EVH vs. EMB
Compare and contrast key facts about Evolent Health, Inc. (EVH) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Performance
EVH vs. EMB - Performance Comparison
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EVH vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVH Evolent Health, Inc. | -44.50% | -64.44% | -65.94% | 17.63% | 1.48% | 72.61% | 77.13% | -54.64% | 62.20% | -16.89% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -1.21% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
Returns By Period
In the year-to-date period, EVH achieves a -44.50% return, which is significantly lower than EMB's -1.21% return. Over the past 10 years, EVH has underperformed EMB with an annualized return of -14.19%, while EMB has yielded a comparatively higher 3.23% annualized return.
EVH
- 1D
- -2.63%
- 1M
- -37.99%
- YTD
- -44.50%
- 6M
- -72.35%
- 1Y
- -77.07%
- 3Y*
- -59.10%
- 5Y*
- -36.00%
- 10Y*
- -14.19%
EMB
- 1D
- 0.41%
- 1M
- -2.76%
- YTD
- -1.21%
- 6M
- 1.22%
- 1Y
- 9.20%
- 3Y*
- 8.49%
- 5Y*
- 1.86%
- 10Y*
- 3.23%
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Return for Risk
EVH vs. EMB — Risk / Return Rank
EVH
EMB
EVH vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolent Health, Inc. (EVH) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| EVH | EMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.07 | 1.33 | -2.40 |
Sortino ratioReturn per unit of downside risk | -2.24 | 1.88 | -4.12 |
Omega ratioGain probability vs. loss probability | 0.74 | 1.28 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.12 | -3.06 |
Martin ratioReturn relative to average drawdown | -1.61 | 8.52 | -10.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVH | EMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 1.33 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.62 | 0.19 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.33 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.42 | -0.71 |
Correlation
The correlation between EVH and EMB is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EVH vs. EMB - Dividend Comparison
EVH has not paid dividends to shareholders, while EMB's dividend yield for the trailing twelve months is around 5.16%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVH Evolent Health, 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% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.16% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
Drawdowns
EVH vs. EMB - Drawdown Comparison
The maximum EVH drawdown since its inception was -94.54%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for EVH and EMB.
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Drawdown Indicators
| EVH | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.54% | -34.70% | -59.84% |
Max Drawdown (1Y)Largest decline over 1 year | -81.59% | -4.51% | -77.08% |
Max Drawdown (5Y)Largest decline over 5 years | -94.54% | -28.74% | -65.80% |
Max Drawdown (10Y)Largest decline over 10 years | -94.54% | -28.74% | -65.80% |
Current DrawdownCurrent decline from peak | -94.41% | -3.10% | -91.31% |
Average DrawdownAverage peak-to-trough decline | -39.75% | -5.10% | -34.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.47% | 1.12% | +46.35% |
Volatility
EVH vs. EMB - Volatility Comparison
Evolent Health, Inc. (EVH) has a higher volatility of 19.05% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 3.15%. This indicates that EVH's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVH | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.05% | 3.15% | +15.90% |
Volatility (6M)Calculated over the trailing 6-month period | 51.87% | 4.02% | +47.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 72.22% | 6.96% | +65.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.51% | 9.74% | +48.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.51% | 9.94% | +52.57% |