IFS vs. EPU
IFS (Intercorp Financial Services Inc.) is a stock, while EPU (iShares MSCI Peru ETF) is Latin America Equities fund tracking the MSCI All Peru Capped Index. Over the past 5 years, IFS returned 29.97%/yr vs 31.75%/yr for EPU. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
IFS vs. EPU - Performance Comparison
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Returns By Period
In the year-to-date period, IFS achieves a 43.29% return, which is significantly higher than EPU's 20.80% return.
IFS
- 1D
- -0.34%
- 1M
- 0.31%
- 6M
- 23.92%
- YTD
- 43.29%
- 1Y
- 68.51%
- 3Y*
- 37.55%
- 5Y*
- 29.97%
- 10Y*
- —
- ALL TIME*
- 10.96%
EPU
- 1D
- -0.99%
- 1M
- 2.20%
- 6M
- 0.92%
- YTD
- 20.80%
- 1Y
- 81.51%
- 3Y*
- 42.19%
- 5Y*
- 31.75%
- 10Y*
- 13.22%
- ALL TIME*
- 10.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.01M | $4.02M | $5.98M | |
| $16.29M | $13.13M | $15.91M |
IFS vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IFS Intercorp Financial Services Inc. | 43.29% | 49.00% | 39.89% | -1.52% | -5.41% | -13.75% | -16.06% | 2.61% |
EPU iShares MSCI Peru ETF | 20.80% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 8.36% |
Correlation
The correlation between IFS and EPU is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2019 | 0.43 |
The correlation between IFS and EPU shifts across timeframes, from 0.42 (3 years) to 0.52 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IFS vs. EPU — Risk / Return Rank
IFS
EPU
IFS vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intercorp Financial Services Inc. (IFS) and iShares MSCI Peru ETF (EPU). 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.
| IFS | EPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.13 | 3.88 | +1.25 |
| Martin ratioReturn relative to average drawdown | 12.97 | 10.45 | +2.52 |
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Drawdowns
IFS vs. EPU - Drawdown Comparison
The maximum IFS drawdown since its inception was -55.33%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for IFS and EPU.
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Drawdown Indicators
| IFS | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.33% | -60.62% | +5.29% |
Max Drawdown (1Y)Largest decline over 1 year | -13.40% | -20.85% | +7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -28.42% | -20.85% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -44.33% | -35.59% | -8.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.97% | — |
Current DrawdownCurrent decline from peak | -3.91% | -6.86% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -24.34% | -18.72% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 7.72% | -2.44% |
Volatility
IFS vs. EPU - Volatility Comparison
The current volatility for Intercorp Financial Services Inc. (IFS) is 8.07%, while iShares MSCI Peru ETF (EPU) has a volatility of 9.00%. This indicates that IFS experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFS | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 9.00% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 28.23% | 27.47% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.51% | 32.03% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.29% | 25.09% | +7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.20% | 23.71% | +13.49% |
Dividends
IFS vs. EPU - Dividend Comparison
IFS's dividend yield for the trailing twelve months is around 3.09%, more than EPU's 1.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 1.98% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
IFS Intercorp Financial Services Inc. | 3.09% | 2.36% | 3.41% | 5.38% | 7.45% | 5.38% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IFS and EPU have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPU has higher volatility (9.00%) compared to IFS (8.07%). In terms of maximum drawdown, IFS dropped -55.33% vs EPU's -60.62%.
EPU currently has the higher Sharpe Ratio (2.52 vs 2.05), 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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