EZPW vs. SHLD
EZPW (EZCORP, Inc.) is a stock, while SHLD (Global X Defense Tech ETF) is Aerospace & Defense fund tracking the Global X Defense Tech Index. Over the past year, EZPW returned 133.04% vs 10.40% for SHLD. At a 0.22 correlation, their price movements are largely independent.
Performance
EZPW vs. SHLD - Performance Comparison
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Returns By Period
In the year-to-date period, EZPW achieves a 60.92% return, which is significantly higher than SHLD's -1.50% return.
EZPW
- 1D
- 1.63%
- 1M
- -5.27%
- YTD
- 60.92%
- 6M
- 48.95%
- 1Y
- 133.04%
- 3Y*
- 53.03%
- 5Y*
- 34.31%
- 10Y*
- 17.29%
SHLD
- 1D
- -2.04%
- 1M
- 0.05%
- YTD
- -1.50%
- 6M
- -1.03%
- 1Y
- 10.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EZPW vs. SHLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EZPW EZCORP, Inc. | 60.92% | 58.92% | 39.82% | 8.57% |
SHLD Global X Defense Tech ETF | -1.50% | 74.16% | 35.03% | 12.89% |
Correlation
The correlation between EZPW and SHLD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.22 |
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Return for Risk
EZPW vs. SHLD — Risk / Return Rank
EZPW
SHLD
EZPW vs. SHLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EZCORP, Inc. (EZPW) and Global X Defense Tech ETF (SHLD). 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.
| EZPW | SHLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.40 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.09 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 8.27 | 0.52 | +7.75 |
| Martin ratioReturn relative to average drawdown | 31.38 | 1.28 | +30.10 |
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Drawdowns
EZPW vs. SHLD - Drawdown Comparison
The maximum EZPW drawdown since its inception was -97.28%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for EZPW and SHLD.
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Drawdown Indicators
| EZPW | SHLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.28% | -20.10% | -77.18% |
Max Drawdown (1Y)Largest decline over 1 year | -16.19% | -20.10% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.59% | — | — |
Current DrawdownCurrent decline from peak | -17.91% | -18.20% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -59.10% | -3.34% | -55.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.26% | 8.12% | -3.86% |
Volatility
EZPW vs. SHLD - Volatility Comparison
EZCORP, Inc. (EZPW) has a higher volatility of 15.70% compared to Global X Defense Tech ETF (SHLD) at 9.05%. This indicates that EZPW's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZPW | SHLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.70% | 9.05% | +6.65% |
Volatility (6M)Calculated over the trailing 6-month period | 27.43% | 19.94% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.11% | 24.55% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.25% | 21.29% | +12.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.36% | 21.29% | +18.07% |
Dividends
EZPW vs. SHLD - Dividend Comparison
EZPW has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EZPW EZCORP, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
SHLD Global X Defense Tech ETF | 0.56% | 0.55% | 0.53% | 0.26% |
Frequently Asked Questions
EZPW and SHLD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EZPW has higher volatility (15.70%) compared to SHLD (9.05%). In terms of maximum drawdown, EZPW dropped -97.28% vs SHLD's -20.10%.
EZPW currently has the higher Sharpe Ratio (3.82 vs 0.43), 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.
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