SHG vs. FEZ

In the year-to-date period, SHG achieves a 27.49% return, which is significantly higher than FEZ's 23.25% return. Over the past 10 years, SHG has underperformed FEZ with an annualized return of 5.68%, while FEZ has yielded a comparatively higher 7.20% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) and SPDR EURO STOXX 50 ETF (FEZ). 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.

The current SHG Sharpe Ratio is 0.78, which is comparable to the FEZ Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SHG and FEZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SHG's dividend yield for the trailing twelve months is around 2.79%, more than FEZ's 2.47% yield.

The maximum SHG drawdown since its inception was -81.41%, which is greater than FEZ's maximum drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for SHG and FEZ.

Shinhan Financial Group Co., Ltd. (SHG) has a higher volatility of 5.80% compared to SPDR EURO STOXX 50 ETF (FEZ) at 3.57%. This indicates that SHG's price experiences larger fluctuations and is considered to be riskier than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.