EAF vs. VEA
EAF (GrafTech International Ltd.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 5 years, EAF returned -43.33%/yr vs 9.50%/yr for VEA. At a 0.41 correlation, their price movements are largely independent.
Performance
EAF vs. VEA - 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 VEA's 13.11% return.
EAF
- 1D
- -7.39%
- 1M
- -22.86%
- YTD
- -54.74%
- 6M
- -56.42%
- 1Y
- -36.18%
- 3Y*
- -46.79%
- 5Y*
- -43.33%
- 10Y*
- —
VEA
- 1D
- -3.07%
- 1M
- 0.11%
- YTD
- 13.11%
- 6M
- 12.98%
- 1Y
- 30.28%
- 3Y*
- 19.47%
- 5Y*
- 9.50%
- 10Y*
- 10.72%
EAF vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | -54.74% | -10.35% | -21.00% | -53.81% | -59.53% | 11.34% | -6.94% | 4.40% | -17.47% |
VEA Vanguard FTSE Developed Markets ETF | 13.11% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -16.17% |
Correlation
The correlation between EAF and VEA is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2018 | 0.41 |
The correlation between EAF and VEA shifts across timeframes, from 0.29 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EAF vs. VEA — Risk / Return Rank
EAF
VEA
EAF vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GrafTech International Ltd. (EAF) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.33 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.62 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.86 | 10.06 | -10.93 |
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Drawdowns
EAF vs. VEA - Drawdown Comparison
The maximum EAF drawdown since its inception was -97.38%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for EAF and VEA.
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Drawdown Indicators
| EAF | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -60.68% | -36.70% |
Max Drawdown (1Y)Largest decline over 1 year | -73.61% | -11.63% | -61.98% |
Max Drawdown (3Y)Largest decline over 3 years | -90.11% | -13.45% | -76.66% |
Max Drawdown (5Y)Largest decline over 5 years | -96.03% | -29.71% | -66.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -96.48% | -3.07% | -93.41% |
Average DrawdownAverage peak-to-trough decline | -64.52% | -13.26% | -51.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.99% | 3.02% | +38.97% |
Volatility
EAF vs. VEA - Volatility Comparison
GrafTech International Ltd. (EAF) has a higher volatility of 26.22% compared to Vanguard FTSE Developed Markets ETF (VEA) at 7.09%. This indicates that EAF's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAF | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.22% | 7.09% | +19.13% |
Volatility (6M)Calculated over the trailing 6-month period | 84.58% | 14.74% | +69.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 107.28% | 16.79% | +90.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 84.16% | 16.76% | +67.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.66% | 17.21% | +58.45% |
Dividends
EAF vs. VEA - Dividend Comparison
EAF has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | 0.00% | 0.00% | 0.00% | 0.91% | 0.84% | 0.34% | 1.08% | 2.93% | 8.17% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
EAF and VEA have a correlation of 0.31, 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 VEA (7.09%). In terms of maximum drawdown, EAF dropped -97.38% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.81 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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