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ISSC vs. EDD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISSC vs. EDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovative Solutions and Support, Inc. (ISSC) and Morgan Stanley Emerging Markets Domestic Fund (EDD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISSC achieves a -3.43% return, which is significantly lower than EDD's 14.80% return. Over the past 10 years, ISSC has outperformed EDD with an annualized return of 23.25%, while EDD has yielded a comparatively lower 5.50% annualized return.


ISSC

1D
4.75%
1M
2.58%
6M
-1.08%
YTD
-3.43%
1Y
17.70%
3Y*
30.66%
5Y*
20.94%
10Y*
23.25%
ALL TIME*
7.98%

EDD

1D
-0.17%
1M
0.69%
6M
6.55%
YTD
14.80%
1Y
27.62%
3Y*
18.63%
5Y*
8.18%
10Y*
5.50%
ALL TIME*
2.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.10M$3.03M$2.42M
$6.02M$5.39M$7.81M

ISSC vs. EDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISSC
Innovative Solutions and Support, Inc.
-3.43%121.78%0.12%3.77%25.32%0.61%29.83%158.41%-23.13%-11.71%
EDD
Morgan Stanley Emerging Markets Domestic Fund
14.80%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%

Correlation

The correlation between ISSC and EDD is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.12

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2007

0.13

The correlation between ISSC and EDD shifts across timeframes, from 0.12 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISSC vs. EDD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISSC
ISSC Risk / Return Rank: 5454
Overall Rank
ISSC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISSC Sortino Ratio Rank: 5757
Sortino Ratio Rank
ISSC Omega Ratio Rank: 5757
Omega Ratio Rank
ISSC Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISSC Martin Ratio Rank: 5252
Martin Ratio Rank

EDD
EDD Risk / Return Rank: 5757
Overall Rank
EDD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 7070
Sortino Ratio Rank
EDD Omega Ratio Rank: 6969
Omega Ratio Rank
EDD Calmar Ratio Rank: 3838
Calmar Ratio Rank
EDD Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISSC vs. EDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovative Solutions and Support, Inc. (ISSC) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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.


ISSCEDDDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.12

1.29

-0.17

Calmar ratioReturn relative to maximum drawdown

0.31

1.57

-1.26

Martin ratioReturn relative to average drawdown

0.51

5.03

-4.52

ISSC vs. EDD - Sharpe Ratio Comparison

The current ISSC Sharpe Ratio is 0.21, which is lower than the EDD Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ISSC and EDD, 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

ISSC vs. EDD - Drawdown Comparison

The maximum ISSC drawdown since its inception was -89.03%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for ISSC and EDD.


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Drawdown Indicators


ISSCEDDDifference

Max Drawdown

Largest peak-to-trough decline

-89.03%

-59.38%

-29.65%

Max Drawdown (1Y)

Largest decline over 1 year

-57.83%

-17.67%

-40.16%

Max Drawdown (3Y)

Largest decline over 3 years

-57.83%

-17.67%

-40.16%

Max Drawdown (5Y)

Largest decline over 5 years

-57.83%

-32.04%

-25.79%

Max Drawdown (10Y)

Largest decline over 10 years

-62.41%

-42.70%

-19.71%

Current Drawdown

Current decline from peak

-40.15%

-2.84%

-37.31%

Average Drawdown

Average peak-to-trough decline

-50.53%

-24.06%

-26.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.89%

5.50%

+29.39%

Volatility

ISSC vs. EDD - Volatility Comparison

Innovative Solutions and Support, Inc. (ISSC) has a higher volatility of 12.44% compared to Morgan Stanley Emerging Markets Domestic Fund (EDD) at 4.62%. This indicates that ISSC's price experiences larger fluctuations and is considered to be riskier than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISSCEDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.44%

4.62%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

54.25%

13.86%

+40.39%

Volatility (1Y)

Calculated over the trailing 1-year period

83.04%

16.72%

+66.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.26%

15.57%

+43.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.17%

17.66%

+39.51%

Dividends

ISSC vs. EDD - Dividend Comparison

ISSC has not paid dividends to shareholders, while EDD's dividend yield for the trailing twelve months is around 10.82%.


PositionTTM20252024202320222021202020192018201720162015
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.82%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%
ISSC
Innovative Solutions and Support, Inc.
0.00%0.00%0.00%0.00%0.01%0.00%17.64%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISSC and EDD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISSC has higher volatility (12.44%) compared to EDD (4.62%). In terms of maximum drawdown, ISSC dropped -89.03% vs EDD's -59.38%.

EDD currently has the higher Sharpe Ratio (1.66 vs 0.21), 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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