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SBSW vs. EWJV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SBSW vs. EWJV

Last updated Jun 5, 2026

SBSW (Sibanye Stillwater Limited) is a stock, while EWJV (iShares MSCI Japan Value ETF) is Japan Equities fund tracking the MSCI Japan Value Index. Over the past 5 years, SBSW returned -7.16%/yr vs 13.59%/yr for EWJV. At a 0.26 correlation, their price movements are largely independent.

Performance

SBSW vs. EWJV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sibanye Stillwater Limited (SBSW) and iShares MSCI Japan Value ETF (EWJV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBSW achieves a -19.34% return, which is significantly lower than EWJV's 15.35% return.

SBSW

1D
0.63%
1M
-4.69%
YTD
-19.34%
6M
-6.93%
1Y
90.62%
3Y*
16.92%
5Y*
-7.16%
10Y*
2.23%

EWJV

1D
0.33%
1M
5.56%
YTD
15.35%
6M
17.73%
1Y
37.16%
3Y*
24.61%
5Y*
13.59%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBSW vs. EWJV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SBSW
Sibanye Stillwater Limited		-19.34%331.82%-39.23%-46.54%-9.57%-12.44%61.55%152.67%
EWJV
iShares MSCI Japan Value ETF		15.35%33.96%11.59%23.60%-6.02%5.48%2.41%10.48%

Correlation

The correlation between SBSW and EWJV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.26

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Sibanye Stillwater Limited

iShares MSCI Japan Value ETF

Often compared with SBSW:
SBSW vs. PAASSBSW vs. GOLDSBSW vs. NEMSBSW vs. AMBPSBSW vs. SCHDSBSW vs. IVVSBSW vs. VALE
Often compared with EWJV:
EWJV vs. EWJEWJV vs. DXJEWJV vs. FLJPEWJV vs. BBJPEWJV vs. HEWJEWJV vs. FLJHEWJV vs. DFJ

Return for Risk

SBSW vs. EWJV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SBSW
SBSW Risk / Return Rank: 7474
Overall Rank
SBSW Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SBSW Sortino Ratio Rank: 7474
Sortino Ratio Rank
SBSW Omega Ratio Rank: 7272
Omega Ratio Rank
SBSW Calmar Ratio Rank: 7575
Calmar Ratio Rank
SBSW Martin Ratio Rank: 7272
Martin Ratio Rank
EWJV
EWJV Risk / Return Rank: 5555
Overall Rank
EWJV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EWJV Sortino Ratio Rank: 6060
Sortino Ratio Rank
EWJV Omega Ratio Rank: 6060
Omega Ratio Rank
EWJV Calmar Ratio Rank: 5252
Calmar Ratio Rank
EWJV Martin Ratio Rank: 4747
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.

SBSW vs. EWJV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sibanye Stillwater Limited (SBSW) and iShares MSCI Japan Value ETF (EWJV). 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.

SBSWEWJVDifference
Sharpe ratioReturn per unit of total volatility
1.36
1.95

-0.58

Sortino ratioReturn per unit of downside risk
1.89
2.77

-0.89

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.98

2.53

-0.55

Martin ratioReturn relative to average drawdown

4.09

7.69

-3.60

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBSW vs. EWJV - Sharpe Ratio Comparison

The current SBSW Sharpe Ratio is 1.36, which is lower than the EWJV Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SBSW and EWJV, 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

SBSWEWJVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.95

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.76

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.69

-0.57

Drawdowns

SBSW vs. EWJV - Drawdown Comparison

The maximum SBSW drawdown since its inception was -89.24%, which is greater than EWJV's maximum drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for SBSW and EWJV.

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Drawdown Indicators

SBSWEWJVDifference

Max Drawdown

Largest peak-to-trough decline

-89.24%

-30.05%

-59.19%

Max Drawdown (1Y)

Largest decline over 1 year

-45.92%

-14.74%

-31.18%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-14.74%

-43.44%

Max Drawdown (5Y)

Largest decline over 5 years

-82.53%

-25.39%

-57.14%

Max Drawdown (10Y)

Largest decline over 10 years

-89.24%

—

—

Current Drawdown

Current decline from peak

-45.58%

-3.68%

-41.90%

Average Drawdown

Average peak-to-trough decline

-48.22%

-6.19%

-42.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.24%

4.85%

+17.39%

Volatility

SBSW vs. EWJV - Volatility Comparison

Sibanye Stillwater Limited (SBSW) has a higher volatility of 21.30% compared to iShares MSCI Japan Value ETF (EWJV) at 3.85%. This indicates that SBSW's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SBSWEWJVDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.30%

3.85%

+17.45%

Volatility (6M)

Calculated over the trailing 6-month period

50.12%

14.55%

+35.57%

Volatility (1Y)

Calculated over the trailing 1-year period

66.93%

19.18%

+47.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.63%

18.01%

+41.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.06%

18.52%

+45.54%

Dividends

SBSW vs. EWJV - Dividend Comparison

SBSW's dividend yield for the trailing twelve months is around 2.94%, less than EWJV's 4.64% yield.

PositionTTM20252024202320222021202020192018201720162015
EWJV
iShares MSCI Japan Value ETF		4.64%5.35%4.10%3.32%2.71%2.46%1.96%4.29%0.00%0.00%0.00%0.00%
SBSW
Sibanye Stillwater Limited		2.94%0.00%0.00%6.98%7.68%13.34%0.75%0.00%0.00%2.68%5.12%3.05%

Frequently Asked Questions

SBSW and EWJV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBSW has higher volatility (21.30%) compared to EWJV (3.85%). In terms of maximum drawdown, SBSW dropped -89.24% vs EWJV's -30.05%.

EWJV currently has the higher Sharpe Ratio (1.95 vs 1.36), 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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