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DY vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DY vs. EWT

Last updated Jun 4, 2026

DY (Dycom Industries, Inc.) is a stock, while EWT (iShares MSCI Taiwan ETF) is Asia Pacific Equities fund tracking the MSCI Taiwan Index. Over the past 10 years, DY returned 19.16%/yr vs 19.90%/yr for EWT. At a 0.40 correlation, their price movements are largely independent.

Performance

DY vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dycom Industries, Inc. (DY) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DY achieves a 43.27% return, which is significantly lower than EWT's 68.27% return. Both investments have delivered pretty close results over the past 10 years, with DY having a 19.16% annualized return and EWT not far ahead at 19.90%.

DY

1D
-0.38%
1M
12.72%
YTD
43.27%
6M
37.22%
1Y
105.75%
3Y*
65.75%
5Y*
43.56%
10Y*
19.16%

EWT

1D
-0.20%
1M
18.24%
YTD
68.27%
6M
72.42%
1Y
110.37%
3Y*
38.34%
5Y*
18.33%
10Y*
19.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DY vs. EWT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DY
Dycom Industries, Inc.		43.27%94.13%51.24%22.96%-0.17%24.15%60.17%-12.75%-51.50%38.78%
EWT
iShares MSCI Taiwan ETF		68.27%28.38%16.11%23.97%-28.90%26.18%31.50%33.36%-9.90%26.81%

Correlation

The correlation between DY and EWT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2000

0.40

Compare stocks, funds, or ETFs

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Dycom Industries, Inc.

iShares MSCI Taiwan ETF

Often compared with DY:
DY vs. PWRDY vs. MTZDY vs. ACMDY vs. DARDY vs. VOODY vs. SPYDY vs. ARMK
Often compared with EWT:
EWT vs. EWYEWT vs. FLTWEWT vs. VTEWT vs. QQQEWT vs. EWHEWT vs. EWSEWT vs. EWX

Return for Risk

DY vs. EWT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DY
DY Risk / Return Rank: 9090
Overall Rank
DY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DY Sortino Ratio Rank: 9191
Sortino Ratio Rank
DY Omega Ratio Rank: 8989
Omega Ratio Rank
DY Calmar Ratio Rank: 8989
Calmar Ratio Rank
DY Martin Ratio Rank: 9292
Martin Ratio Rank
EWT
EWT Risk / Return Rank: 9595
Overall Rank
EWT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9494
Sortino Ratio Rank
EWT Omega Ratio Rank: 9494
Omega Ratio Rank
EWT Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

DYEWTDifference
Sharpe ratioReturn per unit of total volatility
2.35
4.42

-2.07

Sortino ratioReturn per unit of downside risk
3.35
5.00

-1.65

Omega ratioGain probability vs. loss probability

1.42

1.69

-0.27

Calmar ratioReturn relative to maximum drawdown

4.35

10.56

-6.21

Martin ratioReturn relative to average drawdown

14.90

32.40

-17.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DY vs. EWT - Sharpe Ratio Comparison

The current DY Sharpe Ratio is 2.35, which is lower than the EWT Sharpe Ratio of 4.42. The chart below compares the historical Sharpe Ratios of DY and EWT, 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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Sharpe Ratios by Period

DYEWTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

4.42

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.82

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.92

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.26

-0.01

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.

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Drawdown Indicators

DYEWTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.55%

-0.20%

-9.35%

Average Drawdown

Average peak-to-trough decline

-45.67%

-19.23%

-26.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

3.42%

+3.70%

Volatility

DY vs. EWT - Volatility Comparison

Dycom Industries, Inc. (DY) has a higher volatility of 27.08% compared to iShares MSCI Taiwan ETF (EWT) at 10.43%. 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.

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Volatility by Period

DYEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.08%

10.43%

+16.65%

Volatility (6M)

Calculated over the trailing 6-month period

37.87%

20.52%

+17.35%

Volatility (1Y)

Calculated over the trailing 1-year period

45.30%

25.10%

+20.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.49%

22.59%

+20.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.92%

21.60%

+31.32%

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 2.63%.

PositionTTM20252024202320222021202020192018201720162015
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		2.63%4.43%3.32%8.12%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 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DY has higher volatility (27.08%) compared to EWT (10.43%). In terms of maximum drawdown, DY dropped -93.54% vs EWT's -64.37%.

EWT currently has the higher Sharpe Ratio (4.42 vs 2.35), 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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