EGY vs. DXJ
EGY (VAALCO Energy, Inc.) is a stock, while DXJ (WisdomTree Japan Hedged Equity Fund) is Japan Equities fund tracking the WisdomTree Japan Hedged Equity Index. Over the past 10 years, EGY returned 19.51%/yr vs 18.85%/yr for DXJ. At a 0.27 correlation, their price movements are largely independent.
Performance
EGY vs. DXJ - Performance Comparison
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Returns By Period
In the year-to-date period, EGY achieves a 47.60% return, which is significantly higher than DXJ's 23.45% return. Both investments have delivered pretty close results over the past 10 years, with EGY having a 19.51% annualized return and DXJ not far behind at 18.85%.
EGY
- 1D
- -0.57%
- 1M
- -3.85%
- 6M
- 47.19%
- YTD
- 47.60%
- 1Y
- 42.17%
- 3Y*
- 15.51%
- 5Y*
- 15.51%
- 10Y*
- 19.51%
DXJ
- 1D
- 1.21%
- 1M
- 3.97%
- 6M
- 16.90%
- YTD
- 23.45%
- 1Y
- 56.35%
- 3Y*
- 32.89%
- 5Y*
- 27.26%
- 10Y*
- 18.85%
EGY vs. DXJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGY VAALCO Energy, Inc. | 47.60% | -10.77% | 1.96% | 4.34% | 45.42% | 81.36% | -20.27% | 51.02% | 110.90% | -32.98% |
DXJ WisdomTree Japan Hedged Equity Fund | 23.45% | 32.78% | 29.83% | 42.04% | 5.96% | 17.99% | 3.94% | 18.94% | -19.78% | 22.81% |
Correlation
The correlation between EGY and DXJ is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.27 |
Over the past year, the correlation between EGY and DXJ has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
EGY vs. DXJ — Risk / Return Rank
EGY
DXJ
EGY vs. DXJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VAALCO Energy, Inc. (EGY) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.
| EGY | DXJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.56 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 5.18 | -3.43 |
| Martin ratioReturn relative to average drawdown | 3.94 | 19.76 | -15.82 |
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Drawdowns
EGY vs. DXJ - Drawdown Comparison
The maximum EGY drawdown since its inception was -99.09%, which is greater than DXJ's maximum drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for EGY and DXJ.
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Drawdown Indicators
| EGY | DXJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.09% | -49.63% | -49.46% |
Max Drawdown (1Y)Largest decline over 1 year | -25.29% | -10.98% | -14.31% |
Max Drawdown (3Y)Largest decline over 3 years | -56.56% | -22.19% | -34.37% |
Max Drawdown (5Y)Largest decline over 5 years | -58.85% | -22.19% | -36.66% |
Max Drawdown (10Y)Largest decline over 10 years | -78.20% | -39.14% | -39.06% |
Current DrawdownCurrent decline from peak | -57.47% | -1.65% | -55.82% |
Average DrawdownAverage peak-to-trough decline | -76.35% | -14.28% | -62.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.20% | 2.87% | +8.33% |
Volatility
EGY vs. DXJ - Volatility Comparison
VAALCO Energy, Inc. (EGY) has a higher volatility of 11.77% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.74%. This indicates that EGY's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGY | DXJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 6.74% | +5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 37.22% | 14.43% | +22.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.71% | 18.23% | +27.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.41% | 19.04% | +37.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.19% | 19.94% | +45.25% |
Dividends
EGY vs. DXJ - Dividend Comparison
EGY's dividend yield for the trailing twelve months is around 4.76%, more than DXJ's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 0.95% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
EGY VAALCO Energy, Inc. | 4.76% | 6.87% | 5.72% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGY and DXJ have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGY has higher volatility (11.77%) compared to DXJ (6.74%). In terms of maximum drawdown, EGY dropped -99.09% vs DXJ's -49.63%.
DXJ currently has the higher Sharpe Ratio (3.12 vs 0.97), 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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