EVC vs. PSI

Last updated Jul 14, 2026

EVC (Entravision Communications Corporation) is a stock, while PSI (Invesco Semiconductors ETF) is Semiconductors fund tracking the Dynamic Semiconductors Intellidex Index. Over the past 10 years, EVC returned 9.77%/yr vs 32.69%/yr for PSI. At a 0.36 correlation, their price movements are largely independent.

Performance

EVC vs. PSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Entravision Communications Corporation (EVC) and Invesco Semiconductors ETF (PSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EVC achieves a 288.71% return, which is significantly higher than PSI's 92.36% return. Over the past 10 years, EVC has underperformed PSI with an annualized return of 9.77%, while PSI has yielded a comparatively higher 32.69% annualized return.

EVC

• 1D: -5.27%
• 1M: 15.95%
• 6M: 266.22%
• YTD: 288.71%
• 1Y: 372.00%
• 3Y*: 45.69%
• 5Y*: 19.45%
• 10Y*: 9.77%

PSI

• 1D: -4.86%
• 1M: -9.65%
• 6M: 70.26%
• YTD: 92.36%
• 1Y: 145.96%
• 3Y*: 48.79%
• 5Y*: 30.24%
• 10Y*: 32.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EVC vs. PSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVC Entravision Communications Corporation	288.71%	35.80%	-37.56%	-9.16%	-27.83%	151.06%	12.21%	-3.93%	-57.29%	4.85%
PSI Invesco Semiconductors ETF	92.36%	36.32%	17.17%	49.06%	-34.43%	46.55%	56.75%	52.49%	-11.55%	40.16%

Correlation

The correlation between EVC and PSI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jun 23, 2005	0.36

The correlation between EVC and PSI shifts across timeframes, from 0.24 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EVC vs. PSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVC

EVC Risk / Return Rank: 99
EVC Sharpe Ratio Rank: 97
EVC Sortino Ratio Rank: 99
EVC Omega Ratio Rank: 98
EVC Calmar Ratio Rank: 99
EVC Martin Ratio Rank: 99

PSI

PSI Risk / Return Rank: 93
PSI Sharpe Ratio Rank: 96
PSI Sortino Ratio Rank: 89
PSI Omega Ratio Rank: 89
PSI Calmar Ratio Rank: 96
PSI Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EVC vs. PSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Entravision Communications Corporation (EVC) and Invesco Semiconductors ETF (PSI). 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.

	EVC	PSI	Difference
Sharpe ratio: Return per unit of total volatility	3.13	3.19	-0.05
Sortino ratio: Return per unit of downside risk	6.03	3.24	+2.79
Omega ratio: Gain probability vs. loss probability	1.73	1.45	+0.28
Calmar ratio: Return relative to maximum drawdown	15.94	6.99	+8.96
Martin ratio: Return relative to average drawdown	39.51	27.18	+12.33

EVC vs. PSI - Sharpe Ratio Comparison

The current EVC Sharpe Ratio is 3.13, which is comparable to the PSI Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of EVC and PSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVC vs. PSI - Drawdown Comparison

The maximum EVC drawdown since its inception was -99.26%, which is greater than PSI's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for EVC and PSI.

Drawdown Indicators

	EVC	PSI	Difference
Max Drawdown Largest peak-to-trough decline	-99.26%	-62.96%	-36.30%
Max Drawdown (1Y) Largest decline over 1 year	-23.52%	-21.02%	-2.50%
Max Drawdown (3Y) Largest decline over 3 years	-69.65%	-41.07%	-28.58%
Max Drawdown (5Y) Largest decline over 5 years	-83.43%	-44.85%	-38.58%
Max Drawdown (10Y) Largest decline over 10 years	-83.43%	-44.85%	-38.58%
Current Drawdown Current decline from peak	-17.36%	-19.24%	+1.88%
Average Drawdown Average peak-to-trough decline	-67.42%	-15.89%	-51.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.47%	5.39%	+4.08%

Volatility

EVC vs. PSI - Volatility Comparison

The current volatility for Entravision Communications Corporation (EVC) is 23.72%, while Invesco Semiconductors ETF (PSI) has a volatility of 25.70%. This indicates that EVC experiences smaller price fluctuations and is considered to be less risky than PSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVC	PSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.72%	25.70%	-1.98%
Volatility (6M) Calculated over the trailing 6-month period	83.38%	39.73%	+43.65%
Volatility (1Y) Calculated over the trailing 1-year period	119.84%	46.19%	+73.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	74.25%	39.72%	+34.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.46%	36.05%	+29.41%

Dividends

EVC vs. PSI - Dividend Comparison

EVC's dividend yield for the trailing twelve months is around 1.80%, more than PSI's 0.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EVC Entravision Communications Corporation	1.80%	6.83%	8.51%	4.80%	2.08%	1.47%	4.55%	7.63%	6.87%	2.27%	1.79%	1.38%
PSI Invesco Semiconductors ETF	0.03%	0.10%	0.15%	0.40%	0.61%	0.14%	0.21%	0.52%	0.83%	0.21%	0.68%	0.16%

Frequently Asked Questions

Can I hold both EVC and PSI in my portfolio?

EVC and PSI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EVC or PSI?

PSI has higher volatility (25.70%) compared to EVC (23.72%). In terms of maximum drawdown, EVC dropped -99.26% vs PSI's -62.96%.

Which has better risk-adjusted returns?

PSI currently has the higher Sharpe Ratio (3.19 vs 3.13), 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.