EUFN vs. ATO
EUFN (iShares MSCI Europe Financials ETF) is Financials Equities fund tracking the MSCI Europe Financials Index, while ATO (Atmos Energy Corporation) is a stock. Over the past 10 years, EUFN returned 13.48%/yr vs 10.94%/yr for ATO. At a 0.27 correlation, their price movements are largely independent.
Performance
EUFN vs. ATO - Performance Comparison
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Returns By Period
In the year-to-date period, EUFN achieves a 4.75% return, which is significantly higher than ATO's 2.53% return. Over the past 10 years, EUFN has outperformed ATO with an annualized return of 13.48%, while ATO has yielded a comparatively lower 10.94% annualized return.
EUFN
- 1D
- 1.20%
- 1M
- 3.43%
- YTD
- 4.75%
- 6M
- 9.10%
- 1Y
- 28.57%
- 3Y*
- 32.04%
- 5Y*
- 18.43%
- 10Y*
- 13.48%
ATO
- 1D
- 1.03%
- 1M
- -3.15%
- YTD
- 2.53%
- 6M
- 2.08%
- 1Y
- 13.57%
- 3Y*
- 15.86%
- 5Y*
- 13.58%
- 10Y*
- 10.94%
EUFN vs. ATO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 4.75% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
ATO Atmos Energy Corporation | 2.53% | 23.07% | 23.35% | 6.17% | 9.63% | 12.75% | -12.73% | 23.14% | 10.39% | 18.41% |
Correlation
The correlation between EUFN and ATO is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2010 | 0.27 |
Over the past year, the correlation between EUFN and ATO has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
EUFN vs. ATO — Risk / Return Rank
EUFN
ATO
EUFN vs. ATO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and Atmos Energy Corporation (ATO). 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.
| EUFN | ATO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.15 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.00 | +0.79 |
| Martin ratioReturn relative to average drawdown | 6.24 | 2.99 | +3.24 |
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Drawdowns
EUFN vs. ATO - Drawdown Comparison
The maximum EUFN drawdown since its inception was -53.25%, roughly equal to the maximum ATO drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for EUFN and ATO.
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Drawdown Indicators
| EUFN | ATO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -51.94% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -12.58% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.87% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -35.15% | -19.08% | -16.07% |
Max Drawdown (10Y)Largest decline over 10 years | -53.25% | -32.91% | -20.34% |
Current DrawdownCurrent decline from peak | -0.10% | -11.11% | +11.01% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -8.56% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 4.18% | +0.05% |
Volatility
EUFN vs. ATO - Volatility Comparison
iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 6.96% compared to Atmos Energy Corporation (ATO) at 5.26%. This indicates that EUFN's price experiences larger fluctuations and is considered to be riskier than ATO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUFN | ATO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 5.26% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 11.25% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 15.54% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 18.59% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 21.24% | +3.29% |
Dividends
EUFN vs. ATO - Dividend Comparison
EUFN's dividend yield for the trailing twelve months is around 3.41%, more than ATO's 2.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATO Atmos Energy Corporation | 2.28% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
EUFN iShares MSCI Europe Financials ETF | 3.41% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Frequently Asked Questions
EUFN and ATO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EUFN has higher volatility (6.96%) compared to ATO (5.26%). In terms of maximum drawdown, EUFN dropped -53.25% vs ATO's -51.94%.
EUFN currently has the higher Sharpe Ratio (1.31 vs 0.81), 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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