EMR vs. HDV
EMR (Emerson Electric Co.) is a stock, while HDV (iShares Core High Dividend ETF) is Dividend fund tracking the Morningstar Dividend Yield Focus Index. Over the past 10 years, EMR returned 12.00%/yr vs 8.96%/yr for HDV. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
EMR vs. HDV - Performance Comparison
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Returns By Period
In the year-to-date period, EMR achieves a 3.35% return, which is significantly lower than HDV's 15.11% return. Over the past 10 years, EMR has outperformed HDV with an annualized return of 12.00%, while HDV has yielded a comparatively lower 8.96% annualized return.
EMR
- 1D
- 0.52%
- 1M
- -4.88%
- 6M
- -6.28%
- YTD
- 3.35%
- 1Y
- -1.14%
- 3Y*
- 16.00%
- 5Y*
- 8.84%
- 10Y*
- 12.00%
HDV
- 1D
- -1.04%
- 1M
- -0.16%
- 6M
- 11.85%
- YTD
- 15.11%
- 1Y
- 19.18%
- 3Y*
- 15.09%
- 5Y*
- 11.14%
- 10Y*
- 8.96%
EMR vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 3.35% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
HDV iShares Core High Dividend ETF | 15.11% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between EMR and HDV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2011 | 0.60 |
Over the past year, the correlation between EMR and HDV has dropped to 0.16 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
EMR vs. HDV — Risk / Return Rank
EMR
HDV
EMR vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) and iShares Core High Dividend ETF (HDV). 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.
| EMR | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.31 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.72 | -3.77 |
| Martin ratioReturn relative to average drawdown | -0.10 | 10.18 | -10.28 |
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Drawdowns
EMR vs. HDV - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for EMR and HDV.
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Drawdown Indicators
| EMR | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -37.04% | -22.01% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -5.18% | -18.27% |
Max Drawdown (3Y)Largest decline over 3 years | -29.62% | -10.49% | -19.13% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -15.42% | -14.20% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -37.04% | -13.73% |
Current DrawdownCurrent decline from peak | -15.17% | -1.60% | -13.57% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -3.07% | -11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.28% | 1.89% | +9.39% |
Volatility
EMR vs. HDV - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 8.52% compared to iShares Core High Dividend ETF (HDV) at 4.69%. This indicates that EMR's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMR | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 4.69% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 8.32% | +16.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.14% | 10.50% | +20.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 12.90% | +14.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.13% | 15.75% | +13.38% |
Dividends
EMR vs. HDV - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.61%, less than HDV's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.61% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
HDV iShares Core High Dividend ETF | 2.87% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
Frequently Asked Questions
EMR and HDV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (8.52%) compared to HDV (4.69%). In terms of maximum drawdown, EMR dropped -59.05% vs HDV's -37.04%.
HDV currently has the higher Sharpe Ratio (1.84 vs -0.04), 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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