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SKWD vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKWD vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyward Specialty Insurance Group Inc. Common Stock (SKWD) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SKWD achieves a 6.42% return, which is significantly lower than EWY's 102.90% return.


SKWD

1D
2.86%
1M
14.63%
YTD
6.42%
6M
5.16%
1Y
-7.48%
3Y*
29.13%
5Y*
10Y*

EWY

1D
2.63%
1M
8.37%
YTD
102.90%
6M
108.52%
1Y
177.62%
3Y*
49.59%
5Y*
18.43%
10Y*
16.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKWD vs. EWY - Yearly Performance Comparison


2026 (YTD)202520242023
SKWD
Skyward Specialty Insurance Group Inc. Common Stock
6.42%1.13%49.17%79.26%
EWY
iShares MSCI South Korea ETF
102.90%95.33%-20.48%8.52%

Correlation

The correlation between SKWD and EWY is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.12

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2023

0.03

The correlation between SKWD and EWY shifts across timeframes, from -0.12 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SKWD vs. EWY — Risk / Return Rank

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

SKWD
SKWD Risk / Return Rank: 3333
Overall Rank
SKWD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SKWD Sortino Ratio Rank: 3131
Sortino Ratio Rank
SKWD Omega Ratio Rank: 3131
Omega Ratio Rank
SKWD Calmar Ratio Rank: 3535
Calmar Ratio Rank
SKWD Martin Ratio Rank: 3636
Martin Ratio Rank

EWY
EWY Risk / Return Rank: 9393
Overall Rank
EWY Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 8888
Sortino Ratio Rank
EWY Omega Ratio Rank: 9191
Omega Ratio Rank
EWY Calmar Ratio Rank: 9696
Calmar Ratio Rank
EWY Martin Ratio Rank: 9595
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.

SKWD vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyward Specialty Insurance Group Inc. Common Stock (SKWD) 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.

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.


SKWDEWYDifference
Sharpe ratioReturn per unit of total volatility

-3.88

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.99

1.53

-0.54

Calmar ratioReturn relative to maximum drawdown

-0.26

7.74

-8.01

Martin ratioReturn relative to average drawdown

-0.41

26.72

-27.13

SKWD vs. EWY - Sharpe Ratio Comparison

The current SKWD Sharpe Ratio is -0.22, which is lower than the EWY Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of SKWD and EWY, 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

SKWD vs. EWY - Drawdown Comparison

The maximum SKWD drawdown since its inception was -36.52%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for SKWD and EWY.


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Drawdown Indicators


SKWDEWYDifference

Max Drawdown

Largest peak-to-trough decline

-36.52%

-74.14%

+37.62%

Max Drawdown (1Y)

Largest decline over 1 year

-28.60%

-23.08%

-5.52%

Max Drawdown (3Y)

Largest decline over 3 years

-36.52%

-27.36%

-9.16%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-16.32%

-10.01%

-6.31%

Average Drawdown

Average peak-to-trough decline

-11.09%

-20.10%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.57%

6.68%

+12.89%

Volatility

SKWD vs. EWY - Volatility Comparison

The current volatility for Skyward Specialty Insurance Group Inc. Common Stock (SKWD) is 11.25%, while iShares MSCI South Korea ETF (EWY) has a volatility of 29.45%. This indicates that SKWD experiences smaller price fluctuations and is considered to be less risky 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


SKWDEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

29.45%

-18.20%

Volatility (6M)

Calculated over the trailing 6-month period

25.01%

45.56%

-20.55%

Volatility (1Y)

Calculated over the trailing 1-year period

34.52%

49.04%

-14.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.02%

31.02%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.02%

28.44%

+5.58%

Dividends

SKWD vs. EWY - Dividend Comparison

SKWD has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.03%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
SKWD
Skyward Specialty Insurance Group Inc. Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SKWD and EWY have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWY has higher volatility (29.45%) compared to SKWD (11.25%). In terms of maximum drawdown, SKWD dropped -36.52% vs EWY's -74.14%.

EWY currently has the higher Sharpe Ratio (3.66 vs -0.22), 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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