NSRGY vs. EWY
NSRGY (Nestlé S.A.) is a stock, while EWY (iShares MSCI South Korea ETF) is South Korea Equities fund tracking the MSCI Korea Index. Over the past 10 years, NSRGY returned 5.78%/yr vs 12.08%/yr for EWY. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
NSRGY vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, NSRGY achieves a 7.21% return, which is significantly lower than EWY's 48.33% return. Over the past 10 years, NSRGY has underperformed EWY with an annualized return of 5.78%, while EWY has yielded a comparatively higher 12.08% annualized return.
NSRGY
- 1D
- 1.37%
- 1M
- -2.68%
- 6M
- 13.04%
- YTD
- 7.21%
- 1Y
- 17.97%
- 3Y*
- -2.88%
- 5Y*
- -1.32%
- 10Y*
- 5.78%
- ALL TIME*
- 3.23%
EWY
- 1D
- -4.78%
- 1M
- -26.98%
- 6M
- 14.85%
- YTD
- 48.33%
- 1Y
- 100.64%
- 3Y*
- 31.91%
- 5Y*
- 12.53%
- 10Y*
- 12.08%
- ALL TIME*
- 9.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.04B | $4.29B | $4.02B | |
NSRGY Nestlé S.A. | $43.39M | $55.54M | $45.44M |
NSRGY vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 7.21% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
EWY iShares MSCI South Korea ETF | 48.33% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between NSRGY and EWY is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.27 |
Over the past year, the correlation between NSRGY and EWY has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
NSRGY vs. EWY — Risk / Return Rank
NSRGY
EWY
NSRGY vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.
| NSRGY | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.32 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.96 | -1.68 |
| Martin ratioReturn relative to average drawdown | 2.71 | 10.92 | -8.21 |
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Drawdowns
NSRGY vs. EWY - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, roughly equal to the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for NSRGY and EWY.
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Drawdown Indicators
| NSRGY | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -74.14% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -34.21% | +20.11% |
Max Drawdown (3Y)Largest decline over 3 years | -32.45% | -34.21% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -47.15% | +8.91% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -49.73% | +11.49% |
Current DrawdownCurrent decline from peak | -16.03% | -34.21% | +18.18% |
Average DrawdownAverage peak-to-trough decline | -24.10% | -20.10% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.66% | 9.25% | -2.59% |
Volatility
NSRGY vs. EWY - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 9.62%, while iShares MSCI South Korea ETF (EWY) has a volatility of 19.87%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSRGY | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 19.87% | -10.25% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 49.65% | -32.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.19% | 52.99% | -29.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 32.35% | -11.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.58% | 29.13% | -10.55% |
Dividends
NSRGY vs. EWY - Dividend Comparison
NSRGY's dividend yield for the trailing twelve months is around 3.94%, more than EWY's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 1.41% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
NSRGY Nestlé S.A. | 3.94% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
Frequently Asked Questions
NSRGY and EWY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (19.87%) compared to NSRGY (9.62%). In terms of maximum drawdown, NSRGY dropped -75.68% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (1.91 vs 0.78), 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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