CTRA vs. EWO
CTRA (Coterra Energy Inc.) is a stock, while EWO (iShares MSCI Austria ETF) is Europe Equities fund tracking the MSCI Austria Investable Market Index. Over the past 10 years, CTRA returned 6.42%/yr vs 14.07%/yr for EWO. At a 0.28 correlation, their price movements are largely independent.
Performance
CTRA vs. EWO - Performance Comparison
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Returns By Period
In the year-to-date period, CTRA achieves a 24.61% return, which is significantly higher than EWO's 15.39% return. Over the past 10 years, CTRA has underperformed EWO with an annualized return of 6.42%, while EWO has yielded a comparatively higher 14.07% annualized return.
CTRA
- 1D
- -8.62%
- 1M
- -8.62%
- YTD
- 24.61%
- 6M
- 19.96%
- 1Y
- 34.11%
- 3Y*
- 12.65%
- 5Y*
- 19.04%
- 10Y*
- 6.42%
EWO
- 1D
- 0.76%
- 1M
- 5.18%
- YTD
- 15.39%
- 6M
- 21.60%
- 1Y
- 44.40%
- 3Y*
- 33.23%
- 5Y*
- 14.92%
- 10Y*
- 14.07%
CTRA vs. EWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTRA Coterra Energy Inc. | 24.61% | 6.68% | 3.38% | 8.72% | 39.15% | 23.50% | -4.33% | -20.78% | -21.07% | 23.26% |
EWO iShares MSCI Austria ETF | 15.39% | 74.21% | 4.05% | 20.63% | -21.95% | 31.50% | -3.67% | 17.05% | -22.88% | 52.47% |
Correlation
The correlation between CTRA and EWO is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1996 | 0.28 |
The correlation between CTRA and EWO shifts across timeframes, from -0.18 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CTRA vs. EWO — Risk / Return Rank
CTRA
EWO
CTRA vs. EWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Coterra Energy Inc. (CTRA) and iShares MSCI Austria ETF (EWO). 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.
| CTRA | EWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.17 | -0.13 |
| Martin ratioReturn relative to average drawdown | 6.37 | 10.75 | -4.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTRA | EWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.41 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.69 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.62 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.28 | -0.01 |
Drawdowns
CTRA vs. EWO - Drawdown Comparison
The maximum CTRA drawdown since its inception was -74.41%, roughly equal to the maximum EWO drawdown of -75.69%. Use the drawdown chart below to compare losses from any high point for CTRA and EWO.
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Drawdown Indicators
| CTRA | EWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.41% | -75.69% | +1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.51% | -14.08% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -16.75% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -41.82% | +8.57% |
Max Drawdown (10Y)Largest decline over 10 years | -52.56% | -58.10% | +5.54% |
Current DrawdownCurrent decline from peak | -10.33% | -1.04% | -9.29% |
Average DrawdownAverage peak-to-trough decline | -26.96% | -28.12% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 4.14% | +3.24% |
Volatility
CTRA vs. EWO - Volatility Comparison
Coterra Energy Inc. (CTRA) has a higher volatility of 13.41% compared to iShares MSCI Austria ETF (EWO) at 6.67%. This indicates that CTRA's price experiences larger fluctuations and is considered to be riskier than EWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTRA | EWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.41% | 6.67% | +6.74% |
Volatility (6M)Calculated over the trailing 6-month period | 23.40% | 15.06% | +8.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.69% | 18.48% | +12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.49% | 21.85% | +12.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.56% | 22.86% | +12.70% |
Dividends
CTRA vs. EWO - Dividend Comparison
CTRA's dividend yield for the trailing twelve months is around 2.03%, less than EWO's 2.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTRA Coterra Energy Inc. | 2.03% | 3.34% | 3.29% | 4.58% | 8.47% | 5.89% | 2.46% | 2.01% | 1.12% | 0.59% | 0.34% | 0.45% |
EWO iShares MSCI Austria ETF | 2.07% | 2.38% | 7.40% | 5.66% | 4.75% | 2.42% | 0.98% | 3.11% | 4.04% | 2.03% | 1.99% | 1.51% |
Frequently Asked Questions
CTRA and EWO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTRA has higher volatility (13.41%) compared to EWO (6.67%). In terms of maximum drawdown, CTRA dropped -74.41% vs EWO's -75.69%.
EWO currently has the higher Sharpe Ratio (2.41 vs 1.61), 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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