Correlation
The correlation between ERO and IEUR is 0.33, 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.
ERO vs. IEUR
Compare and contrast key facts about Ero Copper Corp (ERO) and iShares Core MSCI Europe ETF (IEUR).
IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ERO or IEUR.
Performance
ERO vs. IEUR - Performance Comparison
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Key characteristics
ERO:
-0.67
IEUR:
0.80
ERO:
-0.94
IEUR:
1.17
ERO:
0.89
IEUR:
1.16
ERO:
-0.65
IEUR:
0.95
ERO:
-1.20
IEUR:
2.56
ERO:
32.44%
IEUR:
5.30%
ERO:
52.14%
IEUR:
17.94%
ERO:
-67.17%
IEUR:
-36.96%
ERO:
-41.84%
IEUR:
-0.48%
Returns By Period
In the year-to-date period, ERO achieves a 4.67% return, which is significantly lower than IEUR's 21.71% return.
ERO
4.67%
13.15%
-7.29%
-34.71%
4.46%
3.80%
N/A
IEUR
21.71%
5.02%
18.18%
14.28%
12.27%
12.77%
6.40%
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Risk-Adjusted Performance
ERO vs. IEUR — Risk-Adjusted Performance Rank
ERO
IEUR
ERO vs. IEUR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ero Copper Corp (ERO) and iShares Core MSCI Europe ETF (IEUR). 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.
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Dividends
ERO vs. IEUR - Dividend Comparison
ERO has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 2.91%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERO Ero Copper Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEUR iShares Core MSCI Europe ETF | 2.91% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
Drawdowns
ERO vs. IEUR - Drawdown Comparison
The maximum ERO drawdown since its inception was -67.17%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for ERO and IEUR.
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Volatility
ERO vs. IEUR - Volatility Comparison
Ero Copper Corp (ERO) has a higher volatility of 14.45% compared to iShares Core MSCI Europe ETF (IEUR) at 3.29%. This indicates that ERO's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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