JUVE.MI vs. IEUS
JUVE.MI (Juventus Football Club S.p.A.) is a stock, while IEUS (iShares MSCI Europe Small-Cap ETF) is Europe Equities fund tracking the MSCI Europe Small Cap Index. Over the past 10 years, JUVE.MI returned 0.30%/yr vs 7.39%/yr for IEUS. At a 0.24 correlation, their price movements are largely independent.
Performance
JUVE.MI vs. IEUS - Performance Comparison
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Different Trading Currencies
JUVE.MI is traded in EUR, while IEUS is traded in USD. To make them comparable, the IEUS values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, JUVE.MI achieves a -30.36% return, which is significantly lower than IEUS's 8.20% return. Over the past 10 years, JUVE.MI has underperformed IEUS with an annualized return of 0.30%, while IEUS has yielded a comparatively higher 7.39% annualized return.
JUVE.MI
- 1D
- 1.41%
- 1M
- 1.21%
- YTD
- -30.36%
- 6M
- -10.88%
- 1Y
- -37.53%
- 3Y*
- -14.83%
- 5Y*
- -19.94%
- 10Y*
- 0.30%
IEUS
- 1D
- 1.08%
- 1M
- 2.24%
- YTD
- 8.20%
- 6M
- 10.43%
- 1Y
- 12.55%
- 3Y*
- 11.74%
- 5Y*
- 3.97%
- 10Y*
- 7.39%
JUVE.MI vs. IEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JUVE.MI Juventus Football Club S.p.A. | -30.36% | -4.30% | 17.50% | -18.66% | -8.35% | -47.18% | -34.67% | 27.50% | 38.90% | 154.05% |
IEUS iShares MSCI Europe Small-Cap ETF | 8.20% | 16.39% | 4.90% | 13.82% | -22.55% | 23.67% | 3.67% | 32.65% | -16.42% | 18.45% |
Correlation
The correlation between JUVE.MI and IEUS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2007 | 0.24 |
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Return for Risk
JUVE.MI vs. IEUS — Risk / Return Rank
JUVE.MI
IEUS
JUVE.MI vs. IEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Juventus Football Club S.p.A. (JUVE.MI) and iShares MSCI Europe Small-Cap ETF (IEUS). 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.
| JUVE.MI | IEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.17 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.91 | 1.19 | -2.10 |
| Martin ratioReturn relative to average drawdown | -1.52 | 4.42 | -5.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JUVE.MI | IEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.13 | 0.93 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.22 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.40 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | 0.33 | -0.48 |
Drawdowns
JUVE.MI vs. IEUS - Drawdown Comparison
The maximum JUVE.MI drawdown since its inception was -88.72%, which is greater than IEUS's maximum drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for JUVE.MI and IEUS.
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Drawdown Indicators
| JUVE.MI | IEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.72% | -55.91% | -32.81% |
Max Drawdown (1Y)Largest decline over 1 year | -41.04% | -10.63% | -30.41% |
Max Drawdown (3Y)Largest decline over 3 years | -53.18% | -14.92% | -38.26% |
Max Drawdown (5Y)Largest decline over 5 years | -73.00% | -33.14% | -39.86% |
Max Drawdown (10Y)Largest decline over 10 years | -86.48% | -42.75% | -43.73% |
Current DrawdownCurrent decline from peak | -84.01% | -0.62% | -83.39% |
Average DrawdownAverage peak-to-trough decline | -63.31% | -11.16% | -52.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.68% | 2.85% | +21.83% |
Volatility
JUVE.MI vs. IEUS - Volatility Comparison
Juventus Football Club S.p.A. (JUVE.MI) has a higher volatility of 9.94% compared to iShares MSCI Europe Small-Cap ETF (IEUS) at 4.34%. This indicates that JUVE.MI's price experiences larger fluctuations and is considered to be riskier than IEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUVE.MI | IEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.94% | 4.34% | +5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 27.75% | 11.28% | +16.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.08% | 13.61% | +19.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.19% | 17.75% | +22.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.80% | 18.47% | +25.33% |
Dividends
JUVE.MI vs. IEUS - Dividend Comparison
JUVE.MI has not paid dividends to shareholders, while IEUS's dividend yield for the trailing twelve months is around 2.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 2.99% | 3.19% | 3.25% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.21% | 2.13% | 2.48% | 2.06% |
JUVE.MI Juventus Football Club S.p.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JUVE.MI and IEUS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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