SII vs. EWY
SII (Sprott Inc) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 5 years, SII returned 26.10%/yr vs 20.31%/yr for EWY. At a 0.37 correlation, their price movements are largely independent.
Performance
SII vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, SII achieves a 31.49% return, which is significantly lower than EWY's 119.05% return.
SII
- 1D
- -3.97%
- 1M
- -1.66%
- YTD
- 31.49%
- 6M
- 41.86%
- 1Y
- 116.48%
- 3Y*
- 58.29%
- 5Y*
- 26.10%
- 10Y*
- —
EWY
- 1D
- -0.73%
- 1M
- 30.18%
- YTD
- 119.05%
- 6M
- 134.13%
- 1Y
- 251.82%
- 3Y*
- 51.99%
- 5Y*
- 20.31%
- 10Y*
- 17.46%
SII vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SII Sprott Inc | 31.49% | 137.17% | 27.39% | 5.00% | -24.09% | 59.43% | -11.70% |
EWY iShares MSCI South Korea ETF | 119.05% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 51.60% |
Correlation
The correlation between SII and EWY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.37 |
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Return for Risk
SII vs. EWY — Risk / Return Rank
SII
EWY
SII vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) and iShares MSCI South Korea ETF (EWY). 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.
| SII | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.48 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.74 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.71 | 10.99 | -6.28 |
| Martin ratioReturn relative to average drawdown | 11.04 | 40.91 | -29.87 |
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
| SII | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 6.02 | -3.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.71 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.33 | +0.44 |
Drawdowns
SII vs. EWY - Drawdown Comparison
The maximum SII drawdown since its inception was -47.81%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for SII and EWY.
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Drawdown Indicators
| SII | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -74.14% | +26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -24.87% | -23.08% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -27.36% | +2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -48.55% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.73% | — |
Current DrawdownCurrent decline from peak | -22.81% | -1.73% | -21.08% |
Average DrawdownAverage peak-to-trough decline | -21.06% | -20.13% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.59% | 6.19% | +4.40% |
Volatility
SII vs. EWY - Volatility Comparison
Sprott Inc (SII) has a higher volatility of 22.93% compared to iShares MSCI South Korea ETF (EWY) at 20.32%. This indicates that SII's price experiences larger fluctuations and is considered to be riskier than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SII | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.93% | 20.32% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 39.36% | 37.41% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.00% | 42.10% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.47% | 28.83% | +8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.42% | 27.37% | +10.05% |
Dividends
SII vs. EWY - Dividend Comparison
SII's dividend yield for the trailing twelve months is around 1.17%, more than EWY's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 0.96% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
SII Sprott Inc | 1.17% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SII and EWY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SII has higher volatility (22.93%) compared to EWY (20.32%). In terms of maximum drawdown, SII dropped -47.81% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (6.02 vs 2.55), 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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