OSK vs. EWN
OSK (Oshkosh Corporation) is a stock, while EWN (iShares MSCI Netherlands ETF) is Europe Equities fund tracking the MSCI Netherlands Investable Market Index. Over the past 10 years, OSK returned 12.97%/yr vs 12.79%/yr for EWN. At a 0.39 correlation, their price movements are largely independent.
Performance
OSK vs. EWN - Performance Comparison
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Returns By Period
In the year-to-date period, OSK achieves a 7.54% return, which is significantly lower than EWN's 18.09% return. Both investments have delivered pretty close results over the past 10 years, with OSK having a 12.97% annualized return and EWN not far behind at 12.79%.
OSK
- 1D
- 1.70%
- 1M
- -10.16%
- YTD
- 7.54%
- 6M
- 5.42%
- 1Y
- 33.05%
- 3Y*
- 19.90%
- 5Y*
- 2.07%
- 10Y*
- 12.97%
EWN
- 1D
- -1.30%
- 1M
- 8.53%
- YTD
- 18.09%
- 6M
- 18.14%
- 1Y
- 33.81%
- 3Y*
- 19.93%
- 5Y*
- 8.69%
- 10Y*
- 12.79%
OSK vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OSK Oshkosh Corporation | 7.54% | 34.49% | -10.83% | 25.23% | -20.49% | 32.52% | -7.53% | 56.59% | -31.62% | 42.35% |
EWN iShares MSCI Netherlands ETF | 18.09% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
Correlation
The correlation between OSK and EWN is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1996 | 0.39 |
The correlation between OSK and EWN shifts across timeframes, from 0.39 (all time) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OSK vs. EWN — Risk / Return Rank
OSK
EWN
OSK vs. EWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oshkosh Corporation (OSK) and iShares MSCI Netherlands ETF (EWN). 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.
| OSK | EWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.57 | -1.56 |
| Martin ratioReturn relative to average drawdown | 2.82 | 9.70 | -6.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OSK | EWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.73 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.38 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.60 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.31 | +0.03 |
Drawdowns
OSK vs. EWN - Drawdown Comparison
The maximum OSK drawdown since its inception was -93.84%, which is greater than EWN's maximum drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for OSK and EWN.
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Drawdown Indicators
| OSK | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -65.22% | -28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -33.06% | -13.24% | -19.82% |
Max Drawdown (3Y)Largest decline over 3 years | -36.66% | -19.77% | -16.89% |
Max Drawdown (5Y)Largest decline over 5 years | -45.57% | -43.57% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -48.68% | -43.57% | -5.11% |
Current DrawdownCurrent decline from peak | -24.33% | -1.30% | -23.03% |
Average DrawdownAverage peak-to-trough decline | -23.21% | -16.35% | -6.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.75% | 3.49% | +8.26% |
Volatility
OSK vs. EWN - Volatility Comparison
Oshkosh Corporation (OSK) has a higher volatility of 16.08% compared to iShares MSCI Netherlands ETF (EWN) at 7.50%. This indicates that OSK's price experiences larger fluctuations and is considered to be riskier than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OSK | EWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.08% | 7.50% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 31.08% | 16.37% | +14.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.87% | 19.68% | +19.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.26% | 22.88% | +11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.28% | 21.36% | +13.92% |
Dividends
OSK vs. EWN - Dividend Comparison
OSK's dividend yield for the trailing twelve months is around 1.61%, less than EWN's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 4.26% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
OSK Oshkosh Corporation | 1.61% | 1.62% | 1.94% | 1.51% | 1.68% | 1.21% | 1.43% | 1.17% | 1.61% | 0.96% | 1.21% | 1.74% |
Frequently Asked Questions
OSK and EWN have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OSK has higher volatility (16.08%) compared to EWN (7.50%). In terms of maximum drawdown, OSK dropped -93.84% vs EWN's -65.22%.
EWN currently has the higher Sharpe Ratio (1.73 vs 0.86), 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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