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NXT vs. EWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXT vs. EWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nextracker Inc (NXT) and iShares MSCI Spain ETF (EWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXT achieves a 72.56% return, which is significantly higher than EWP's 6.66% return.


NXT

1D
2.63%
1M
21.87%
YTD
72.56%
6M
65.82%
1Y
164.09%
3Y*
55.99%
5Y*
10Y*

EWP

1D
1.11%
1M
2.28%
YTD
6.66%
6M
11.07%
1Y
36.42%
3Y*
31.66%
5Y*
17.28%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXT vs. EWP - Yearly Performance Comparison


2026 (YTD)202520242023
NXT
Nextracker Inc
72.56%138.46%-22.03%53.81%
EWP
iShares MSCI Spain ETF
6.66%78.03%5.70%16.01%

Correlation

The correlation between NXT and EWP 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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2023

0.26

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Return for Risk

NXT vs. EWP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NXT
NXT Risk / Return Rank: 9191
Overall Rank
NXT Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
NXT Sortino Ratio Rank: 8989
Sortino Ratio Rank
NXT Omega Ratio Rank: 8585
Omega Ratio Rank
NXT Calmar Ratio Rank: 9595
Calmar Ratio Rank
NXT Martin Ratio Rank: 9393
Martin Ratio Rank

EWP
EWP Risk / Return Rank: 6060
Overall Rank
EWP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EWP Sortino Ratio Rank: 5656
Sortino Ratio Rank
EWP Omega Ratio Rank: 5656
Omega Ratio Rank
EWP Calmar Ratio Rank: 6666
Calmar Ratio Rank
EWP Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NXT vs. EWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nextracker Inc (NXT) and iShares MSCI Spain ETF (EWP). 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.


NXTEWPDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

7.10

3.21

+3.88

Martin ratioReturn relative to average drawdown

15.10

11.44

+3.67

NXT vs. EWP - Sharpe Ratio Comparison

The current NXT Sharpe Ratio is 2.60, which is higher than the EWP Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of NXT and EWP, 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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Sharpe Ratios by Period


NXTEWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.95

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.31

+0.72

Drawdowns

NXT vs. EWP - Drawdown Comparison

The maximum NXT drawdown since its inception was -48.61%, smaller than the maximum EWP drawdown of -61.19%. Use the drawdown chart below to compare losses from any high point for NXT and EWP.


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Drawdown Indicators


NXTEWPDifference

Max Drawdown

Largest peak-to-trough decline

-48.61%

-61.19%

+12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-11.38%

-11.89%

Max Drawdown (3Y)

Largest decline over 3 years

-48.61%

-12.19%

-36.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-46.36%

Current Drawdown

Current decline from peak

-3.89%

-1.52%

-2.37%

Average Drawdown

Average peak-to-trough decline

-15.31%

-21.43%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

3.19%

+7.72%

Volatility

NXT vs. EWP - Volatility Comparison

Nextracker Inc (NXT) has a higher volatility of 24.12% compared to iShares MSCI Spain ETF (EWP) at 5.74%. This indicates that NXT's price experiences larger fluctuations and is considered to be riskier than EWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXTEWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.12%

5.74%

+18.38%

Volatility (6M)

Calculated over the trailing 6-month period

47.08%

15.65%

+31.43%

Volatility (1Y)

Calculated over the trailing 1-year period

63.54%

18.72%

+44.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.27%

20.25%

+40.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.27%

22.23%

+38.04%

Dividends

NXT vs. EWP - Dividend Comparison

NXT has not paid dividends to shareholders, while EWP's dividend yield for the trailing twelve months is around 2.13%.


PositionTTM20252024202320222021202020192018201720162015
EWP
iShares MSCI Spain ETF
2.13%2.27%4.35%2.70%3.07%3.29%2.56%3.72%3.69%2.72%4.65%3.85%
NXT
Nextracker Inc
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


NXT and EWP 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.

NXT has higher volatility (24.12%) compared to EWP (5.74%). In terms of maximum drawdown, NXT dropped -48.61% vs EWP's -61.19%.

NXT currently has the higher Sharpe Ratio (2.60 vs 1.95), 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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