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FVRR vs. TUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVRR vs. TUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiverr International Ltd. (FVRR) and iShares MSCI Turkey ETF (TUR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FVRR achieves a -49.54% return, which is significantly lower than TUR's 18.11% return.


FVRR

1D
0.10%
1M
-3.67%
YTD
-49.54%
6M
-50.10%
1Y
-65.89%
3Y*
-30.12%
5Y*
-45.08%
10Y*

TUR

1D
3.02%
1M
-1.49%
YTD
18.11%
6M
16.38%
1Y
35.62%
3Y*
13.48%
5Y*
15.50%
10Y*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVRR vs. TUR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FVRR
Fiverr International Ltd.
-49.54%-37.72%16.57%-6.59%-74.37%-41.72%730.21%-9.62%
TUR
iShares MSCI Turkey ETF
18.11%-1.54%12.91%-8.83%105.75%-27.41%-1.19%20.63%

Correlation

The correlation between FVRR and TUR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.13

The correlation between FVRR and TUR shifts across timeframes, from 0.04 (1 year) to 0.17 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FVRR vs. TUR — Risk / Return Rank

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

FVRR
FVRR Risk / Return Rank: 22
Overall Rank
FVRR Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FVRR Sortino Ratio Rank: 11
Sortino Ratio Rank
FVRR Omega Ratio Rank: 22
Omega Ratio Rank
FVRR Calmar Ratio Rank: 22
Calmar Ratio Rank
FVRR Martin Ratio Rank: 66
Martin Ratio Rank

TUR
TUR Risk / Return Rank: 4545
Overall Rank
TUR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TUR Sortino Ratio Rank: 4444
Sortino Ratio Rank
TUR Omega Ratio Rank: 4646
Omega Ratio Rank
TUR Calmar Ratio Rank: 4949
Calmar Ratio Rank
TUR Martin Ratio Rank: 4343
Martin Ratio Rank
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.

FVRR vs. TUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiverr International Ltd. (FVRR) and iShares MSCI Turkey ETF (TUR). 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.


FVRRTURDifference
Sharpe ratioReturn per unit of total volatility

-2.81

Sortino ratioReturn per unit of downside risk

-4.65

Omega ratioGain probability vs. loss probability

0.70

1.27

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.98

2.23

-3.21

Martin ratioReturn relative to average drawdown

-1.52

6.33

-7.85

FVRR vs. TUR - Sharpe Ratio Comparison

The current FVRR Sharpe Ratio is -1.40, which is lower than the TUR Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of FVRR and TUR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FVRR vs. TUR - Drawdown Comparison

The maximum FVRR drawdown since its inception was -96.98%, which is greater than TUR's maximum drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for FVRR and TUR.


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Drawdown Indicators


FVRRTURDifference

Max Drawdown

Largest peak-to-trough decline

-96.98%

-72.34%

-24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-67.34%

-16.07%

-51.27%

Max Drawdown (3Y)

Largest decline over 3 years

-72.47%

-31.63%

-40.84%

Max Drawdown (5Y)

Largest decline over 5 years

-96.23%

-31.63%

-64.60%

Max Drawdown (10Y)

Largest decline over 10 years

-59.25%

Current Drawdown

Current decline from peak

-96.91%

-25.67%

-71.24%

Average Drawdown

Average peak-to-trough decline

-67.69%

-39.87%

-27.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.40%

5.64%

+37.76%

Volatility

FVRR vs. TUR - Volatility Comparison

The current volatility for Fiverr International Ltd. (FVRR) is 12.31%, while iShares MSCI Turkey ETF (TUR) has a volatility of 14.44%. This indicates that FVRR experiences smaller price fluctuations and is considered to be less risky than TUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVRRTURDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.31%

14.44%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

37.83%

20.28%

+17.55%

Volatility (1Y)

Calculated over the trailing 1-year period

47.35%

25.43%

+21.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.98%

34.16%

+29.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.91%

34.41%

+36.50%

Dividends

FVRR vs. TUR - Dividend Comparison

FVRR has not paid dividends to shareholders, while TUR's dividend yield for the trailing twelve months is around 3.25%.


PositionTTM20252024202320222021202020192018201720162015
FVRR
Fiverr International Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TUR
iShares MSCI Turkey ETF
3.25%2.40%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%

Frequently Asked Questions


FVRR and TUR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUR has higher volatility (14.44%) compared to FVRR (12.31%). In terms of maximum drawdown, FVRR dropped -96.98% vs TUR's -72.34%.

TUR currently has the higher Sharpe Ratio (1.41 vs -1.40), 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.

Portfolio Optimizer

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