EAF vs. TOUS
EAF (GrafTech International Ltd.) is a stock, while TOUS (T. Rowe Price International Equity ETF) is Foreign Large Cap Equities fund actively managed by T. Rowe Price. Over the past 3 years, EAF returned -46.79%/yr vs 17.54%/yr for TOUS. At a 0.26 correlation, their price movements are largely independent.
Performance
EAF vs. TOUS - Performance Comparison
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Returns By Period
In the year-to-date period, EAF achieves a -54.74% return, which is significantly lower than TOUS's 9.19% return.
EAF
- 1D
- -7.39%
- 1M
- -22.86%
- YTD
- -54.74%
- 6M
- -56.42%
- 1Y
- -36.18%
- 3Y*
- -46.79%
- 5Y*
- -43.33%
- 10Y*
- —
TOUS
- 1D
- -2.03%
- 1M
- 0.43%
- YTD
- 9.19%
- 6M
- 8.90%
- 1Y
- 21.91%
- 3Y*
- 17.54%
- 5Y*
- —
- 10Y*
- —
EAF vs. TOUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAF GrafTech International Ltd. | -54.74% | -10.35% | -21.00% | -55.67% |
TOUS T. Rowe Price International Equity ETF | 9.19% | 34.00% | 3.63% | 3.45% |
Correlation
The correlation between EAF and TOUS is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.26 |
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Return for Risk
EAF vs. TOUS — Risk / Return Rank
EAF
TOUS
EAF vs. TOUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GrafTech International Ltd. (EAF) and T. Rowe Price International Equity ETF (TOUS). 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.
| EAF | TOUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.80 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.86 | 6.54 | -7.40 |
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Drawdowns
EAF vs. TOUS - Drawdown Comparison
The maximum EAF drawdown since its inception was -97.38%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for EAF and TOUS.
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Drawdown Indicators
| EAF | TOUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -14.29% | -83.09% |
Max Drawdown (1Y)Largest decline over 1 year | -73.61% | -12.23% | -61.38% |
Max Drawdown (3Y)Largest decline over 3 years | -90.11% | -14.29% | -75.82% |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | — | — |
Current DrawdownCurrent decline from peak | -96.48% | -2.03% | -94.45% |
Average DrawdownAverage peak-to-trough decline | -64.52% | -2.80% | -61.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.99% | 3.36% | +38.63% |
Volatility
EAF vs. TOUS - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 26.22% compared to T. Rowe Price International Equity ETF (TOUS) at 5.25%. This indicates that EAF's price experiences larger fluctuations and is considered to be riskier than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAF | TOUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.22% | 5.25% | +20.97% |
Volatility (6M)Calculated over the trailing 6-month period | 84.58% | 13.74% | +70.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.28% | 15.91% | +91.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.16% | 15.31% | +68.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.66% | 15.31% | +60.35% |
Dividends
EAF vs. TOUS - Dividend Comparison
EAF has not paid dividends to shareholders, while TOUS's dividend yield for the trailing twelve months is around 1.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | 0.00% | 0.00% | 0.00% | 0.91% | 0.84% | 0.34% | 1.08% | 2.93% | 8.17% |
TOUS T. Rowe Price International Equity ETF | 1.59% | 1.74% | 3.01% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAF and TOUS have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (26.22%) compared to TOUS (5.25%). In terms of maximum drawdown, EAF dropped -97.38% vs TOUS's -14.29%.
TOUS currently has the higher Sharpe Ratio (1.38 vs -0.34), 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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