DINO vs. EWI
DINO (HF Sinclair Corp) is a stock, while EWI (iShares MSCI Italy ETF) is Europe Equities fund tracking the MSCI Italy 25/50 Index (Net). Over the past 10 years, DINO returned 16.75%/yr vs 14.76%/yr for EWI. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
DINO vs. EWI - Performance Comparison
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Returns By Period
In the year-to-date period, DINO achieves a 95.68% return, which is significantly higher than EWI's 17.10% return. Over the past 10 years, DINO has outperformed EWI with an annualized return of 16.75%, while EWI has yielded a comparatively lower 14.76% annualized return.
DINO
- 1D
- -3.08%
- 1M
- 22.28%
- 6M
- 73.87%
- YTD
- 95.68%
- 1Y
- 117.10%
- 3Y*
- 22.18%
- 5Y*
- 29.60%
- 10Y*
- 16.75%
- ALL TIME*
- 16.00%
EWI
- 1D
- 1.28%
- 1M
- 2.90%
- 6M
- 12.86%
- YTD
- 17.10%
- 1Y
- 34.75%
- 3Y*
- 29.05%
- 5Y*
- 18.17%
- 10Y*
- 14.76%
- ALL TIME*
- 6.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DINO HF Sinclair Corp | $289.71M | $259.32M | $193.48M |
| $27.89M | $24.69M | $25.33M |
DINO vs. EWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DINO HF Sinclair Corp | 95.68% | 38.14% | -34.36% | 11.04% | 61.94% | 27.97% | -46.47% | 1.94% | 1.99% | 63.28% |
EWI iShares MSCI Italy ETF | 17.10% | 55.72% | 10.23% | 30.63% | -14.16% | 14.38% | 1.69% | 26.98% | -17.18% | 28.70% |
Correlation
The correlation between DINO and EWI is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.22 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 1996 | 0.28 |
The correlation between DINO and EWI shifts across timeframes, from -0.07 (1 year) to 0.30 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DINO vs. EWI — Risk / Return Rank
DINO
EWI
DINO vs. EWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HF Sinclair Corp (DINO) and iShares MSCI Italy ETF (EWI). 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.
| DINO | EWI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.32 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 6.70 | 2.80 | +3.91 |
| Martin ratioReturn relative to average drawdown | 17.20 | 10.48 | +6.72 |
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Drawdowns
DINO vs. EWI - Drawdown Comparison
The maximum DINO drawdown since its inception was -85.99%, which is greater than EWI's maximum drawdown of -70.38%. Use the drawdown chart below to compare losses from any high point for DINO and EWI.
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Drawdown Indicators
| DINO | EWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.99% | -70.38% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -12.48% | -5.09% |
Max Drawdown (3Y)Largest decline over 3 years | -57.35% | -16.80% | -40.55% |
Max Drawdown (5Y)Largest decline over 5 years | -57.35% | -35.25% | -22.10% |
Max Drawdown (10Y)Largest decline over 10 years | -77.35% | -43.00% | -34.35% |
Current DrawdownCurrent decline from peak | -4.10% | 0.00% | -4.10% |
Average DrawdownAverage peak-to-trough decline | -27.92% | -28.79% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.83% | 3.32% | +3.51% |
Volatility
DINO vs. EWI - Volatility Comparison
HF Sinclair Corp (DINO) has a higher volatility of 10.71% compared to iShares MSCI Italy ETF (EWI) at 4.59%. This indicates that DINO's price experiences larger fluctuations and is considered to be riskier than EWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DINO | EWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 4.59% | +6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 30.82% | 15.66% | +15.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.04% | 18.33% | +18.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.69% | 21.12% | +17.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.16% | 22.51% | +21.65% |
Dividends
DINO vs. EWI - Dividend Comparison
DINO's dividend yield for the trailing twelve months is around 2.26%, less than EWI's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DINO HF Sinclair Corp | 2.26% | 4.34% | 5.71% | 3.24% | 2.31% | 1.07% | 5.42% | 2.64% | 2.58% | 2.58% | 4.03% | 3.28% |
EWI iShares MSCI Italy ETF | 3.01% | 2.80% | 4.07% | 3.40% | 4.57% | 2.63% | 1.66% | 3.80% | 4.71% | 2.19% | 3.64% | 2.31% |
Frequently Asked Questions
DINO and EWI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DINO has higher volatility (10.71%) compared to EWI (4.59%). In terms of maximum drawdown, DINO dropped -85.99% vs EWI's -70.38%.
DINO currently has the higher Sharpe Ratio (3.19 vs 1.91), 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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