DY vs. EWT
DY (Dycom Industries, Inc.) is a stock, while EWT (iShares MSCI Taiwan ETF) is Taiwan Equities fund tracking the MSCI Taiwan 25/50 Index. Over the past 10 years, DY returned 16.01%/yr vs 18.92%/yr for EWT. At a 0.40 correlation, their price movements are largely independent.
Performance
DY vs. EWT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DY achieves a 23.96% return, which is significantly lower than EWT's 60.37% return. Over the past 10 years, DY has underperformed EWT with an annualized return of 16.01%, while EWT has yielded a comparatively higher 18.92% annualized return.
DY
- 1D
- 2.14%
- 1M
- -10.69%
- 6M
- 17.36%
- YTD
- 23.96%
- 1Y
- 65.15%
- 3Y*
- 57.39%
- 5Y*
- 43.55%
- 10Y*
- 16.01%
EWT
- 1D
- 0.00%
- 1M
- -0.72%
- 6M
- 54.13%
- YTD
- 60.37%
- 1Y
- 84.33%
- 3Y*
- 36.49%
- 5Y*
- 17.83%
- 10Y*
- 18.92%
DY vs. EWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 23.96% | 94.13% | 51.24% | 22.96% | -0.17% | 24.15% | 60.17% | -12.75% | -51.50% | 38.78% |
EWT iShares MSCI Taiwan ETF | 60.37% | 28.38% | 16.11% | 29.00% | -28.90% | 26.18% | 31.50% | 33.36% | -9.90% | 26.81% |
Correlation
The correlation between DY and EWT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2000 | 0.40 |
The correlation between DY and EWT shifts across timeframes, from 0.36 (10 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DY vs. EWT — Risk / Return Rank
DY
EWT
DY vs. EWT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) and iShares MSCI Taiwan ETF (EWT). 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.
| DY | EWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.48 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 8.07 | -5.39 |
| Martin ratioReturn relative to average drawdown | 7.56 | 21.94 | -14.38 |
Loading charts...
Drawdowns
DY vs. EWT - Drawdown Comparison
The maximum DY drawdown since its inception was -93.54%, which is greater than EWT's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for DY and EWT.
Loading charts...
Drawdown Indicators
| DY | EWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -64.37% | -29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -10.51% | -13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -32.58% | -25.66% | -6.92% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -38.88% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -89.01% | -38.88% | -50.13% |
Current DrawdownCurrent decline from peak | -21.74% | -8.65% | -13.09% |
Average DrawdownAverage peak-to-trough decline | -45.60% | -19.11% | -26.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.65% | 3.86% | +4.79% |
Volatility
DY vs. EWT - Volatility Comparison
Dycom Industries, Inc. (DY) has a higher volatility of 14.38% compared to iShares MSCI Taiwan ETF (EWT) at 12.94%. This indicates that DY's price experiences larger fluctuations and is considered to be riskier than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DY | EWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.38% | 12.94% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 40.04% | 25.56% | +14.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.57% | 28.89% | +18.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.66% | 23.48% | +20.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.08% | 21.94% | +31.14% |
Dividends
DY vs. EWT - Dividend Comparison
DY has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 2.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWT iShares MSCI Taiwan ETF | 2.76% | 4.43% | 3.32% | 12.01% | 18.82% | 0.55% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% |
Frequently Asked Questions
DY and EWT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DY has higher volatility (14.38%) compared to EWT (12.94%). In terms of maximum drawdown, DY dropped -93.54% vs EWT's -64.37%.
EWT currently has the higher Sharpe Ratio (2.94 vs 1.38), 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.
Find the right allocation for DY and EWT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer