EWY vs. LEU
EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index, while LEU (Centrus Energy Corp.) is a stock. Over the past 10 years, EWY returned 17.58%/yr vs 47.93%/yr for LEU. At a 0.26 correlation, their price movements are largely independent.
Performance
EWY vs. LEU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EWY achieves a 117.50% return, which is significantly higher than LEU's -27.23% return. Over the past 10 years, EWY has underperformed LEU with an annualized return of 17.58%, while LEU has yielded a comparatively higher 47.93% annualized return.
EWY
- 1D
- 7.09%
- 1M
- 18.22%
- YTD
- 117.50%
- 6M
- 133.15%
- 1Y
- 225.50%
- 3Y*
- 50.62%
- 5Y*
- 20.64%
- 10Y*
- 17.58%
LEU
- 1D
- 8.65%
- 1M
- -3.26%
- YTD
- -27.23%
- 6M
- -22.77%
- 1Y
- 8.88%
- 3Y*
- 70.88%
- 5Y*
- 44.30%
- 10Y*
- 47.93%
EWY vs. LEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 117.50% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
LEU Centrus Energy Corp. | -27.23% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
Correlation
The correlation between EWY and LEU is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 12, 2000 | 0.26 |
The correlation between EWY and LEU shifts across timeframes, from 0.23 (10 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EWY vs. LEU — Risk / Return Rank
EWY
LEU
EWY vs. LEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and Centrus Energy Corp. (LEU). 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.
| EWY | LEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.74 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.10 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 9.84 | 0.13 | +9.70 |
| Martin ratioReturn relative to average drawdown | 34.39 | 0.23 | +34.16 |
Loading charts...
Drawdowns
EWY vs. LEU - Drawdown Comparison
The maximum EWY drawdown since its inception was -74.14%, smaller than the maximum LEU drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for EWY and LEU.
Loading charts...
Drawdown Indicators
| EWY | LEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.14% | -99.98% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -23.08% | -66.37% | +43.29% |
Max Drawdown (3Y)Largest decline over 3 years | -27.36% | -66.37% | +39.01% |
Max Drawdown (5Y)Largest decline over 5 years | -48.55% | -78.23% | +29.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.73% | -83.84% | +34.11% |
Current DrawdownCurrent decline from peak | -2.42% | -97.39% | +94.97% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -73.98% | +53.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.59% | 38.79% | -32.20% |
Volatility
EWY vs. LEU - Volatility Comparison
iShares MSCI South Korea ETF (EWY) and Centrus Energy Corp. (LEU) have volatilities of 26.48% and 25.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EWY | LEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.48% | 25.86% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 43.04% | 67.00% | -23.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.01% | 91.81% | -44.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.33% | 86.46% | -56.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.15% | 82.37% | -54.22% |
Dividends
EWY vs. LEU - Dividend Comparison
EWY's dividend yield for the trailing twelve months is around 0.96%, while LEU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 0.96% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EWY and LEU have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (26.48%) compared to LEU (25.86%). In terms of maximum drawdown, EWY dropped -74.14% vs LEU's -99.98%.
EWY currently has the higher Sharpe Ratio (4.84 vs 0.10), 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.
Find the right allocation for EWY and LEU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer