ERJ vs. DAX
Compare and contrast key facts about Embraer S.A. (ERJ) and Global X DAX Germany ETF (DAX).
DAX is a passively managed fund by Global X that tracks the performance of the DAX Index. It was launched on Oct 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERJ or DAX.
Correlation
The correlation between ERJ and DAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ERJ vs. DAX - Performance Comparison
Key characteristics
ERJ:
1.75
DAX:
1.25
ERJ:
2.60
DAX:
1.83
ERJ:
1.32
DAX:
1.22
ERJ:
1.85
DAX:
2.62
ERJ:
11.36
DAX:
6.36
ERJ:
6.93%
DAX:
3.34%
ERJ:
44.97%
DAX:
17.05%
ERJ:
-90.09%
DAX:
-45.58%
ERJ:
-18.74%
DAX:
-5.09%
Returns By Period
In the year-to-date period, ERJ achieves a 24.95% return, which is significantly higher than DAX's 18.19% return. Over the past 10 years, ERJ has underperformed DAX with an annualized return of 4.25%, while DAX has yielded a comparatively higher 5.73% annualized return.
ERJ
24.95%
-8.25%
33.97%
77.16%
48.53%
4.25%
DAX
18.19%
0.54%
14.90%
22.67%
18.04%
5.73%
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Risk-Adjusted Performance
ERJ vs. DAX — Risk-Adjusted Performance Rank
ERJ
DAX
ERJ vs. DAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Embraer S.A. (ERJ) and Global X DAX Germany ETF (DAX). 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.
Dividends
ERJ vs. DAX - Dividend Comparison
ERJ has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.90%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERJ Embraer S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.68% | 1.63% | 0.59% | 0.76% | 1.54% |
DAX Global X DAX Germany ETF | 1.90% | 2.24% | 2.48% | 2.80% | 2.65% | 2.25% | 2.47% | 3.33% | 1.73% | 1.78% | 1.41% | 0.00% |
Drawdowns
ERJ vs. DAX - Drawdown Comparison
The maximum ERJ drawdown since its inception was -90.09%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for ERJ and DAX. For additional features, visit the drawdowns tool.
Volatility
ERJ vs. DAX - Volatility Comparison
Embraer S.A. (ERJ) has a higher volatility of 13.52% compared to Global X DAX Germany ETF (DAX) at 7.20%. This indicates that ERJ's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.