REG vs. EMXC
REG (Regency Centers Corporation) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past 5 years, REG returned 7.22%/yr vs 12.76%/yr for EMXC. At a 0.30 correlation, their price movements are largely independent.
Performance
REG vs. EMXC - Performance Comparison
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Returns By Period
In the year-to-date period, REG achieves a 11.62% return, which is significantly lower than EMXC's 41.72% return.
REG
- 1D
- 0.37%
- 1M
- -3.10%
- YTD
- 11.62%
- 6M
- 11.42%
- 1Y
- 11.07%
- 3Y*
- 13.95%
- 5Y*
- 7.22%
- 10Y*
- 3.62%
EMXC
- 1D
- -1.00%
- 1M
- 12.61%
- YTD
- 41.72%
- 6M
- 46.94%
- 1Y
- 77.94%
- 3Y*
- 29.08%
- 5Y*
- 12.76%
- 10Y*
- —
REG vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REG Regency Centers Corporation | 11.62% | -2.78% | 14.90% | 11.85% | -13.59% | 71.41% | -23.86% | 11.43% | -12.00% | 7.05% |
EMXC iShares MSCI Emerging Markets ex China ETF | 41.72% | 35.14% | 2.68% | 18.96% | -19.56% | 8.54% | 12.76% | 15.80% | -12.96% | 7.01% |
Correlation
The correlation between REG and EMXC is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2017 | 0.30 |
Over the past year, the correlation between REG and EMXC has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
REG vs. EMXC — Risk / Return Rank
REG
EMXC
REG vs. EMXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regency Centers Corporation (REG) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.
| REG | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.64 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 5.44 | -4.08 |
| Martin ratioReturn relative to average drawdown | 3.34 | 21.99 | -18.65 |
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
| REG | EMXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 3.61 | -2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.74 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.22 |
Drawdowns
REG vs. EMXC - Drawdown Comparison
The maximum REG drawdown since its inception was -73.37%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for REG and EMXC.
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Drawdown Indicators
| REG | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.37% | -42.81% | -30.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -14.41% | +6.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -19.12% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.09% | -28.91% | -1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -57.02% | — | — |
Current DrawdownCurrent decline from peak | -5.93% | -1.00% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -16.18% | -10.19% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.56% | -0.24% |
Volatility
REG vs. EMXC - Volatility Comparison
The current volatility for Regency Centers Corporation (REG) is 3.87%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 9.88%. This indicates that REG experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REG | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 9.88% | -6.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 19.34% | -8.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 21.70% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 17.45% | +4.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.87% | 19.82% | +10.05% |
Dividends
REG vs. EMXC - Dividend Comparison
REG's dividend yield for the trailing twelve months is around 3.83%, more than EMXC's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.99% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% |
REG Regency Centers Corporation | 3.83% | 4.16% | 3.67% | 3.91% | 4.04% | 3.20% | 5.22% | 3.71% | 3.78% | 3.04% | 2.90% | 2.85% |
Frequently Asked Questions
REG and EMXC have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMXC has higher volatility (9.88%) compared to REG (3.87%). In terms of maximum drawdown, REG dropped -73.37% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (3.61 vs 0.71), 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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