SRBK vs. IEUR

Last updated Apr 2, 2026

Compare and contrast key facts about SR Bancorp Inc. Common stock (SRBK) and iShares Core MSCI Europe ETF (IEUR).

IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014.

Performance

SRBK vs. IEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SR Bancorp Inc. Common stock (SRBK) and iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

SRBK vs. IEUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SRBK SR Bancorp Inc. Common stock	8.70%	34.08%	24.58%	3.02%
IEUR iShares Core MSCI Europe ETF	0.51%	35.67%	1.40%	8.73%

Returns By Period

In the year-to-date period, SRBK achieves a 8.70% return, which is significantly higher than IEUR's 0.51% return.

SRBK

• 1D: 1.07%
• 1M: 3.26%
• YTD: 8.70%
• 6M: 14.05%
• 1Y: 44.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IEUR

• 1D: 1.52%
• 1M: -4.73%
• YTD: 0.51%
• 6M: 4.68%
• 1Y: 22.17%
• 3Y*: 14.50%
• 5Y*: 8.72%
• 10Y*: 9.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SRBK vs. IEUR — Risk / Return Rank

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

SRBK

SRBK Risk / Return Rank: 92
SRBK Sharpe Ratio Rank: 92
SRBK Sortino Ratio Rank: 92
SRBK Omega Ratio Rank: 90
SRBK Calmar Ratio Rank: 94
SRBK Martin Ratio Rank: 93

IEUR

IEUR Risk / Return Rank: 69
IEUR Sharpe Ratio Rank: 69
IEUR Sortino Ratio Rank: 70
IEUR Omega Ratio Rank: 68
IEUR Calmar Ratio Rank: 70
IEUR Martin Ratio Rank: 68

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.

SRBK vs. IEUR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SR Bancorp Inc. Common stock (SRBK) and iShares Core MSCI Europe ETF (IEUR). 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.

	SRBK	IEUR	Difference
Sharpe ratio Return per unit of total volatility	2.24	1.25	+0.99
Sortino ratio Return per unit of downside risk	3.20	1.80	+1.40
Omega ratio Gain probability vs. loss probability	1.41	1.26	+0.15
Calmar ratio Return relative to maximum drawdown	5.42	1.86	+3.57
Martin ratio Return relative to average drawdown	13.77	7.15	+6.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRBK vs. IEUR - Sharpe Ratio Comparison

The current SRBK Sharpe Ratio is 2.24, which is higher than the IEUR Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SRBK and IEUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SRBK	IEUR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.24	1.25	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.58	0.33	+1.25

Correlation

The correlation between SRBK and IEUR is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SRBK vs. IEUR - Dividend Comparison

SRBK's dividend yield for the trailing twelve months is around 1.17%, less than IEUR's 2.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SRBK SR Bancorp Inc. Common stock	1.17%	1.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEUR iShares Core MSCI Europe ETF	2.96%	2.97%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%

Drawdowns

SRBK vs. IEUR - Drawdown Comparison

The maximum SRBK drawdown since its inception was -13.47%, smaller than the maximum IEUR drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for SRBK and IEUR.

Drawdown Indicators

	SRBK	IEUR	Difference
Max Drawdown Largest peak-to-trough decline	-13.47%	-36.96%	+23.49%
Max Drawdown (1Y) Largest decline over 1 year	-8.28%	-12.04%	+3.76%
Max Drawdown (5Y) Largest decline over 5 years	—	-32.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.96%	—
Current Drawdown Current decline from peak	-4.31%	-7.05%	+2.74%
Average Drawdown Average peak-to-trough decline	-3.48%	-8.30%	+4.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	3.13%	+0.13%

Volatility

SRBK vs. IEUR - Volatility Comparison

The current volatility for SR Bancorp Inc. Common stock (SRBK) is 4.57%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 7.36%. This indicates that SRBK experiences smaller price fluctuations and is considered to be less risky than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SRBK	IEUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	7.36%	-2.79%
Volatility (6M) Calculated over the trailing 6-month period	14.05%	11.03%	+3.02%
Volatility (1Y) Calculated over the trailing 1-year period	20.10%	17.81%	+2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.92%	17.54%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	18.60%	-0.68%