SIMO vs. EWY
SIMO (Silicon Motion Technology Corporation) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, SIMO returned 23.58%/yr vs 16.82%/yr for EWY. At a 0.35 correlation, their price movements are largely independent.
Performance
SIMO vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, SIMO achieves a 219.74% return, which is significantly higher than EWY's 109.80% return. Over the past 10 years, SIMO has outperformed EWY with an annualized return of 23.58%, while EWY has yielded a comparatively lower 16.82% annualized return.
SIMO
- 1D
- -3.88%
- 1M
- 23.85%
- YTD
- 219.74%
- 6M
- 225.64%
- 1Y
- 357.16%
- 3Y*
- 68.77%
- 5Y*
- 37.67%
- 10Y*
- 23.58%
EWY
- 1D
- -4.22%
- 1M
- 17.58%
- YTD
- 109.80%
- 6M
- 127.01%
- 1Y
- 225.96%
- 3Y*
- 49.84%
- 5Y*
- 19.28%
- 10Y*
- 16.82%
SIMO vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIMO Silicon Motion Technology Corporation | 219.74% | 76.91% | -8.94% | -4.91% | -30.38% | 101.83% | -1.81% | 51.81% | -33.11% | 27.14% |
EWY iShares MSCI South Korea ETF | 109.80% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between SIMO and EWY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2005 | 0.35 |
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Return for Risk
SIMO vs. EWY — Risk / Return Rank
SIMO
EWY
SIMO vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Silicon Motion Technology Corporation (SIMO) 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.
| SIMO | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.69 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 13.70 | 9.86 | +3.85 |
| Martin ratioReturn relative to average drawdown | 41.90 | 36.63 | +5.26 |
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
| SIMO | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.26 | 5.38 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.67 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.62 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.33 | +0.03 |
Drawdowns
SIMO vs. EWY - Drawdown Comparison
The maximum SIMO drawdown since its inception was -93.19%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for SIMO and EWY.
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Drawdown Indicators
| SIMO | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.19% | -74.14% | -19.05% |
Max Drawdown (1Y)Largest decline over 1 year | -26.26% | -23.08% | -3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -52.84% | -27.36% | -25.48% |
Max Drawdown (5Y)Largest decline over 5 years | -56.49% | -48.55% | -7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -56.49% | -49.73% | -6.76% |
Current DrawdownCurrent decline from peak | -3.88% | -5.87% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -32.39% | -20.12% | -12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.57% | 6.20% | +2.37% |
Volatility
SIMO vs. EWY - Volatility Comparison
Silicon Motion Technology Corporation (SIMO) and iShares MSCI South Korea ETF (EWY) have volatilities of 19.61% and 20.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMO | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 20.44% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 55.74% | 37.73% | +18.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.47% | 42.37% | +26.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.89% | 28.89% | +21.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.98% | 27.40% | +17.58% |
Dividends
SIMO vs. EWY - Dividend Comparison
SIMO's dividend yield for the trailing twelve months is around 0.68%, less than EWY's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 1.00% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
SIMO Silicon Motion Technology Corporation | 0.68% | 2.16% | 3.70% | 0.82% | 2.31% | 1.62% | 2.89% | 2.45% | 3.45% | 1.68% | 1.51% | 1.88% |
Frequently Asked Questions
SIMO and EWY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (20.44%) compared to SIMO (19.61%). In terms of maximum drawdown, SIMO dropped -93.19% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (5.38 vs 5.26), 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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