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RIG vs. EMEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIG vs. EMEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transocean Ltd. (RIG) and Nomura Focused Emerging Markets Equity ETF (EMEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIG achieves a 19.85% return, which is significantly lower than EMEQ's 43.28% return.


RIG

1D
-0.80%
1M
-1.79%
6M
1.64%
YTD
19.85%
1Y
62.83%
3Y*
-16.65%
5Y*
6.52%
10Y*
-7.67%
ALL TIME*
-1.47%

EMEQ

1D
-2.52%
1M
-19.11%
6M
20.58%
YTD
43.28%
1Y
92.60%
3Y*
5Y*
10Y*
ALL TIME*
59.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.87M$9.22M$11.55M
$223.07M$214.85M$210.24M

RIG vs. EMEQ - Yearly Performance Comparison


2026 (YTD)20252024
RIG
Transocean Ltd.
19.85%10.13%-9.42%
EMEQ
Nomura Focused Emerging Markets Equity ETF
43.28%69.78%-0.73%

Correlation

The correlation between RIG and EMEQ is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

0.24

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Return for Risk

RIG vs. EMEQ — Risk / Return Rank

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

RIG
RIG Risk / Return Rank: 7878
Overall Rank
RIG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RIG Sortino Ratio Rank: 7777
Sortino Ratio Rank
RIG Omega Ratio Rank: 7676
Omega Ratio Rank
RIG Calmar Ratio Rank: 7777
Calmar Ratio Rank
RIG Martin Ratio Rank: 8080
Martin Ratio Rank

EMEQ
EMEQ Risk / Return Rank: 8888
Overall Rank
EMEQ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EMEQ Sortino Ratio Rank: 8383
Sortino Ratio Rank
EMEQ Omega Ratio Rank: 8787
Omega Ratio Rank
EMEQ Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMEQ Martin Ratio Rank: 8989
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.

RIG vs. EMEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transocean Ltd. (RIG) and Nomura Focused Emerging Markets Equity ETF (EMEQ). 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.


RIGEMEQDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.77

3.55

-1.78

Martin ratioReturn relative to average drawdown

4.81

13.42

-8.61

RIG vs. EMEQ - Sharpe Ratio Comparison

The current RIG Sharpe Ratio is 1.19, which is lower than the EMEQ Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of RIG and EMEQ, 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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Drawdowns

RIG vs. EMEQ - Drawdown Comparison

The maximum RIG drawdown since its inception was -99.47%, which is greater than EMEQ's maximum drawdown of -26.25%. Use the drawdown chart below to compare losses from any high point for RIG and EMEQ.


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Drawdown Indicators


RIGEMEQDifference

Max Drawdown

Largest peak-to-trough decline

-99.47%

-26.25%

-73.22%

Max Drawdown (1Y)

Largest decline over 1 year

-35.75%

-26.25%

-9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-75.80%

Max Drawdown (5Y)

Largest decline over 5 years

-75.80%

Max Drawdown (10Y)

Largest decline over 10 years

-95.77%

Current Drawdown

Current decline from peak

-96.10%

-26.25%

-69.85%

Average Drawdown

Average peak-to-trough decline

-57.31%

-4.60%

-52.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

6.92%

+6.20%

Volatility

RIG vs. EMEQ - Volatility Comparison

The current volatility for Transocean Ltd. (RIG) is 11.84%, while Nomura Focused Emerging Markets Equity ETF (EMEQ) has a volatility of 14.02%. This indicates that RIG experiences smaller price fluctuations and is considered to be less risky than EMEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIGEMEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.84%

14.02%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

39.28%

37.17%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

53.03%

40.00%

+13.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.63%

33.96%

+27.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.41%

33.96%

+40.45%

Dividends

RIG vs. EMEQ - Dividend Comparison

RIG has not paid dividends to shareholders, while EMEQ's dividend yield for the trailing twelve months is around 1.93%.


PositionTTM20252024202320222021202020192018201720162015
EMEQ
Nomura Focused Emerging Markets Equity ETF
1.93%2.76%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIG
Transocean Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.48%

Frequently Asked Questions


RIG and EMEQ have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMEQ has higher volatility (14.02%) compared to RIG (11.84%). In terms of maximum drawdown, RIG dropped -99.47% vs EMEQ's -26.25%.

EMEQ currently has the higher Sharpe Ratio (2.33 vs 1.19), 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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