EONGY vs. EEM
EONGY (E.ON SE ADR) is a stock, while EEM (iShares MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Over the past 10 years, EONGY returned 14.61%/yr vs 9.68%/yr for EEM. At a 0.42 correlation, their price movements are largely independent.
Performance
EONGY vs. EEM - Performance Comparison
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Returns By Period
In the year-to-date period, EONGY achieves a 14.74% return, which is significantly lower than EEM's 26.30% return. Over the past 10 years, EONGY has outperformed EEM with an annualized return of 14.61%, while EEM has yielded a comparatively lower 9.68% annualized return.
EONGY
- 1D
- 0.67%
- 1M
- -2.32%
- YTD
- 14.74%
- 6M
- 20.13%
- 1Y
- 23.48%
- 3Y*
- 24.88%
- 5Y*
- 16.05%
- 10Y*
- 14.61%
EEM
- 1D
- -1.17%
- 1M
- 5.66%
- YTD
- 26.30%
- 6M
- 29.01%
- 1Y
- 52.09%
- 3Y*
- 23.47%
- 5Y*
- 6.76%
- 10Y*
- 9.68%
EONGY vs. EEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EONGY E.ON SE ADR | 14.74% | 68.77% | -9.82% | 41.96% | -25.33% | 30.17% | 7.27% | 11.88% | -7.04% | 62.83% |
EEM iShares MSCI Emerging Markets ETF | 26.30% | 33.98% | 6.49% | 8.95% | -20.56% | -3.63% | 17.02% | 18.22% | -15.31% | 37.26% |
Correlation
The correlation between EONGY and EEM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2007 | 0.42 |
The correlation between EONGY and EEM shifts across timeframes, from 0.24 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EONGY vs. EEM — Risk / Return Rank
EONGY
EEM
EONGY vs. EEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E.ON SE ADR (EONGY) and iShares MSCI Emerging Markets ETF (EEM). 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.
| EONGY | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.48 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.87 | -1.71 |
| Martin ratioReturn relative to average drawdown | 5.14 | 14.91 | -9.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EONGY | EEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.62 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.36 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.47 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.38 | -0.38 |
Drawdowns
EONGY vs. EEM - Drawdown Comparison
The maximum EONGY drawdown since its inception was -85.09%, which is greater than EEM's maximum drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for EONGY and EEM.
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Drawdown Indicators
| EONGY | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.09% | -66.43% | -18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -13.52% | +2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -29.37% | -17.29% | -12.08% |
Max Drawdown (5Y)Largest decline over 5 years | -46.78% | -37.71% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | -46.78% | -39.82% | -6.96% |
Current DrawdownCurrent decline from peak | -26.06% | -2.40% | -23.66% |
Average DrawdownAverage peak-to-trough decline | -61.07% | -16.02% | -45.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.50% | +1.08% |
Volatility
EONGY vs. EEM - Volatility Comparison
E.ON SE ADR (EONGY) and iShares MSCI Emerging Markets ETF (EEM) have volatilities of 8.08% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EONGY | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 8.49% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 17.47% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.98% | 20.02% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 18.92% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 20.50% | +4.72% |
Dividends
EONGY vs. EEM - Dividend Comparison
EONGY's dividend yield for the trailing twelve months is around 3.16%, more than EEM's 1.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.76% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
EONGY E.ON SE ADR | 3.16% | 3.27% | 4.98% | 4.06% | 5.22% | 2.91% | 3.33% | 3.39% | 2.77% | 4.35% | 29.92% | 5.47% |
Frequently Asked Questions
EONGY and EEM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEM has higher volatility (8.49%) compared to EONGY (8.08%). In terms of maximum drawdown, EONGY dropped -85.09% vs EEM's -66.43%.
EEM currently has the higher Sharpe Ratio (2.62 vs 1.03), 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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