STLA vs. UAE
Compare and contrast key facts about Stellantis N.V. (STLA) and iShares MSCI UAE ETF (UAE).
UAE is a passively managed fund by iShares that tracks the performance of the MSCI All UAE Capped Index. It was launched on Apr 29, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLA or UAE.
Performance
STLA vs. UAE - Performance Comparison
Returns By Period
In the year-to-date period, STLA achieves a -38.65% return, which is significantly lower than UAE's 8.06% return.
STLA
-38.65%
0.83%
-40.06%
-29.28%
N/A
N/A
UAE
8.06%
3.83%
12.37%
7.68%
6.58%
0.25%
Key characteristics
| STLA | UAE | |
|---|---|---|
| Sharpe Ratio | -0.85 | 0.60 |
| Sortino Ratio | -1.03 | 0.90 |
| Omega Ratio | 0.86 | 1.12 |
| Calmar Ratio | -0.53 | 0.33 |
| Martin Ratio | -0.97 | 1.87 |
| Ulcer Index | 28.98% | 4.53% |
| Daily Std Dev | 33.00% | 14.25% |
| Max Drawdown | -53.08% | -60.44% |
| Current Drawdown | -51.34% | -12.15% |
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Correlation
The correlation between STLA and UAE is 0.25, 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.
Risk-Adjusted Performance
STLA vs. UAE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Stellantis N.V. (STLA) and iShares MSCI UAE ETF (UAE). 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.
Dividends
STLA vs. UAE - Dividend Comparison
STLA's dividend yield for the trailing twelve months is around 12.34%, more than UAE's 4.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
STLA Stellantis N.V. | 12.34% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UAE iShares MSCI UAE ETF | 4.03% | 3.24% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% | 2.58% |
Drawdowns
STLA vs. UAE - Drawdown Comparison
The maximum STLA drawdown since its inception was -53.08%, smaller than the maximum UAE drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for STLA and UAE. For additional features, visit the drawdowns tool.
Volatility
STLA vs. UAE - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 8.60% compared to iShares MSCI UAE ETF (UAE) at 3.83%. This indicates that STLA's price experiences larger fluctuations and is considered to be riskier than UAE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.