EUAD vs. IRTC
EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index, while IRTC (iRhythm Technologies, Inc.) is a stock. Over the past year, EUAD returned 2.75% vs -21.88% for IRTC. At a 0.16 correlation, their price movements are largely independent.
Performance
EUAD vs. IRTC - Performance Comparison
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Returns By Period
In the year-to-date period, EUAD achieves a -2.37% return, which is significantly higher than IRTC's -35.95% return.
EUAD
- 1D
- -0.77%
- 1M
- 4.47%
- YTD
- -2.37%
- 6M
- -0.54%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IRTC
- 1D
- 0.87%
- 1M
- -0.88%
- YTD
- -35.95%
- 6M
- -32.68%
- 1Y
- -21.88%
- 3Y*
- 3.87%
- 5Y*
- 12.21%
- 10Y*
- —
EUAD vs. IRTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.37% | 74.51% | -6.86% |
IRTC iRhythm Technologies, Inc. | -35.95% | 96.78% | 45.20% |
Correlation
The correlation between EUAD and IRTC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.16 |
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Return for Risk
EUAD vs. IRTC — Risk / Return Rank
EUAD
IRTC
EUAD vs. IRTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and iRhythm Technologies, Inc. (IRTC). 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.
| EUAD | IRTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.94 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.49 | +0.62 |
| Martin ratioReturn relative to average drawdown | 0.30 | -0.99 | +1.29 |
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Drawdowns
EUAD vs. IRTC - Drawdown Comparison
The maximum EUAD drawdown since its inception was -22.04%, smaller than the maximum IRTC drawdown of -84.39%. Use the drawdown chart below to compare losses from any high point for EUAD and IRTC.
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Drawdown Indicators
| EUAD | IRTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.04% | -84.39% | +62.35% |
Max Drawdown (1Y)Largest decline over 1 year | -22.04% | -44.75% | +22.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -53.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -66.03% | — |
Current DrawdownCurrent decline from peak | -14.81% | -57.67% | +42.86% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -37.10% | +31.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.34% | 22.10% | -12.76% |
Volatility
EUAD vs. IRTC - Volatility Comparison
The current volatility for Select STOXX Europe Aerospace & Defense ETF (EUAD) is 9.65%, while iRhythm Technologies, Inc. (IRTC) has a volatility of 11.53%. This indicates that EUAD experiences smaller price fluctuations and is considered to be less risky than IRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUAD | IRTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 11.53% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 24.40% | 32.11% | -7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.15% | 42.84% | -13.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.90% | 63.42% | -33.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.90% | 61.72% | -31.82% |
Dividends
EUAD vs. IRTC - Dividend Comparison
EUAD's dividend yield for the trailing twelve months is around 0.41%, while IRTC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
IRTC iRhythm Technologies, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUAD and IRTC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRTC has higher volatility (11.53%) compared to EUAD (9.65%). In terms of maximum drawdown, EUAD dropped -22.04% vs IRTC's -84.39%.
EUAD currently has the higher Sharpe Ratio (0.09 vs -0.51), 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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