EUFN vs. SNEX
EUFN (iShares MSCI Europe Financials ETF) is Financials Equities fund tracking the MSCI Europe Financials Index, while SNEX (StoneX Group Inc.) is a stock. Over the past 10 years, EUFN returned 13.48%/yr vs 32.52%/yr for SNEX. At a 0.42 correlation, their price movements are largely independent.
Performance
EUFN vs. SNEX - Performance Comparison
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Returns By Period
In the year-to-date period, EUFN achieves a 4.75% return, which is significantly lower than SNEX's 106.07% return. Over the past 10 years, EUFN has underperformed SNEX with an annualized return of 13.48%, while SNEX has yielded a comparatively higher 32.52% 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%
SNEX
- 1D
- 0.73%
- 1M
- 18.58%
- YTD
- 106.07%
- 6M
- 101.21%
- 1Y
- 132.71%
- 3Y*
- 70.28%
- 5Y*
- 45.86%
- 10Y*
- 32.52%
EUFN vs. SNEX - 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% |
SNEX StoneX Group Inc. | 106.07% | 45.65% | 32.70% | 16.21% | 55.59% | 5.79% | 18.57% | 33.49% | -13.99% | 7.40% |
Correlation
The correlation between EUFN and SNEX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2010 | 0.42 |
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Return for Risk
EUFN vs. SNEX — Risk / Return Rank
EUFN
SNEX
EUFN vs. SNEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and StoneX Group Inc. (SNEX). 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 | SNEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 6.26 | -4.48 |
| Martin ratioReturn relative to average drawdown | 6.24 | 16.05 | -9.81 |
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Drawdowns
EUFN vs. SNEX - Drawdown Comparison
The maximum EUFN drawdown since its inception was -53.25%, smaller than the maximum SNEX drawdown of -97.89%. Use the drawdown chart below to compare losses from any high point for EUFN and SNEX.
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Drawdown Indicators
| EUFN | SNEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -97.89% | +44.64% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -20.91% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -20.91% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -35.15% | -24.07% | -11.08% |
Max Drawdown (10Y)Largest decline over 10 years | -53.25% | -48.65% | -4.60% |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -42.89% | +28.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 8.15% | -3.92% |
Volatility
EUFN vs. SNEX - Volatility Comparison
The current volatility for iShares MSCI Europe Financials ETF (EUFN) is 6.96%, while StoneX Group Inc. (SNEX) has a volatility of 12.49%. This indicates that EUFN experiences smaller price fluctuations and is considered to be less risky than SNEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUFN | SNEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 12.49% | -5.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 30.78% | -13.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 42.37% | -22.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 35.13% | -13.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 36.47% | -11.94% |
Dividends
EUFN vs. SNEX - Dividend Comparison
EUFN's dividend yield for the trailing twelve months is around 3.41%, while SNEX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SNEX StoneX Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUFN and SNEX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNEX has higher volatility (12.49%) compared to EUFN (6.96%). In terms of maximum drawdown, EUFN dropped -53.25% vs SNEX's -97.89%.
SNEX currently has the higher Sharpe Ratio (3.09 vs 1.31), 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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