EUAD vs. MNST
EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index, while MNST (Monster Beverage Corporation) is a stock. Over the past year, EUAD returned 2.34% vs 48.97% for MNST. At a 0.11 correlation, their price movements are largely independent.
Performance
EUAD vs. MNST - Performance Comparison
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Returns By Period
In the year-to-date period, EUAD achieves a -2.02% return, which is significantly lower than MNST's 23.52% return.
EUAD
- 1D
- -1.20%
- 1M
- 3.02%
- YTD
- -2.02%
- 6M
- -2.18%
- 1Y
- 2.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MNST
- 1D
- 1.08%
- 1M
- 9.11%
- YTD
- 23.52%
- 6M
- 22.32%
- 1Y
- 48.97%
- 3Y*
- 17.01%
- 5Y*
- 15.51%
- 10Y*
- 13.99%
EUAD vs. MNST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.02% | 74.51% | -6.86% |
MNST Monster Beverage Corporation | 23.52% | 45.87% | -2.25% |
Correlation
The correlation between EUAD and MNST is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.11 |
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Return for Risk
EUAD vs. MNST — Risk / Return Rank
EUAD
MNST
EUAD vs. MNST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and Monster Beverage Corporation (MNST). 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 | MNST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 2.78 | -2.67 |
| Martin ratioReturn relative to average drawdown | 0.24 | 7.96 | -7.72 |
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Drawdowns
EUAD vs. MNST - Drawdown Comparison
The maximum EUAD drawdown since its inception was -22.04%, smaller than the maximum MNST drawdown of -69.17%. Use the drawdown chart below to compare losses from any high point for EUAD and MNST.
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Drawdown Indicators
| EUAD | MNST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.04% | -69.17% | +47.13% |
Max Drawdown (1Y)Largest decline over 1 year | -22.04% | -17.70% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.62% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.42% | — |
Current DrawdownCurrent decline from peak | -14.50% | 0.00% | -14.50% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -20.64% | +14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 6.18% | +3.43% |
Volatility
EUAD vs. MNST - Volatility Comparison
Select STOXX Europe Aerospace & Defense ETF (EUAD) has a higher volatility of 8.12% compared to Monster Beverage Corporation (MNST) at 4.92%. This indicates that EUAD's price experiences larger fluctuations and is considered to be riskier than MNST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUAD | MNST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 4.92% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 24.35% | 19.86% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 26.38% | +2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.71% | 24.62% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.71% | 26.25% | +3.46% |
Dividends
EUAD vs. MNST - Dividend Comparison
EUAD's dividend yield for the trailing twelve months is around 0.41%, while MNST has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUAD and MNST have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUAD has higher volatility (8.12%) compared to MNST (4.92%). In terms of maximum drawdown, EUAD dropped -22.04% vs MNST's -69.17%.
MNST currently has the higher Sharpe Ratio (1.87 vs 0.08), 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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