IFNNY vs. INDA

Last updated Apr 1, 2026

Compare and contrast key facts about Infineon Technologies AG ADR (IFNNY) and iShares MSCI India ETF (INDA).

INDA is a passively managed fund by iShares that tracks the performance of the MSCI India Index. It was launched on Feb 2, 2012.

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.

IFNNY vs. INDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFNNY Infineon Technologies AG ADR	3.59%	36.86%	-21.68%	40.02%	-33.89%	19.84%	73.61%	13.16%	-25.98%	59.79%
INDA iShares MSCI India ETF	-13.58%	2.68%	8.63%	17.16%	-8.94%	21.36%	14.83%	6.49%	-6.67%	36.08%

Returns By Period

In the year-to-date period, IFNNY achieves a 3.59% return, which is significantly higher than INDA's -13.58% return. Over the past 10 years, IFNNY has outperformed INDA with an annualized return of 13.15%, while INDA has yielded a comparatively lower 6.85% annualized return.

IFNNY

• 1D: 6.98%
• 1M: -16.31%
• YTD: 3.59%
• 6M: 16.58%
• 1Y: 37.55%
• 3Y*: 4.30%
• 5Y*: 1.76%
• 10Y*: 13.15%

INDA

• 1D: -0.28%
• 1M: -8.32%
• YTD: -13.58%
• 6M: -10.84%
• 1Y: -8.50%
• 3Y*: 6.19%
• 5Y*: 3.44%
• 10Y*: 6.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 69
IFNNY Sharpe Ratio Rank: 72
IFNNY Sortino Ratio Rank: 69
IFNNY Omega Ratio Rank: 64
IFNNY Calmar Ratio Rank: 71
IFNNY Martin Ratio Rank: 71

INDA

INDA Risk / Return Rank: 3
INDA Sharpe Ratio Rank: 3
INDA Sortino Ratio Rank: 3
INDA Omega Ratio Rank: 3
INDA Calmar Ratio Rank: 4
INDA Martin Ratio Rank: 1

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.

	IFNNY	INDA	Difference
Sharpe ratio Return per unit of total volatility	0.89	-0.55	+1.44
Sortino ratio Return per unit of downside risk	1.50	-0.70	+2.20
Omega ratio Gain probability vs. loss probability	1.18	0.92	+0.26
Calmar ratio Return relative to maximum drawdown	1.45	-0.50	+1.95
Martin ratio Return relative to average drawdown	3.67	-1.63	+5.29
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFNNY vs. INDA - Sharpe Ratio Comparison

The current IFNNY Sharpe Ratio is 0.89, which is higher than the INDA Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of IFNNY and INDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IFNNY	INDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	-0.55	+1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.22	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	0.33	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.23	+0.10

Correlation

The correlation between IFNNY and INDA is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IFNNY vs. INDA - Dividend Comparison

IFNNY's dividend yield for the trailing twelve months is around 0.91%, while INDA has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IFNNY Infineon Technologies AG ADR	0.91%	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%

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.

Drawdown Indicators

	IFNNY	INDA	Difference
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 (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	-18.79%	-20.53%	+1.74%
Average Drawdown Average peak-to-trough decline	-19.42%	-9.48%	-9.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.55%	5.70%	+3.85%

Volatility

IFNNY vs. INDA - Volatility Comparison

Infineon Technologies AG ADR (IFNNY) has a higher volatility of 17.06% compared to iShares MSCI India ETF (INDA) at 6.79%. 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.

Volatility by Period

	IFNNY	INDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.06%	6.79%	+10.27%
Volatility (6M) Calculated over the trailing 6-month period	28.40%	10.88%	+17.52%
Volatility (1Y) Calculated over the trailing 1-year period	42.21%	15.58%	+26.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.30%	15.38%	+24.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.97%	21.12%	+18.85%