STX vs. EUAD
STX (Seagate Technology plc) is a stock, while EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index. Over the past year, STX returned 648.03% vs 2.75% for EUAD. At a 0.20 correlation, their price movements are largely independent.
Performance
STX vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, STX achieves a 238.67% return, which is significantly higher than EUAD's -2.37% return.
STX
- 1D
- 7.25%
- 1M
- 13.91%
- YTD
- 238.67%
- 6M
- 225.10%
- 1Y
- 648.03%
- 3Y*
- 149.80%
- 5Y*
- 62.01%
- 10Y*
- 51.08%
EUAD
- 1D
- -0.77%
- 1M
- 4.47%
- YTD
- -2.37%
- 6M
- -0.54%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STX vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
STX Seagate Technology plc | 238.67% | 225.26% | -22.65% |
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.37% | 74.51% | -6.86% |
Correlation
The correlation between STX and EUAD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.20 |
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Return for Risk
STX vs. EUAD — Risk / Return Rank
STX
EUAD
STX vs. EUAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.
| STX | EUAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.10 | ||
| Sortino ratioReturn per unit of downside risk | +5.99 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.04 | +0.77 |
| Calmar ratioReturn relative to maximum drawdown | 31.15 | 0.13 | +31.02 |
| Martin ratioReturn relative to average drawdown | 90.13 | 0.30 | +89.84 |
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Drawdowns
STX vs. EUAD - Drawdown Comparison
The maximum STX drawdown since its inception was -88.74%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for STX and EUAD.
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Drawdown Indicators
| STX | EUAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.74% | -22.04% | -66.70% |
Max Drawdown (1Y)Largest decline over 1 year | -21.00% | -22.04% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -40.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.99% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -14.81% | +13.78% |
Average DrawdownAverage peak-to-trough decline | -26.44% | -5.88% | -20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 9.34% | -2.10% |
Volatility
STX vs. EUAD - Volatility Comparison
Seagate Technology plc (STX) has a higher volatility of 19.61% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 9.65%. This indicates that STX's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STX | EUAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 9.65% | +9.96% |
Volatility (6M)Calculated over the trailing 6-month period | 50.59% | 24.40% | +26.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.18% | 29.15% | +35.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.86% | 29.90% | +14.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.27% | 29.90% | +12.37% |
Dividends
STX vs. EUAD - Dividend Comparison
STX's dividend yield for the trailing twelve months is around 0.31%, less than EUAD's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STX Seagate Technology plc | 0.31% | 1.05% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% |
Frequently Asked Questions
STX and EUAD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STX has higher volatility (19.61%) compared to EUAD (9.65%). In terms of maximum drawdown, STX dropped -88.74% vs EUAD's -22.04%.
STX currently has the higher Sharpe Ratio (10.19 vs 0.09), 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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