LEU vs. EWY
LEU (Centrus Energy Corp.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, LEU returned 47.93%/yr vs 17.58%/yr for EWY. At a 0.26 correlation, their price movements are largely independent.
Performance
LEU vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, LEU achieves a -27.23% return, which is significantly lower than EWY's 117.50% return. Over the past 10 years, LEU has outperformed EWY with an annualized return of 47.93%, while EWY has yielded a comparatively lower 17.58% annualized return.
LEU
- 1D
- 8.65%
- 1M
- -3.26%
- YTD
- -27.23%
- 6M
- -22.77%
- 1Y
- 8.88%
- 3Y*
- 70.88%
- 5Y*
- 44.30%
- 10Y*
- 47.93%
EWY
- 1D
- 7.09%
- 1M
- 18.22%
- YTD
- 117.50%
- 6M
- 133.15%
- 1Y
- 225.50%
- 3Y*
- 50.62%
- 5Y*
- 20.64%
- 10Y*
- 17.58%
LEU vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEU Centrus Energy Corp. | -27.23% | 264.45% | 22.42% | 67.52% | -34.92% | 115.78% | 236.19% | 307.10% | -57.86% | -37.15% |
EWY iShares MSCI South Korea ETF | 117.50% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between LEU and EWY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 12, 2000 | 0.26 |
The correlation between LEU and EWY shifts across timeframes, from 0.23 (10 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LEU vs. EWY — Risk / Return Rank
LEU
EWY
LEU vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) and iShares MSCI South Korea ETF (EWY). 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.
| LEU | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.64 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 0.13 | 9.84 | -9.70 |
| Martin ratioReturn relative to average drawdown | 0.23 | 34.39 | -34.16 |
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Drawdowns
LEU vs. EWY - Drawdown Comparison
The maximum LEU drawdown since its inception was -99.98%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for LEU and EWY.
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Drawdown Indicators
| LEU | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -74.14% | -25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -66.37% | -23.08% | -43.29% |
Max Drawdown (3Y)Largest decline over 3 years | -66.37% | -27.36% | -39.01% |
Max Drawdown (5Y)Largest decline over 5 years | -78.23% | -48.55% | -29.68% |
Max Drawdown (10Y)Largest decline over 10 years | -83.84% | -49.73% | -34.11% |
Current DrawdownCurrent decline from peak | -97.39% | -2.42% | -94.97% |
Average DrawdownAverage peak-to-trough decline | -73.98% | -20.11% | -53.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.79% | 6.59% | +32.20% |
Volatility
LEU vs. EWY - Volatility Comparison
Centrus Energy Corp. (LEU) and iShares MSCI South Korea ETF (EWY) have volatilities of 25.86% and 26.48%, 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
| LEU | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.86% | 26.48% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 67.00% | 43.04% | +23.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.81% | 47.01% | +44.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.46% | 30.33% | +56.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.37% | 28.15% | +54.22% |
Dividends
LEU vs. EWY - Dividend Comparison
LEU has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 0.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 0.96% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
LEU Centrus Energy Corp. | 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
LEU and EWY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (26.48%) compared to LEU (25.86%). In terms of maximum drawdown, LEU dropped -99.98% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (4.84 vs 0.10), 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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