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IFNNY vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFNNY vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infineon Technologies AG ADR (IFNNY) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFNNY achieves a 105.57% return, which is significantly higher than INDA's -8.18% return. Over the past 10 years, IFNNY has outperformed INDA with an annualized return of 21.23%, while INDA has yielded a comparatively lower 7.55% annualized return.


IFNNY

1D
-2.70%
1M
5.80%
YTD
105.57%
6M
108.08%
1Y
117.70%
3Y*
33.30%
5Y*
18.90%
10Y*
21.23%

INDA

1D
1.14%
1M
2.56%
YTD
-8.18%
6M
-8.11%
1Y
-9.43%
3Y*
5.49%
5Y*
3.69%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFNNY vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFNNY
Infineon Technologies AG ADR
105.57%36.86%-21.68%40.02%-33.89%19.84%73.61%13.16%-25.98%59.79%
INDA
iShares MSCI India ETF
-8.18%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Correlation

The correlation between IFNNY and INDA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.27

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.40

The correlation between IFNNY and INDA shifts across timeframes, from 0.27 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IFNNY vs. INDA — Risk / Return Rank

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

IFNNY
IFNNY Risk / Return Rank: 9191
Overall Rank
IFNNY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IFNNY Sortino Ratio Rank: 8989
Sortino Ratio Rank
IFNNY Omega Ratio Rank: 8888
Omega Ratio Rank
IFNNY Calmar Ratio Rank: 9292
Calmar Ratio Rank
IFNNY Martin Ratio Rank: 9191
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 44
Overall Rank
INDA Sharpe Ratio Rank: 44
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 44
Sortino Ratio Rank
INDA Omega Ratio Rank: 44
Omega Ratio Rank
INDA Calmar Ratio Rank: 55
Calmar Ratio Rank
INDA Martin Ratio Rank: 44
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.

IFNNY vs. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infineon Technologies AG ADR (IFNNY) and iShares MSCI India ETF (INDA). 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.


IFNNYINDADifference
Sharpe ratioReturn per unit of total volatility

+3.09

Sortino ratioReturn per unit of downside risk

+3.83

Omega ratioGain probability vs. loss probability

1.38

0.90

+0.47

Calmar ratioReturn relative to maximum drawdown

4.91

-0.51

+5.42

Martin ratioReturn relative to average drawdown

12.02

-1.14

+13.15

IFNNY vs. INDA - Sharpe Ratio Comparison

The current IFNNY Sharpe Ratio is 2.46, which is higher than the INDA Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of IFNNY and INDA, 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

IFNNY vs. INDA - Drawdown Comparison

The maximum IFNNY drawdown since its inception was -62.74%, which is greater than INDA's maximum drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for IFNNY and INDA.


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Drawdown Indicators


IFNNYINDADifference

Max Drawdown

Largest peak-to-trough decline

-62.74%

-45.07%

-17.67%

Max Drawdown (1Y)

Largest decline over 1 year

-24.09%

-18.69%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-38.83%

-22.72%

-16.11%

Max Drawdown (5Y)

Largest decline over 5 years

-55.54%

-22.72%

-32.82%

Max Drawdown (10Y)

Largest decline over 10 years

-62.74%

-45.07%

-17.67%

Current Drawdown

Current decline from peak

-12.39%

-15.56%

+3.17%

Average Drawdown

Average peak-to-trough decline

-19.10%

-9.60%

-9.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.83%

8.31%

+1.52%

Volatility

IFNNY vs. INDA - Volatility Comparison

Infineon Technologies AG ADR (IFNNY) has a higher volatility of 26.00% compared to iShares MSCI India ETF (INDA) at 4.64%. This indicates that IFNNY's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFNNYINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

26.00%

4.64%

+21.36%

Volatility (6M)

Calculated over the trailing 6-month period

41.53%

13.02%

+28.51%

Volatility (1Y)

Calculated over the trailing 1-year period

48.21%

14.94%

+33.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.76%

15.45%

+27.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.21%

21.08%

+20.13%

Dividends

IFNNY vs. INDA - Dividend Comparison

IFNNY's dividend yield for the trailing twelve months is around 0.46%, while INDA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IFNNY
Infineon Technologies AG ADR
0.46%0.83%1.17%0.79%1.03%0.39%0.54%0.94%1.42%0.79%1.20%0.00%
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%

Frequently Asked Questions


IFNNY and INDA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFNNY has higher volatility (26.00%) compared to INDA (4.64%). In terms of maximum drawdown, IFNNY dropped -62.74% vs INDA's -45.07%.

IFNNY currently has the higher Sharpe Ratio (2.46 vs -0.64), 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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