SUPV vs. EMB
SUPV (Grupo Supervielle S.A.) is a stock, while EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) is Emerging Markets Bonds fund tracking the J.P. Morgan EMBI Global Core Index. Over the past 10 years, SUPV returned -2.16%/yr vs 2.84%/yr for EMB. At a 0.28 correlation, their price movements are largely independent.
Performance
SUPV vs. EMB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUPV achieves a -19.37% return, which is significantly lower than EMB's 1.67% return. Over the past 10 years, SUPV has underperformed EMB with an annualized return of -2.16%, while EMB has yielded a comparatively higher 2.84% annualized return.
SUPV
- 1D
- -3.44%
- 1M
- -13.36%
- 6M
- -18.27%
- YTD
- -19.37%
- 1Y
- -3.35%
- 3Y*
- 49.19%
- 5Y*
- 38.21%
- 10Y*
- -2.16%
EMB
- 1D
- -0.64%
- 1M
- -0.61%
- 6M
- 1.67%
- YTD
- 1.67%
- 1Y
- 9.38%
- 3Y*
- 8.66%
- 5Y*
- 1.71%
- 10Y*
- 2.84%
SUPV vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUPV Grupo Supervielle S.A. | -19.37% | -20.75% | 281.41% | 87.96% | 11.80% | -6.59% | -41.46% | -57.01% | -70.23% | 124.27% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.67% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
Correlation
The correlation between SUPV and EMB is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 19, 2016 | 0.28 |
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
SUPV vs. EMB — Risk / Return Rank
SUPV
EMB
SUPV vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grupo Supervielle S.A. (SUPV) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| SUPV | EMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.32 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.09 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.12 | 8.94 | -9.06 |
Loading charts...
Drawdowns
SUPV vs. EMB - Drawdown Comparison
The maximum SUPV drawdown since its inception was -95.98%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for SUPV and EMB.
Loading charts...
Drawdown Indicators
| SUPV | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.98% | -34.70% | -61.28% |
Max Drawdown (1Y)Largest decline over 1 year | -59.91% | -4.51% | -55.40% |
Max Drawdown (3Y)Largest decline over 3 years | -75.20% | -7.95% | -67.25% |
Max Drawdown (5Y)Largest decline over 5 years | -75.20% | -28.74% | -46.46% |
Max Drawdown (10Y)Largest decline over 10 years | -95.98% | -28.74% | -67.24% |
Current DrawdownCurrent decline from peak | -68.17% | -1.08% | -67.09% |
Average DrawdownAverage peak-to-trough decline | -66.96% | -5.03% | -61.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.20% | 1.05% | +27.15% |
Volatility
SUPV vs. EMB - Volatility Comparison
Grupo Supervielle S.A. (SUPV) has a higher volatility of 22.23% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.66%. This indicates that SUPV's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SUPV | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.23% | 1.66% | +20.57% |
Volatility (6M)Calculated over the trailing 6-month period | 47.86% | 4.77% | +43.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.04% | 5.61% | +90.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.61% | 9.77% | +61.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.58% | 9.95% | +62.63% |
Dividends
SUPV vs. EMB - Dividend Comparison
SUPV has not paid dividends to shareholders, while EMB's dividend yield for the trailing twelve months is around 5.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.10% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
SUPV Grupo Supervielle S.A. | 0.00% | 1.71% | 1.12% | 0.00% | 0.71% | 1.36% | 1.79% | 2.03% | 1.32% | 0.30% | 0.00% | 0.00% |
Frequently Asked Questions
SUPV and EMB have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUPV has higher volatility (22.23%) compared to EMB (1.66%). In terms of maximum drawdown, SUPV dropped -95.98% vs EMB's -34.70%.
EMB currently has the higher Sharpe Ratio (1.68 vs -0.04), 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 SUPV and EMB
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