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EWA vs. ^N225
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EWA and ^N225 is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EWA vs. ^N225 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI-Australia ETF (EWA) and Nikkei 225 (^N225). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EWA:

9.38%

^N225:

29.98%

Max Drawdown

EWA:

-0.88%

^N225:

-81.87%

Current Drawdown

EWA:

-0.16%

^N225:

-10.87%

Returns By Period


EWA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^N225

YTD

-5.67%

1M

12.05%

6M

-4.73%

1Y

-1.56%

5Y*

13.50%

10Y*

6.92%

*Annualized

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Risk-Adjusted Performance

EWA vs. ^N225 — Risk-Adjusted Performance Rank

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

EWA
The Risk-Adjusted Performance Rank of EWA is 3838
Overall Rank
The Sharpe Ratio Rank of EWA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EWA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EWA is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EWA is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EWA is 3636
Martin Ratio Rank

^N225
The Risk-Adjusted Performance Rank of ^N225 is 2828
Overall Rank
The Sharpe Ratio Rank of ^N225 is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^N225 is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^N225 is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ^N225 is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^N225 is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWA vs. ^N225 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI-Australia ETF (EWA) and Nikkei 225 (^N225). 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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Drawdowns

EWA vs. ^N225 - Drawdown Comparison

The maximum EWA drawdown since its inception was -0.88%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for EWA and ^N225. For additional features, visit the drawdowns tool.


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Volatility

EWA vs. ^N225 - Volatility Comparison


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