STLA vs. UAE
STLA (Stellantis N.V.) is a stock, while UAE (iShares MSCI UAE ETF) is Emerging Markets Equities fund tracking the MSCI All UAE Capped Index. Over the past 5 years, STLA returned -15.25%/yr vs 10.81%/yr for UAE. At a 0.26 correlation, their price movements are largely independent.
Performance
STLA vs. UAE - Performance Comparison
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Returns By Period
In the year-to-date period, STLA achieves a -45.27% return, which is significantly lower than UAE's 6.53% return.
STLA
- 1D
- -6.58%
- 1M
- -21.68%
- YTD
- -45.27%
- 6M
- -45.92%
- 1Y
- -36.32%
- 3Y*
- -22.81%
- 5Y*
- -15.25%
- 10Y*
- —
UAE
- 1D
- -1.50%
- 1M
- 7.68%
- YTD
- 6.53%
- 6M
- 4.13%
- 1Y
- 16.47%
- 3Y*
- 15.08%
- 5Y*
- 10.81%
- 10Y*
- 6.26%
STLA vs. UAE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STLA Stellantis N.V. | -45.27% | -0.80% | -40.21% | 79.15% | -18.23% | 12.88% |
UAE iShares MSCI UAE ETF | 6.53% | 21.35% | 15.25% | 2.91% | -5.36% | 27.42% |
Correlation
The correlation between STLA and UAE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2021 | 0.26 |
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Return for Risk
STLA vs. UAE — Risk / Return Rank
STLA
UAE
STLA vs. UAE - Risk-Adjusted Trends 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.
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.
| STLA | UAE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.15 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 0.77 | -1.49 |
| Martin ratioReturn relative to average drawdown | -1.45 | 1.87 | -3.32 |
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Drawdowns
STLA vs. UAE - Drawdown Comparison
The maximum STLA drawdown since its inception was -74.25%, which is greater than UAE's maximum drawdown of -60.49%. Use the drawdown chart below to compare losses from any high point for STLA and UAE.
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Drawdown Indicators
| STLA | UAE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.25% | -60.49% | -13.76% |
Max Drawdown (1Y)Largest decline over 1 year | -50.83% | -21.50% | -29.33% |
Max Drawdown (3Y)Largest decline over 3 years | -74.25% | -21.50% | -52.75% |
Max Drawdown (5Y)Largest decline over 5 years | -74.25% | -27.47% | -46.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.71% | — |
Current DrawdownCurrent decline from peak | -74.25% | -8.37% | -65.88% |
Average DrawdownAverage peak-to-trough decline | -29.31% | -23.85% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.11% | 8.81% | +16.30% |
Volatility
STLA vs. UAE - Volatility Comparison
Stellantis N.V. (STLA) has a higher volatility of 15.12% compared to iShares MSCI UAE ETF (UAE) at 9.16%. 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.
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Volatility by Period
| STLA | UAE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.12% | 9.16% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 41.10% | 20.42% | +20.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.35% | 22.94% | +29.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 19.09% | +23.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.55% | 19.61% | +21.94% |
Dividends
STLA vs. UAE - Dividend Comparison
STLA has not paid dividends to shareholders, while UAE's dividend yield for the trailing twelve months is around 4.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLA Stellantis N.V. | 0.00% | 14.26% | 12.66% | 6.32% | 7.90% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UAE iShares MSCI UAE ETF | 4.33% | 4.10% | 3.32% | 3.25% | 2.67% | 4.88% | 4.75% | 3.54% | 5.56% | 3.38% | 4.74% | 3.77% |
Frequently Asked Questions
STLA and UAE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STLA has higher volatility (15.12%) compared to UAE (9.16%). In terms of maximum drawdown, STLA dropped -74.25% vs UAE's -60.49%.
UAE currently has the higher Sharpe Ratio (0.72 vs -0.70), 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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