EPI vs. ORA
Compare and contrast key facts about WisdomTree India Earnings Fund (EPI) and Ormat Technologies, Inc. (ORA).
EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPI or ORA.
Performance
EPI vs. ORA - Performance Comparison
Returns By Period
In the year-to-date period, EPI achieves a 12.59% return, which is significantly higher than ORA's 5.28% return. Over the past 10 years, EPI has underperformed ORA with an annualized return of 8.52%, while ORA has yielded a comparatively higher 11.78% annualized return.
EPI
12.59%
-4.73%
-0.02%
22.83%
15.88%
8.52%
ORA
5.28%
-1.08%
8.78%
21.33%
1.36%
11.78%
Key characteristics
| EPI | ORA | |
|---|---|---|
| Sharpe Ratio | 1.38 | 0.78 |
| Sortino Ratio | 1.74 | 1.23 |
| Omega Ratio | 1.28 | 1.15 |
| Calmar Ratio | 2.19 | 0.41 |
| Martin Ratio | 7.38 | 2.25 |
| Ulcer Index | 3.10% | 9.36% |
| Daily Std Dev | 16.52% | 27.11% |
| Max Drawdown | -66.21% | -73.96% |
| Current Drawdown | -9.17% | -35.51% |
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Correlation
The correlation between EPI and ORA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EPI vs. ORA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Ormat Technologies, Inc. (ORA). 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.
Dividends
EPI vs. ORA - Dividend Comparison
EPI has not paid dividends to shareholders, while ORA's dividend yield for the trailing twelve months is around 0.45%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
ORA Ormat Technologies, Inc. | 0.45% | 0.63% | 0.56% | 0.61% | 0.49% | 0.59% | 1.01% | 0.64% | 0.97% | 0.71% | 0.77% | 0.29% |
Drawdowns
EPI vs. ORA - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, smaller than the maximum ORA drawdown of -73.96%. Use the drawdown chart below to compare losses from any high point for EPI and ORA. For additional features, visit the drawdowns tool.
Volatility
EPI vs. ORA - Volatility Comparison
The current volatility for WisdomTree India Earnings Fund (EPI) is 3.79%, while Ormat Technologies, Inc. (ORA) has a volatility of 7.73%. This indicates that EPI experiences smaller price fluctuations and is considered to be less risky than ORA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.