Correlation
The correlation between EVH and EMB is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVH or EMB.
Performance
EVH vs. EMB - Performance Comparison
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Key characteristics
EVH:
-0.83
EMB:
1.15
EVH:
-1.24
EMB:
1.46
EVH:
0.81
EMB:
1.19
EVH:
-0.83
EMB:
0.64
EVH:
-1.32
EMB:
4.84
EVH:
51.77%
EMB:
1.58%
EVH:
79.69%
EMB:
7.61%
EVH:
-87.34%
EMB:
-34.70%
EVH:
-81.45%
EMB:
-4.22%
Returns By Period
In the year-to-date period, EVH achieves a -34.49% return, which is significantly lower than EMB's 3.60% return.
EVH
-34.49%
-25.10%
-43.00%
-65.67%
-36.94%
-3.66%
N/A
EMB
3.60%
0.45%
1.58%
8.70%
4.85%
1.47%
2.70%
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Risk-Adjusted Performance
EVH vs. EMB — Risk-Adjusted Performance Rank
EVH
EMB
EVH vs. EMB - Risk-Adjusted Performance 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.
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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 5.53%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 5.53% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
Drawdowns
EVH vs. EMB - Drawdown Comparison
The maximum EVH drawdown since its inception was -87.34%, 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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Volatility
EVH vs. EMB - Volatility Comparison
Evolent Health, Inc. (EVH) has a higher volatility of 24.71% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.85%. 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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