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 year, EAF returned 10.40% vs 21.45% for TOUS. At a 0.25 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 -28.11% return, which is significantly lower than TOUS's 10.06% return.
EAF
- 1D
- 9.96%
- 1M
- 30.56%
- YTD
- -28.11%
- 6M
- -26.69%
- 1Y
- 10.40%
- 3Y*
- -38.36%
- 5Y*
- -38.66%
- 10Y*
- —
TOUS
- 1D
- 0.50%
- 1M
- 4.23%
- YTD
- 10.06%
- 6M
- 13.40%
- 1Y
- 21.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAF vs. TOUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAF GrafTech International Ltd. | -28.11% | -10.35% | -21.00% | -55.94% |
TOUS T. Rowe Price International Equity ETF | 10.06% | 34.00% | 3.63% | 3.38% |
Correlation
The correlation between EAF and TOUS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.25 |
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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.
| EAF | TOUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 1.41 | -1.31 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.08 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.87 | -1.71 |
Martin ratioReturn relative to average drawdown | 0.30 | 6.82 | -6.52 |
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
| EAF | TOUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.41 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.35 | 1.11 | -1.45 |
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% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | — | — |
Current DrawdownCurrent decline from peak | -94.42% | -0.34% | -94.08% |
Average DrawdownAverage peak-to-trough decline | -64.33% | -2.83% | -61.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.04% | 3.35% | +36.69% |
Volatility
EAF vs. TOUS - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 22.06% compared to T. Rowe Price International Equity ETF (TOUS) at 5.43%. 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 | 22.06% | 5.43% | +16.63% |
Volatility (6M)Calculated over the trailing 6-month period | 83.82% | 13.00% | +70.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 108.67% | 15.32% | +93.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.65% | 15.19% | +68.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.56% | 15.19% | +60.37% |
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 1.58%.
| 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 | 1.58% | 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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (22.06%) compared to TOUS (5.43%). In terms of maximum drawdown, EAF dropped -97.38% vs TOUS's -14.29%.
TOUS currently has the higher Sharpe Ratio (1.41 vs 0.10), 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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