HCSG vs. EWY
HCSG (Healthcare Services Group, Inc.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, HCSG returned -4.65%/yr vs 17.46%/yr for EWY. At a 0.29 correlation, their price movements are largely independent.
Performance
HCSG vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, HCSG achieves a 5.60% return, which is significantly lower than EWY's 119.05% return. Over the past 10 years, HCSG has underperformed EWY with an annualized return of -4.65%, while EWY has yielded a comparatively higher 17.46% annualized return.
HCSG
- 1D
- -0.25%
- 1M
- -4.36%
- YTD
- 5.60%
- 6M
- 7.34%
- 1Y
- 42.99%
- 3Y*
- 13.20%
- 5Y*
- -6.35%
- 10Y*
- -4.65%
EWY
- 1D
- -0.73%
- 1M
- 30.18%
- YTD
- 119.05%
- 6M
- 134.13%
- 1Y
- 251.82%
- 3Y*
- 51.99%
- 5Y*
- 20.31%
- 10Y*
- 17.46%
HCSG vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HCSG Healthcare Services Group, Inc. | 5.60% | 64.61% | 12.01% | -13.58% | -28.66% | -34.56% | 19.52% | -37.76% | -22.39% | 36.77% |
EWY iShares MSCI South Korea ETF | 119.05% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between HCSG and EWY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 15, 2000 | 0.29 |
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Return for Risk
HCSG vs. EWY — Risk / Return Rank
HCSG
EWY
HCSG vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Healthcare Services Group, Inc. (HCSG) and iShares MSCI South Korea ETF (EWY). 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.
| HCSG | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.06 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.74 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 10.99 | -8.81 |
| Martin ratioReturn relative to average drawdown | 5.51 | 40.91 | -35.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HCSG | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 6.02 | -5.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.71 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.64 | -0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.33 | -0.12 |
Drawdowns
HCSG vs. EWY - Drawdown Comparison
The maximum HCSG drawdown since its inception was -81.04%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for HCSG and EWY.
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Drawdown Indicators
| HCSG | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.04% | -74.14% | -6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -19.88% | -23.08% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -39.96% | -27.36% | -12.60% |
Max Drawdown (5Y)Largest decline over 5 years | -70.47% | -48.55% | -21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -81.04% | -49.73% | -31.31% |
Current DrawdownCurrent decline from peak | -57.31% | -1.73% | -55.58% |
Average DrawdownAverage peak-to-trough decline | -32.00% | -20.13% | -11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.82% | 6.19% | +1.63% |
Volatility
HCSG vs. EWY - Volatility Comparison
The current volatility for Healthcare Services Group, Inc. (HCSG) is 9.41%, while iShares MSCI South Korea ETF (EWY) has a volatility of 20.32%. This indicates that HCSG experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HCSG | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.41% | 20.32% | -10.91% |
Volatility (6M)Calculated over the trailing 6-month period | 33.04% | 37.41% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.66% | 42.10% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.06% | 28.83% | +13.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.49% | 27.37% | +13.12% |
Dividends
HCSG vs. EWY - Dividend Comparison
HCSG has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 0.96%.
| 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% |
HCSG Healthcare Services Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 7.10% | 4.68% | 2.89% | 3.26% | 1.92% | 1.43% | 1.87% | 2.04% |
Frequently Asked Questions
HCSG and EWY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (20.32%) compared to HCSG (9.41%). In terms of maximum drawdown, HCSG dropped -81.04% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (6.02 vs 0.97), 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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