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IMMR vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMMR vs. EMXC

Last updated Jun 4, 2026

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 -3.35%/yr vs 12.76%/yr for EMXC. At a 0.35 correlation, their price movements are largely independent.

Performance

IMMR vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IMMR achieves a -2.47% return, which is significantly lower than EMXC's 41.72% return.

IMMR

1D
-6.22%
1M
-0.31%
YTD
-2.47%
6M
-2.18%
1Y
-13.11%
3Y*
-1.02%
5Y*
-3.35%
10Y*
1.17%

EMXC

1D
-1.00%
1M
12.61%
YTD
41.72%
6M
46.94%
1Y
77.94%
3Y*
29.08%
5Y*
12.76%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMMR vs. EMXC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IMMR
Immersion Corporation		-2.47%-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		41.72%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.01%

Correlation

The correlation between IMMR and EMXC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.35

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 27, 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.

Immersion Corporation

iShares MSCI Emerging Markets ex China ETF

Often compared with IMMR:
IMMR vs. IPARIMMR vs. FKWLIMMR vs. GCTIMMR vs. DDOGIMMR vs. NVDAIMMR vs. VOOIMMR vs. ACGL
Often compared with EMXC:
EMXC vs. XCEMEMXC vs. IEMGEMXC vs. VWOEMXC vs. EEMEMXC vs. SPEMEMXC vs. VEXCEMXC vs. VNM

Return for Risk

IMMR vs. EMXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMMR
IMMR Risk / Return Rank: 2626
Overall Rank
IMMR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IMMR Omega Ratio Rank: 2525
Omega Ratio Rank
IMMR Calmar Ratio Rank: 2727
Calmar Ratio Rank
IMMR Martin Ratio Rank: 2626
Martin Ratio Rank
EMXC
EMXC Risk / Return Rank: 9191
Overall Rank
EMXC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9191
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9191
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.

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.

IMMREMXCDifference
Sharpe ratioReturn per unit of total volatility
-0.34
3.61

-3.95

Sortino ratioReturn per unit of downside risk
-0.24
4.39

-4.64

Omega ratioGain probability vs. loss probability

0.97

1.64

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.43

5.44

-5.86

Martin ratioReturn relative to average drawdown

-0.79

21.99

-22.78

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMMR vs. EMXC - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.34, which is lower than the EMXC Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of IMMR and EMXC, 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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Sharpe Ratios by Period

IMMREMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

3.61

-3.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.74

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.55

-0.59

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.

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Drawdown Indicators

IMMREMXCDifference

Max Drawdown

Largest peak-to-trough decline

-98.66%

-42.81%

-55.85%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-14.41%

-16.45%

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 Drawdown

Current decline from peak

-89.95%

-1.00%

-88.95%

Average Drawdown

Average peak-to-trough decline

-88.21%

-10.19%

-78.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.67%

3.56%

+13.11%

Volatility

IMMR vs. EMXC - Volatility Comparison

Immersion Corporation (IMMR) has a higher volatility of 11.50% compared to iShares MSCI Emerging Markets ex China ETF (EMXC) at 9.88%. 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.

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Volatility by Period

IMMREMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.50%

9.88%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

26.47%

19.34%

+7.13%

Volatility (1Y)

Calculated over the trailing 1-year period

39.41%

21.70%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.74%

17.45%

+28.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.29%

19.82%

+31.47%

Dividends

IMMR vs. EMXC - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.70%, more than EMXC's 1.99% yield.

PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF		1.99%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
IMMR
Immersion Corporation		3.70%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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMMR has higher volatility (11.50%) compared to EMXC (9.88%). In terms of maximum drawdown, IMMR dropped -98.66% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (3.61 vs -0.34), 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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