IFS vs. EPU
IFS (Intercorp Financial Services Inc.) is a stock, while EPU (iShares MSCI Peru ETF) is Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index. Over the past 5 years, IFS returned 27.24%/yr vs 29.94%/yr for EPU. At a 0.43 correlation, their price movements are largely independent.
Performance
IFS vs. EPU - Performance Comparison
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Returns By Period
In the year-to-date period, IFS achieves a 46.90% return, which is significantly higher than EPU's 19.72% return.
IFS
- 1D
- -1.48%
- 1M
- 5.15%
- 6M
- 38.37%
- YTD
- 46.90%
- 1Y
- 69.65%
- 3Y*
- 39.68%
- 5Y*
- 27.24%
- 10Y*
- —
EPU
- 1D
- -1.33%
- 1M
- -1.08%
- 6M
- 7.53%
- YTD
- 19.72%
- 1Y
- 78.12%
- 3Y*
- 43.35%
- 5Y*
- 29.94%
- 10Y*
- 13.64%
IFS vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IFS Intercorp Financial Services Inc. | 46.90% | 49.00% | 39.89% | -1.52% | -5.41% | -13.75% | -16.06% | 2.61% |
EPU iShares MSCI Peru ETF | 19.72% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 8.36% |
Correlation
The correlation between IFS and EPU is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2019 | 0.43 |
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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 | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 3.77 | +1.46 |
| Martin ratioReturn relative to average drawdown | 13.18 | 10.39 | +2.78 |
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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 | -1.48% | -7.70% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -24.51% | -18.76% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 7.54% | -2.24% |
Volatility
IFS vs. EPU - Volatility Comparison
Intercorp Financial Services Inc. (IFS) and iShares MSCI Peru ETF (EPU) have volatilities of 9.78% and 9.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 9.78% | 9.54% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 28.13% | 27.25% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.41% | 31.60% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.74% | 25.20% | +7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.28% | 23.65% | +13.63% |
Dividends
IFS vs. EPU - Dividend Comparison
IFS's dividend yield for the trailing twelve months is around 3.01%, more than EPU's 2.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPU iShares MSCI Peru ETF | 2.00% | 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. | 3.01% | 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 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IFS has higher volatility (9.78%) compared to EPU (9.54%). In terms of maximum drawdown, IFS dropped -55.33% vs EPU's -60.62%.
EPU currently has the higher Sharpe Ratio (2.49 vs 2.10), 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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