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INDA vs. RY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDA vs. RY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India ETF (INDA) and Royal Bank of Canada (RY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INDA achieves a -10.58% return, which is significantly lower than RY's 18.68% return. Over the past 10 years, INDA has underperformed RY with an annualized return of 7.09%, while RY has yielded a comparatively higher 17.18% annualized return.


INDA

1D
1.13%
1M
0.71%
YTD
-10.58%
6M
-9.05%
1Y
-10.57%
3Y*
4.51%
5Y*
2.79%
10Y*
7.09%

RY

1D
0.14%
1M
8.80%
YTD
18.68%
6M
21.99%
1Y
60.93%
3Y*
33.55%
5Y*
18.33%
10Y*
17.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INDA vs. RY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDA
iShares MSCI India ETF
-10.58%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%
RY
Royal Bank of Canada
18.68%46.29%23.80%12.72%-8.00%34.11%8.42%20.17%-12.88%24.95%

Correlation

The correlation between INDA and RY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.37

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

0.42

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Return for Risk

INDA vs. RY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 44
Calmar Ratio Rank
INDA Martin Ratio Rank: 22
Martin Ratio Rank

RY
RY Risk / Return Rank: 9797
Overall Rank
RY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
RY Sortino Ratio Rank: 9999
Sortino Ratio Rank
RY Omega Ratio Rank: 9898
Omega Ratio Rank
RY Calmar Ratio Rank: 9494
Calmar Ratio Rank
RY Martin Ratio Rank: 9797
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.

INDA vs. RY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India ETF (INDA) and Royal Bank of Canada (RY). 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.


INDARYDifference
Sharpe ratioReturn per unit of total volatility

-4.77

Sortino ratioReturn per unit of downside risk

-6.80

Omega ratioGain probability vs. loss probability

0.88

1.70

-0.82

Calmar ratioReturn relative to maximum drawdown

-0.63

5.97

-6.60

Martin ratioReturn relative to average drawdown

-1.46

22.22

-23.68

INDA vs. RY - Sharpe Ratio Comparison

The current INDA Sharpe Ratio is -0.80, which is lower than the RY Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of INDA and RY, 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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Drawdowns

INDA vs. RY - Drawdown Comparison

The maximum INDA drawdown since its inception was -45.07%, smaller than the maximum RY drawdown of -62.90%. Use the drawdown chart below to compare losses from any high point for INDA and RY.


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Drawdown Indicators


INDARYDifference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-62.90%

+17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-18.69%

-10.04%

-8.65%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-19.88%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.72%

-28.36%

+5.64%

Max Drawdown (10Y)

Largest decline over 10 years

-45.07%

-39.95%

-5.12%

Current Drawdown

Current decline from peak

-17.77%

0.00%

-17.77%

Average Drawdown

Average peak-to-trough decline

-9.59%

-9.32%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

2.69%

+5.40%

Volatility

INDA vs. RY - Volatility Comparison

iShares MSCI India ETF (INDA) and Royal Bank of Canada (RY) have volatilities of 4.16% and 4.01%, 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


INDARYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.01%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

11.34%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

15.10%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

18.00%

-2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

19.76%

+1.35%

Dividends

INDA vs. RY - Dividend Comparison

INDA has not paid dividends to shareholders, while RY's dividend yield for the trailing twelve months is around 2.32%.


PositionTTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
RY
Royal Bank of Canada
2.32%2.54%3.39%4.29%4.07%3.24%3.88%3.88%4.27%3.22%3.95%5.41%

Frequently Asked Questions


INDA and RY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDA has higher volatility (4.16%) compared to RY (4.01%). In terms of maximum drawdown, INDA dropped -45.07% vs RY's -62.90%.

RY currently has the higher Sharpe Ratio (3.97 vs -0.80), 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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