787
Martin Ratio Rank

EUFN
EUFN Risk / Return Rank: 7474
Overall Rank
EUFN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 7878
Sortino Ratio Rank
EUFN Omega Ratio Rank: 7272
Omega Ratio Rank
EUFN Calmar Ratio Rank: 7171
Calmar Ratio Rank
EUFN Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


BWLPEUFNDifference
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

BWLP vs. EUFN - Sharpe Ratio Comparison

The current BWLP Sharpe Ratio is 2.45, which is higher than the EUFN Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BWLP and EUFN, 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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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


BWLPEUFNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.05%

+0.05%

Average Drawdown

Average peak-to-trough decline

-20.55%

-14.42%

-6.13%

Ulcer Index

Depth 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


BWLPEUFNDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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