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 -3.07%/yr vs 12.45%/yr for EMXC. At a 0.35 correlation, their price movements are largely independent.
Performance
IMMR vs. EMXC - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a -2.17% return, which is significantly lower than EMXC's 38.31% return.
IMMR
- 1D
- -1.22%
- 1M
- 3.67%
- YTD
- -2.17%
- 6M
- -3.45%
- 1Y
- -14.06%
- 3Y*
- 2.63%
- 5Y*
- -3.07%
- 10Y*
- -0.20%
EMXC
- 1D
- 0.30%
- 1M
- 5.15%
- YTD
- 38.31%
- 6M
- 39.71%
- 1Y
- 64.42%
- 3Y*
- 27.78%
- 5Y*
- 12.45%
- 10Y*
- —
IMMR vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | -2.17% | -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 | 38.31% | 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 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017 | 0.35 |
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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 | -2.93 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.48 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 4.49 | -4.95 |
| Martin ratioReturn relative to average drawdown | -0.82 | 17.10 | -17.92 |
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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
| IMMR | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -89.91% | -6.16% | -83.75% |
Average DrawdownAverage peak-to-trough decline | -88.20% | -10.15% | -78.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.09% | 3.78% | +13.31% |
Volatility
IMMR vs. EMXC - Volatility Comparison
The current volatility for Immersion Corporation (IMMR) is 12.80%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 14.74%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky 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
| IMMR | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.80% | 14.74% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 27.45% | 23.43% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.81% | 25.26% | +14.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.71% | 18.40% | +27.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.02% | 20.24% | +30.78% |
Dividends
IMMR vs. EMXC - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.69%, more than EMXC's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.93% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% |
IMMR Immersion Corporation | 3.69% | 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 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMXC has higher volatility (14.74%) compared to IMMR (12.80%). In terms of maximum drawdown, IMMR dropped -98.66% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (2.57 vs -0.36), 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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