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ECH vs. LNC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECH vs. LNC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and Lincoln National Corporation (LNC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECH achieves a 2.23% return, which is significantly higher than LNC's -14.56% return. Over the past 10 years, ECH has outperformed LNC with an annualized return of 4.44%, while LNC has yielded a comparatively lower 2.50% annualized return.


ECH

1D
-0.85%
1M
1.75%
YTD
2.23%
6M
5.27%
1Y
36.61%
3Y*
14.33%
5Y*
12.22%
10Y*
4.44%

LNC

1D
-0.59%
1M
4.76%
YTD
-14.56%
6M
-17.67%
1Y
17.55%
3Y*
21.93%
5Y*
-4.22%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECH vs. LNC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECH
iShares MSCI Chile ETF
2.23%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-18.98%41.79%
LNC
Lincoln National Corporation
-14.56%48.02%24.78%-5.55%-53.53%39.49%-11.08%17.95%-31.98%17.98%

Correlation

The correlation between ECH and LNC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.28

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

0.34

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

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2007

0.39

The correlation between ECH and LNC shifts across timeframes, from 0.28 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ECH vs. LNC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECH
ECH Risk / Return Rank: 3939
Overall Rank
ECH Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 4040
Sortino Ratio Rank
ECH Omega Ratio Rank: 3939
Omega Ratio Rank
ECH Calmar Ratio Rank: 3939
Calmar Ratio Rank
ECH Martin Ratio Rank: 3232
Martin Ratio Rank

LNC
LNC Risk / Return Rank: 5656
Overall Rank
LNC Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LNC Sortino Ratio Rank: 5353
Sortino Ratio Rank
LNC Omega Ratio Rank: 5454
Omega Ratio Rank
LNC Calmar Ratio Rank: 5656
Calmar Ratio Rank
LNC Martin Ratio Rank: 5656
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.

ECH vs. LNC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and Lincoln National Corporation (LNC). 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.


ECHLNCDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratioReturn relative to maximum drawdown

1.86

0.61

+1.26

Martin ratioReturn relative to average drawdown

4.41

1.27

+3.14

ECH vs. LNC - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.44, which is higher than the LNC Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of ECH and LNC, 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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Drawdowns

ECH vs. LNC - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, smaller than the maximum LNC drawdown of -92.87%. Use the drawdown chart below to compare losses from any high point for ECH and LNC.


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Drawdown Indicators


ECHLNCDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-92.87%

+18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-19.74%

-29.13%

+9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-25.59%

-29.13%

+3.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-73.14%

+47.55%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-79.19%

+12.30%

Current Drawdown

Current decline from peak

-24.03%

-38.58%

+14.55%

Average Drawdown

Average peak-to-trough decline

-37.48%

-25.05%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.33%

13.84%

-5.51%

Volatility

ECH vs. LNC - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 9.09% compared to Lincoln National Corporation (LNC) at 7.69%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier than LNC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECHLNCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.09%

7.69%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

21.20%

24.95%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.51%

33.33%

-7.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

42.85%

-15.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.27%

46.75%

-19.48%

Dividends

ECH vs. LNC - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 1.93%, less than LNC's 4.84% yield.


PositionTTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
1.93%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
LNC
Lincoln National Corporation
4.84%4.04%5.68%6.67%5.86%2.46%3.18%2.51%2.57%1.51%1.51%1.59%

Frequently Asked Questions


ECH and LNC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECH has higher volatility (9.09%) compared to LNC (7.69%). In terms of maximum drawdown, ECH dropped -74.08% vs LNC's -92.87%.

ECH currently has the higher Sharpe Ratio (1.44 vs 0.53), 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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