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IRS vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRS vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRS achieves a -8.46% return, which is significantly lower than EMB's 1.90% return. Over the past 10 years, IRS has outperformed EMB with an annualized return of 3.79%, while EMB has yielded a comparatively lower 2.87% annualized return.


IRS

1D
-1.69%
1M
-9.93%
6M
-8.69%
YTD
-8.46%
1Y
14.14%
3Y*
36.50%
5Y*
37.65%
10Y*
3.79%

EMB

1D
-0.15%
1M
-0.71%
6M
1.77%
YTD
1.90%
1Y
9.82%
3Y*
8.69%
5Y*
1.72%
10Y*
2.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRS vs. EMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
-8.46%21.60%103.74%99.57%17.65%-5.54%-33.08%-45.90%-53.72%76.69%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
1.90%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%

Correlation

The correlation between IRS and EMB is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.38

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

0.32

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

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2007

0.23

The correlation between IRS and EMB shifts across timeframes, from 0.23 (all time) to 0.38 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IRS vs. EMB — Risk / Return Rank

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

IRS
IRS Risk / Return Rank: 5555
Overall Rank
IRS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IRS Sortino Ratio Rank: 5656
Sortino Ratio Rank
IRS Omega Ratio Rank: 5252
Omega Ratio Rank
IRS Calmar Ratio Rank: 5656
Calmar Ratio Rank
IRS Martin Ratio Rank: 5555
Martin Ratio Rank

EMB
EMB Risk / Return Rank: 6666
Overall Rank
EMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMB Omega Ratio Rank: 7272
Omega Ratio Rank
EMB Calmar Ratio Rank: 5454
Calmar Ratio Rank
EMB Martin Ratio Rank: 6666
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.

IRS vs. EMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.


IRSEMBDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratioReturn relative to maximum drawdown

0.46

2.19

-1.73

Martin ratioReturn relative to average drawdown

0.89

9.33

-8.44

IRS vs. EMB - Sharpe Ratio Comparison

The current IRS Sharpe Ratio is 0.26, which is lower than the EMB Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IRS and EMB, 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

IRS vs. EMB - Drawdown Comparison

The maximum IRS drawdown since its inception was -92.99%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for IRS and EMB.


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Drawdown Indicators


IRSEMBDifference

Max Drawdown

Largest peak-to-trough decline

-92.99%

-34.70%

-58.29%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-4.51%

-26.13%

Max Drawdown (3Y)

Largest decline over 3 years

-35.01%

-7.95%

-27.06%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-28.74%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-91.24%

-28.74%

-62.50%

Current Drawdown

Current decline from peak

-22.46%

-0.86%

-21.60%

Average Drawdown

Average peak-to-trough decline

-57.30%

-5.03%

-52.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.88%

1.05%

+14.83%

Volatility

IRS vs. EMB - Volatility Comparison

IRSA Inversiones y Representaciones Sociedad Anónima (IRS) has a higher volatility of 8.68% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.31%. This indicates that IRS's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRSEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.68%

1.31%

+7.37%

Volatility (6M)

Calculated over the trailing 6-month period

30.86%

4.76%

+26.10%

Volatility (1Y)

Calculated over the trailing 1-year period

54.25%

5.60%

+48.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.63%

9.76%

+39.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.70%

9.95%

+43.75%

Dividends

IRS vs. EMB - Dividend Comparison

IRS's dividend yield for the trailing twelve months is around 9.35%, more than EMB's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.09%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
9.35%8.56%10.79%18.63%3.91%0.00%1.25%0.00%0.00%9.27%0.00%0.00%

Frequently Asked Questions


IRS and EMB 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.

IRS has higher volatility (8.68%) compared to EMB (1.31%). In terms of maximum drawdown, IRS dropped -92.99% vs EMB's -34.70%.

EMB currently has the higher Sharpe Ratio (1.76 vs 0.26), 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.

Portfolio Optimizer

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