STX vs. EWY
STX (Seagate Technology plc) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, STX returned 51.08%/yr vs 16.84%/yr for EWY. At a 0.39 correlation, their price movements are largely independent.
Performance
STX vs. EWY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STX achieves a 238.67% return, which is significantly higher than EWY's 103.10% return. Over the past 10 years, STX has outperformed EWY with an annualized return of 51.08%, while EWY has yielded a comparatively lower 16.84% annualized return.
STX
- 1D
- 7.25%
- 1M
- 15.69%
- YTD
- 238.67%
- 6M
- 225.10%
- 1Y
- 640.98%
- 3Y*
- 149.80%
- 5Y*
- 62.01%
- 10Y*
- 51.08%
EWY
- 1D
- -0.75%
- 1M
- 3.64%
- YTD
- 103.10%
- 6M
- 117.85%
- 1Y
- 203.95%
- 3Y*
- 46.46%
- 5Y*
- 18.80%
- 10Y*
- 16.84%
STX vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STX Seagate Technology plc | 238.67% | 225.26% | 4.06% | 69.12% | -51.42% | 87.50% | 10.14% | 62.14% | -2.90% | 16.67% |
EWY iShares MSCI South Korea ETF | 103.10% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between STX and EWY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2002 | 0.39 |
The correlation between STX and EWY shifts across timeframes, from 0.39 (all time) to 0.50 (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.
Return for Risk
STX vs. EWY — Risk / Return Rank
STX
EWY
STX vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Seagate Technology plc (STX) and iShares MSCI South Korea ETF (EWY). 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 | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.59 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 31.15 | 8.65 | +22.50 |
| Martin ratioReturn relative to average drawdown | 90.13 | 30.24 | +59.90 |
Loading charts...
Drawdowns
STX vs. EWY - Drawdown Comparison
The maximum STX drawdown since its inception was -88.74%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for STX and EWY.
Loading charts...
Drawdown Indicators
| STX | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.74% | -74.14% | -14.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.00% | -23.08% | +2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -40.00% | -27.36% | -12.64% |
Max Drawdown (5Y)Largest decline over 5 years | -56.99% | -48.55% | -8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | -49.73% | -7.26% |
Current DrawdownCurrent decline from peak | -1.03% | -8.88% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -26.44% | -20.11% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.24% | 6.59% | +0.65% |
Volatility
STX vs. EWY - Volatility Comparison
The current volatility for Seagate Technology plc (STX) is 19.61%, while iShares MSCI South Korea ETF (EWY) has a volatility of 25.64%. This indicates that STX experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STX | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.61% | 25.64% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 50.59% | 42.65% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.18% | 46.51% | +17.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.86% | 30.15% | +14.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.27% | 28.06% | +14.21% |
Dividends
STX vs. EWY - Dividend Comparison
STX's dividend yield for the trailing twelve months is around 0.31%, less than EWY's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 1.03% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
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 EWY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (25.64%) compared to STX (19.61%). In terms of maximum drawdown, STX dropped -88.74% vs EWY's -74.14%.
STX currently has the higher Sharpe Ratio (10.19 vs 4.29), 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.
Find the right allocation for STX and EWY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer