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 -46.03%/yr vs 16.50%/yr 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 -52.35% return, which is significantly lower than TOUS's 10.81% return.
EAF
- 1D
- 7.88%
- 1M
- -9.21%
- 6M
- -58.08%
- YTD
- -52.35%
- 1Y
- -32.82%
- 3Y*
- -46.03%
- 5Y*
- -41.38%
- 10Y*
- —
TOUS
- 1D
- -0.93%
- 1M
- -0.34%
- 6M
- 6.79%
- YTD
- 10.81%
- 1Y
- 21.35%
- 3Y*
- 16.50%
- 5Y*
- —
- 10Y*
- —
EAF vs. TOUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EAF GrafTech International Ltd. | -52.35% | -10.35% | -21.00% | -55.67% |
TOUS T. Rowe Price International Equity ETF | 10.81% | 34.00% | 3.63% | 3.45% |
Correlation
The correlation between EAF and TOUS is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 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.
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 | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 1.75 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.72 | 6.35 | -7.08 |
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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 | -96.30% | -1.85% | -94.45% |
Average DrawdownAverage peak-to-trough decline | -64.77% | -2.77% | -62.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.34% | 3.37% | +41.97% |
Volatility
EAF vs. TOUS - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 33.39% compared to T. Rowe Price International Equity ETF (TOUS) at 4.00%. 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 | 33.39% | 4.00% | +29.39% |
Volatility (6M)Calculated over the trailing 6-month period | 89.03% | 13.91% | +75.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 109.07% | 15.98% | +93.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.13% | 15.26% | +69.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.10% | 15.26% | +60.84% |
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 1.57%.
| 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 | 1.57% | 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 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (33.39%) compared to TOUS (4.00%). In terms of maximum drawdown, EAF dropped -97.38% vs TOUS's -14.29%.
TOUS currently has the higher Sharpe Ratio (1.34 vs -0.30), 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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