SYF vs. EWN
SYF (Synchrony Financial) is a stock, while EWN (iShares MSCI Netherlands ETF) is Europe Equities fund tracking the MSCI Netherlands Investable Market Index. Over the past 10 years, SYF returned 10.95%/yr vs 12.79%/yr for EWN. At a 0.46 correlation, their price movements are largely independent.
Performance
SYF vs. EWN - Performance Comparison
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Returns By Period
In the year-to-date period, SYF achieves a -16.96% return, which is significantly lower than EWN's 18.09% return. Over the past 10 years, SYF has underperformed EWN with an annualized return of 10.95%, while EWN has yielded a comparatively higher 12.79% annualized return.
SYF
- 1D
- -3.17%
- 1M
- -7.06%
- YTD
- -16.96%
- 6M
- -12.47%
- 1Y
- 18.38%
- 3Y*
- 30.40%
- 5Y*
- 9.06%
- 10Y*
- 10.95%
EWN
- 1D
- -1.30%
- 1M
- 8.53%
- YTD
- 18.09%
- 6M
- 18.14%
- 1Y
- 33.81%
- 3Y*
- 19.93%
- 5Y*
- 8.69%
- 10Y*
- 12.79%
SYF vs. EWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYF Synchrony Financial | -16.96% | 30.64% | 74.01% | 19.76% | -27.43% | 36.40% | -0.08% | 57.48% | -37.84% | 8.35% |
EWN iShares MSCI Netherlands ETF | 18.09% | 34.87% | 1.67% | 22.08% | -24.43% | 22.74% | 23.23% | 32.45% | -15.37% | 33.73% |
Correlation
The correlation between SYF and EWN is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2014 | 0.46 |
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Return for Risk
SYF vs. EWN — Risk / Return Rank
SYF
EWN
SYF vs. EWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) and iShares MSCI Netherlands ETF (EWN). 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.
| SYF | EWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.30 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.57 | -1.90 |
| Martin ratioReturn relative to average drawdown | 1.52 | 9.70 | -8.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYF | EWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.73 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.38 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.60 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.31 | +0.01 |
Drawdowns
SYF vs. EWN - Drawdown Comparison
The maximum SYF drawdown since its inception was -66.37%, roughly equal to the maximum EWN drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for SYF and EWN.
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Drawdown Indicators
| SYF | EWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.37% | -65.22% | -1.15% |
Max Drawdown (1Y)Largest decline over 1 year | -27.61% | -13.24% | -14.37% |
Max Drawdown (3Y)Largest decline over 3 years | -37.75% | -19.77% | -17.98% |
Max Drawdown (5Y)Largest decline over 5 years | -46.65% | -43.57% | -3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -66.37% | -43.57% | -22.80% |
Current DrawdownCurrent decline from peak | -21.69% | -1.30% | -20.39% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -16.35% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.08% | 3.49% | +8.59% |
Volatility
SYF vs. EWN - Volatility Comparison
Synchrony Financial (SYF) has a higher volatility of 7.91% compared to iShares MSCI Netherlands ETF (EWN) at 7.50%. This indicates that SYF's price experiences larger fluctuations and is considered to be riskier than EWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYF | EWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.91% | 7.50% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 23.02% | 16.37% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 19.68% | +9.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.72% | 22.88% | +13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 21.36% | +18.16% |
Dividends
SYF vs. EWN - Dividend Comparison
SYF's dividend yield for the trailing twelve months is around 1.75%, less than EWN's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWN iShares MSCI Netherlands ETF | 4.26% | 5.03% | 2.18% | 1.79% | 1.98% | 1.01% | 0.78% | 2.57% | 2.40% | 1.68% | 2.71% | 1.92% |
SYF Synchrony Financial | 1.75% | 1.38% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% |
Frequently Asked Questions
SYF and EWN have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYF has higher volatility (7.91%) compared to EWN (7.50%). In terms of maximum drawdown, SYF dropped -66.37% vs EWN's -65.22%.
EWN currently has the higher Sharpe Ratio (1.73 vs 0.63), 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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