NEGG vs. EUAD
NEGG (Newegg Commerce, Inc.) is a stock, while EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index. Over the past year, NEGG returned 77.83% vs 2.75% for EUAD. At a 0.20 correlation, their price movements are largely independent.
Performance
NEGG vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, NEGG achieves a -63.49% return, which is significantly lower than EUAD's -2.37% return.
NEGG
- 1D
- -0.43%
- 1M
- -20.37%
- YTD
- -63.49%
- 6M
- -70.11%
- 1Y
- 77.83%
- 3Y*
- -9.01%
- 5Y*
- -38.30%
- 10Y*
- -23.00%
EUAD
- 1D
- -0.77%
- 1M
- 4.47%
- YTD
- -2.37%
- 6M
- -0.54%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NEGG vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
NEGG Newegg Commerce, Inc. | -63.49% | 540.26% | -36.13% |
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.37% | 74.51% | -6.86% |
Correlation
The correlation between NEGG and EUAD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.20 |
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Return for Risk
NEGG vs. EUAD — Risk / Return Rank
NEGG
EUAD
NEGG vs. EUAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Newegg Commerce, Inc. (NEGG) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.
| NEGG | EUAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.04 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 0.13 | +0.77 |
| Martin ratioReturn relative to average drawdown | 1.35 | 0.30 | +1.05 |
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Drawdowns
NEGG vs. EUAD - Drawdown Comparison
The maximum NEGG drawdown since its inception was -99.83%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for NEGG and EUAD.
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Drawdown Indicators
| NEGG | EUAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.83% | -22.04% | -77.79% |
Max Drawdown (1Y)Largest decline over 1 year | -86.90% | -22.04% | -64.86% |
Max Drawdown (3Y)Largest decline over 3 years | -90.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.74% | — | — |
Current DrawdownCurrent decline from peak | -99.08% | -14.81% | -84.27% |
Average DrawdownAverage peak-to-trough decline | -85.54% | -5.88% | -79.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.06% | 9.34% | +48.72% |
Volatility
NEGG vs. EUAD - Volatility Comparison
Newegg Commerce, Inc. (NEGG) has a higher volatility of 22.82% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 9.65%. This indicates that NEGG's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEGG | EUAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.82% | 9.65% | +13.17% |
Volatility (6M)Calculated over the trailing 6-month period | 64.39% | 24.40% | +39.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.18% | 29.15% | +153.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 152.40% | 29.90% | +122.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.24% | 29.90% | +115.34% |
Dividends
NEGG vs. EUAD - Dividend Comparison
NEGG has not paid dividends to shareholders, while EUAD's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
NEGG Newegg Commerce, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NEGG and EUAD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEGG has higher volatility (22.82%) compared to EUAD (9.65%). In terms of maximum drawdown, NEGG dropped -99.83% vs EUAD's -22.04%.
NEGG currently has the higher Sharpe Ratio (0.43 vs 0.09), 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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