IMMR vs. EMXC
IMMR (Immersion Corporation) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past 5 years, IMMR returned 3.17%/yr vs 10.90%/yr for EMXC. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
IMMR vs. EMXC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IMMR achieves a 13.87% return, which is significantly lower than EMXC's 28.12% return.
IMMR
- 1D
- -1.06%
- 1M
- 11.58%
- 6M
- 12.24%
- YTD
- 13.87%
- 1Y
- 14.44%
- 3Y*
- 5.68%
- 5Y*
- 3.17%
- 10Y*
- 2.90%
- ALL TIME*
- -2.62%
EMXC
- 1D
- 0.49%
- 1M
- -4.55%
- 6M
- 15.83%
- YTD
- 28.12%
- 1Y
- 51.73%
- 3Y*
- 23.89%
- 5Y*
- 10.90%
- 10Y*
- —
- ALL TIME*
- 9.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $255.60M | $267.52M | $279.80M | |
| $6.48M | $4.90M | $4.16M |
IMMR vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 13.87% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -18.76% |
EMXC iShares MSCI Emerging Markets ex China ETF | 28.12% | 35.14% | 2.68% | 18.96% | -19.56% | 8.54% | 12.76% | 15.80% | -12.96% | 7.16% |
Correlation
The correlation between IMMR and EMXC is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017 | 0.35 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IMMR vs. EMXC — Risk / Return Rank
IMMR
EMXC
IMMR vs. EMXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.
| IMMR | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.35 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.82 | -2.23 |
| Martin ratioReturn relative to average drawdown | 1.33 | 9.91 | -8.58 |
Loading charts...
Drawdowns
IMMR vs. EMXC - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for IMMR and EMXC.
Loading charts...
Drawdown Indicators
| IMMR | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -42.81% | -55.85% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -18.43% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -19.12% | -37.78% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -28.91% | -27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -88.26% | -13.07% | -75.19% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -10.15% | -78.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.86% | 5.23% | +5.63% |
Volatility
IMMR vs. EMXC - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 19.81% compared to iShares MSCI Emerging Markets ex China ETF (EMXC) at 10.77%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IMMR | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.81% | 10.77% | +9.04% |
Volatility (6M)Calculated over the trailing 6-month period | 32.99% | 25.82% | +7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.92% | 27.64% | +16.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.42% | 19.04% | +27.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.29% | 20.50% | +30.79% |
Dividends
IMMR vs. EMXC - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.61%, more than EMXC's 2.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 2.08% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% |
IMMR Immersion Corporation | 3.61% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IMMR and EMXC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (19.81%) compared to EMXC (10.77%). In terms of maximum drawdown, IMMR dropped -98.66% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (1.88 vs 0.33), 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.
Find the right allocation for IMMR and EMXC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer