EQT vs. VEURX
EQT (EQT Corporation) is a stock, while VEURX (Vanguard European Stock Index Fund) is Europe Equities fund managed by Vanguard. Over the past 10 years, EQT returned 3.39%/yr vs 9.81%/yr for VEURX. At a 0.30 correlation, their price movements are largely independent.
Performance
EQT vs. VEURX - Performance Comparison
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Returns By Period
In the year-to-date period, EQT achieves a -2.55% return, which is significantly lower than VEURX's 7.18% return. Over the past 10 years, EQT has underperformed VEURX with an annualized return of 3.39%, while VEURX has yielded a comparatively higher 9.81% annualized return.
EQT
- 1D
- 1.45%
- 1M
- -8.18%
- YTD
- -2.55%
- 6M
- -6.00%
- 1Y
- -7.55%
- 3Y*
- 11.65%
- 5Y*
- 19.29%
- 10Y*
- 3.39%
VEURX
- 1D
- 2.88%
- 1M
- 1.81%
- YTD
- 7.18%
- 6M
- 9.34%
- 1Y
- 19.02%
- 3Y*
- 16.61%
- 5Y*
- 8.26%
- 10Y*
- 9.81%
EQT vs. VEURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | -2.55% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | 17.27% | -41.82% | -38.82% | -12.80% |
VEURX Vanguard European Stock Index Fund | 7.18% | 35.20% | 1.88% | 19.83% | -16.16% | 16.14% | 6.29% | 24.02% | -14.88% | 26.81% |
Correlation
The correlation between EQT and VEURX is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 1990 | 0.30 |
The correlation between EQT and VEURX shifts across timeframes, from -0.05 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EQT vs. VEURX — Risk / Return Rank
EQT
VEURX
EQT vs. VEURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EQT Corporation (EQT) and Vanguard European Stock Index Fund (VEURX). 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.
| EQT | VEURX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.53 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.47 | 5.58 | -6.04 |
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Drawdowns
EQT vs. VEURX - Drawdown Comparison
The maximum EQT drawdown since its inception was -91.51%, which is greater than VEURX's maximum drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for EQT and VEURX.
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Drawdown Indicators
| EQT | VEURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.51% | -63.33% | -28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -24.42% | -11.97% | -12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -13.97% | -17.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.56% | -32.81% | -9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -88.28% | -37.03% | -51.25% |
Current DrawdownCurrent decline from peak | -23.32% | -1.05% | -22.27% |
Average DrawdownAverage peak-to-trough decline | -23.34% | -12.66% | -10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 3.27% | +8.20% |
Volatility
EQT vs. VEURX - Volatility Comparison
EQT Corporation (EQT) has a higher volatility of 8.36% compared to Vanguard European Stock Index Fund (VEURX) at 5.60%. This indicates that EQT's price experiences larger fluctuations and is considered to be riskier than VEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQT | VEURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 5.60% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 13.14% | +7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 15.70% | +16.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.79% | 17.47% | +25.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 18.23% | +30.67% |
Dividends
EQT vs. VEURX - Dividend Comparison
EQT's dividend yield for the trailing twelve months is around 1.26%, less than VEURX's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
VEURX Vanguard European Stock Index Fund | 2.62% | 2.70% | 3.44% | 3.00% | 3.07% | 2.90% | 1.97% | 3.14% | 3.77% | 2.55% | 3.35% | 3.09% |
Frequently Asked Questions
EQT and VEURX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQT has higher volatility (8.36%) compared to VEURX (5.60%). In terms of maximum drawdown, EQT dropped -91.51% vs VEURX's -63.33%.
VEURX currently has the higher Sharpe Ratio (1.16 vs -0.17), 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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