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EWU vs. SK3.IR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWU vs. SK3.IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI United Kingdom ETF (EWU) and Smurfit Kappa Group Plc (SK3.IR). The values are adjusted to include any dividend payments, if applicable.

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EWU vs. SK3.IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWU
iShares MSCI United Kingdom ETF
5.39%34.95%6.74%12.40%-4.39%18.19%-11.80%21.29%-14.30%21.54%
SK3.IR
Smurfit Kappa Group Plc
0.00%0.00%13.41%10.57%-30.44%21.97%29.26%49.99%-19.21%52.59%
Different Trading Currencies

EWU is traded in USD, while SK3.IR is traded in EUR. To make them comparable, the SK3.IR values have been converted to USD using the latest available exchange rates.

Returns By Period


EWU

1D
1.73%
1M
-3.68%
YTD
5.39%
6M
11.17%
1Y
28.77%
3Y*
17.49%
5Y*
12.27%
10Y*
8.23%

SK3.IR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EWU vs. SK3.IR — Risk / Return Rank

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

EWU
EWU Risk / Return Rank: 8484
Overall Rank
EWU Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EWU Sortino Ratio Rank: 8383
Sortino Ratio Rank
EWU Omega Ratio Rank: 8484
Omega Ratio Rank
EWU Calmar Ratio Rank: 8282
Calmar Ratio Rank
EWU Martin Ratio Rank: 8686
Martin Ratio Rank

SK3.IR
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.

EWU vs. SK3.IR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom ETF (EWU) and Smurfit Kappa Group Plc (SK3.IR). 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.


EWUSK3.IRDifference

Sharpe ratio

Return per unit of total volatility

1.72

Sortino ratio

Return per unit of downside risk

2.26

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

2.44

Martin ratio

Return relative to average drawdown

10.73

EWU vs. SK3.IR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EWUSK3.IRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

Correlation

The correlation between EWU and SK3.IR is 0.40, 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

EWU vs. SK3.IR - Dividend Comparison

EWU's dividend yield for the trailing twelve months is around 3.54%, while SK3.IR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EWU
iShares MSCI United Kingdom ETF
3.54%3.73%4.16%4.14%3.43%4.35%2.48%4.13%4.98%3.91%3.97%4.11%
SK3.IR
Smurfit Kappa Group Plc
0.00%0.00%0.00%3.00%3.70%2.41%4.99%2.92%3.87%2.86%3.21%2.55%

Drawdowns

EWU vs. SK3.IR - Drawdown Comparison


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Drawdown Indicators


EWUSK3.IRDifference

Max Drawdown

Largest peak-to-trough decline

-63.99%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.33%

Current Drawdown

Current decline from peak

-4.79%

Average Drawdown

Average peak-to-trough decline

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

Volatility

EWU vs. SK3.IR - Volatility Comparison


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Volatility by Period


EWUSK3.IRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%