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IRS vs. ILF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRS vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and iShares Latin American 40 ETF (ILF). 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 -10.28% return, which is significantly lower than ILF's 11.66% return. Over the past 10 years, IRS has underperformed ILF with an annualized return of 5.41%, while ILF has yielded a comparatively higher 8.33% annualized return.


IRS

1D
-1.98%
1M
5.55%
YTD
-10.28%
6M
-3.39%
1Y
6.95%
3Y*
47.83%
5Y*
41.28%
10Y*
5.41%

ILF

1D
-2.72%
1M
-4.92%
YTD
11.66%
6M
10.51%
1Y
39.82%
3Y*
15.62%
5Y*
8.53%
10Y*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRS vs. ILF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
-10.28%21.60%103.74%99.57%17.65%-5.54%-33.08%-45.90%-53.72%76.69%
ILF
iShares Latin American 40 ETF
11.66%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%

Correlation

The correlation between IRS and ILF is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.41

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

0.40

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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2001

0.31

The correlation between IRS and ILF shifts across timeframes, from 0.31 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IRS vs. ILF — Risk / Return Rank

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

IRS
IRS Risk / Return Rank: 4545
Overall Rank
IRS Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IRS Sortino Ratio Rank: 4545
Sortino Ratio Rank
IRS Omega Ratio Rank: 4343
Omega Ratio Rank
IRS Calmar Ratio Rank: 4646
Calmar Ratio Rank
IRS Martin Ratio Rank: 4545
Martin Ratio Rank

ILF
ILF Risk / Return Rank: 5454
Overall Rank
ILF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 4949
Sortino Ratio Rank
ILF Omega Ratio Rank: 4949
Omega Ratio Rank
ILF Calmar Ratio Rank: 6363
Calmar Ratio Rank
ILF Martin Ratio Rank: 5555
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. ILF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IRSA Inversiones y Representaciones Sociedad Anónima (IRS) and iShares Latin American 40 ETF (ILF). 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.


IRSILFDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.23

3.16

-2.93

Martin ratioReturn relative to average drawdown

0.46

9.70

-9.24

IRS vs. ILF - Sharpe Ratio Comparison

The current IRS Sharpe Ratio is 0.13, which is lower than the ILF Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IRS and ILF, 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


IRSILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.84

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.37

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.29

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.30

-0.27

Drawdowns

IRS vs. ILF - Drawdown Comparison

The maximum IRS drawdown since its inception was -92.99%, which is greater than ILF's maximum drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for IRS and ILF.


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Drawdown Indicators


IRSILFDifference

Max Drawdown

Largest peak-to-trough decline

-92.99%

-67.48%

-25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-12.67%

-17.97%

Max Drawdown (3Y)

Largest decline over 3 years

-35.01%

-23.97%

-11.04%

Max Drawdown (5Y)

Largest decline over 5 years

-37.93%

-29.71%

-8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-91.24%

-57.79%

-33.45%

Current Drawdown

Current decline from peak

-23.99%

-10.76%

-13.23%

Average Drawdown

Average peak-to-trough decline

-57.45%

-23.94%

-33.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.23%

4.12%

+11.11%

Volatility

IRS vs. ILF - Volatility Comparison

IRSA Inversiones y Representaciones Sociedad Anónima (IRS) has a higher volatility of 13.60% compared to iShares Latin American 40 ETF (ILF) at 6.49%. This indicates that IRS's price experiences larger fluctuations and is considered to be riskier than ILF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRSILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.60%

6.49%

+7.11%

Volatility (6M)

Calculated over the trailing 6-month period

28.35%

18.52%

+9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

53.19%

21.76%

+31.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.91%

23.18%

+26.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.61%

28.44%

+25.17%

Dividends

IRS vs. ILF - Dividend Comparison

IRS's dividend yield for the trailing twelve months is around 9.54%, more than ILF's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
ILF
iShares Latin American 40 ETF
3.93%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%
IRS
IRSA Inversiones y Representaciones Sociedad Anónima
9.54%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 ILF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRS has higher volatility (13.60%) compared to ILF (6.49%). In terms of maximum drawdown, IRS dropped -92.99% vs ILF's -67.48%.

ILF currently has the higher Sharpe Ratio (1.84 vs 0.13), 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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