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SRBK vs. IEUR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SRBK vs. IEUR

Last updated Jun 5, 2026

SRBK (SR Bancorp Inc. Common stock) is a stock, while IEUR (iShares Core MSCI Europe ETF) is Europe Equities fund tracking the MSCI Europe Investable Market Index. Over the past year, SRBK returned 51.91% vs 18.10% for IEUR. At a 0.17 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, SRBK achieves a 18.07% return, which is significantly higher than IEUR's 6.90% return.

SRBK

1D
0.27%
1M
0.32%
YTD
18.07%
6M
17.55%
1Y
51.91%
3Y*
—
5Y*
—
10Y*
—

IEUR

1D
1.20%
1M
2.40%
YTD
6.90%
6M
9.92%
1Y
18.10%
3Y*
16.83%
5Y*
8.29%
10Y*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRBK vs. IEUR - Yearly Performance Comparison

2026 (YTD)202520242023
SRBK
SR Bancorp Inc. Common stock		18.07%34.08%24.58%3.02%
IEUR
iShares Core MSCI Europe ETF		6.90%35.67%1.40%8.73%

Correlation

The correlation between SRBK and IEUR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

0.17

The correlation between SRBK and IEUR shifts across timeframes, from 0.17 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SR Bancorp Inc. Common stock

iShares Core MSCI Europe ETF

Often compared with SRBK:
SRBK vs. 0P00007069.TOSRBK vs. 3877.HKSRBK vs. BSL.DE
Often compared with IEUR:
IEUR vs. VGKIEUR vs. IEVIEUR vs. IMEU.LIEUR vs. FEZIEUR vs. EZUIEUR vs. VOOIEUR vs. EFA

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: 9393
Overall Rank
SRBK Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SRBK Sortino Ratio Rank: 9393
Sortino Ratio Rank
SRBK Omega Ratio Rank: 9292
Omega Ratio Rank
SRBK Calmar Ratio Rank: 9494
Calmar Ratio Rank
SRBK Martin Ratio Rank: 9393
Martin Ratio Rank
IEUR
IEUR Risk / Return Rank: 3333
Overall Rank
IEUR Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IEUR Sortino Ratio Rank: 3333
Sortino Ratio Rank
IEUR Omega Ratio Rank: 3232
Omega Ratio Rank
IEUR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IEUR Martin Ratio Rank: 3737
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.

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.

SRBKIEURDifference
Sharpe ratioReturn per unit of total volatility
2.62
1.19

+1.44

Sortino ratioReturn per unit of downside risk
3.61
1.74

+1.87

Omega ratioGain probability vs. loss probability

1.48

1.21

+0.27

Calmar ratioReturn relative to maximum drawdown

6.30

1.51

+4.79

Martin ratioReturn relative to average drawdown

15.03

5.67

+9.37

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 2.62, which is higher than the IEUR Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SRBK and IEUR, 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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Sharpe Ratios by Period

SRBKIEURDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

1.19

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.47

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.50

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

0.36

+1.33

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.

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Drawdown Indicators

SRBKIEURDifference

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 (3Y)

Largest decline over 3 years

—

-14.25%

—

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

-4.04%

-1.13%

-2.91%

Average Drawdown

Average peak-to-trough decline

-3.44%

-8.22%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.20%

+0.26%

Volatility

SRBK vs. IEUR - Volatility Comparison

The current volatility for SR Bancorp Inc. Common stock (SRBK) is 4.11%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 5.51%. 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.

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Volatility by Period

SRBKIEURDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

5.51%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

12.79%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

15.34%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

17.73%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

18.68%

-0.80%

Dividends

SRBK vs. IEUR - Dividend Comparison

SRBK's dividend yield for the trailing twelve months is around 1.08%, less than IEUR's 2.78% yield.

PositionTTM20252024202320222021202020192018201720162015
IEUR
iShares Core MSCI Europe ETF		2.78%2.97%3.54%3.17%3.05%2.88%2.13%3.26%3.76%2.64%3.19%2.79%
SRBK
SR Bancorp Inc. Common stock		1.08%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SRBK and IEUR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEUR has higher volatility (5.51%) compared to SRBK (4.11%). In terms of maximum drawdown, SRBK dropped -13.47% vs IEUR's -36.96%.

SRBK currently has the higher Sharpe Ratio (2.62 vs 1.19), 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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