TALO vs. EWZ
TALO (Talos Energy Inc.) is a stock, while EWZ (iShares MSCI Brazil ETF) is Latin America Equities fund tracking the MSCI Brazil 25/50 Index. Over the past 5 years, TALO returned -1.47%/yr vs 6.56%/yr for EWZ. At a 0.26 correlation, their price movements are largely independent.
Performance
TALO vs. EWZ - Performance Comparison
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Returns By Period
In the year-to-date period, TALO achieves a 22.50% return, which is significantly higher than EWZ's 14.17% return.
TALO
- 1D
- -1.68%
- 1M
- -8.78%
- 6M
- 24.54%
- YTD
- 22.50%
- 1Y
- 47.86%
- 3Y*
- -1.99%
- 5Y*
- -1.47%
- 10Y*
- —
EWZ
- 1D
- 2.77%
- 1M
- 4.20%
- 6M
- 9.71%
- YTD
- 14.17%
- 1Y
- 36.37%
- 3Y*
- 10.52%
- 5Y*
- 6.56%
- 10Y*
- 6.86%
TALO vs. EWZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TALO Talos Energy Inc. | 22.50% | 13.49% | -31.76% | -24.63% | 92.65% | 18.93% | -72.67% | 84.74% | -53.37% |
EWZ iShares MSCI Brazil ETF | 14.17% | 48.81% | -30.41% | 32.62% | 12.09% | -17.32% | -20.35% | 27.67% | -2.59% |
Correlation
The correlation between TALO and EWZ is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | 0.26 |
The correlation between TALO and EWZ shifts across timeframes, from -0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TALO vs. EWZ — Risk / Return Rank
TALO
EWZ
TALO vs. EWZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Talos Energy Inc. (TALO) and iShares MSCI Brazil ETF (EWZ). 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.
| TALO | EWZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.85 | +0.39 |
| Martin ratioReturn relative to average drawdown | 6.02 | 4.94 | +1.08 |
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Drawdowns
TALO vs. EWZ - Drawdown Comparison
The maximum TALO drawdown since its inception was -86.34%, which is greater than EWZ's maximum drawdown of -77.25%. Use the drawdown chart below to compare losses from any high point for TALO and EWZ.
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Drawdown Indicators
| TALO | EWZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.34% | -77.25% | -9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -19.27% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -63.16% | -31.36% | -31.80% |
Max Drawdown (5Y)Largest decline over 5 years | -74.63% | -32.24% | -42.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.99% | — |
Current DrawdownCurrent decline from peak | -63.97% | -20.49% | -43.48% |
Average DrawdownAverage peak-to-trough decline | -58.61% | -35.90% | -22.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 7.20% | +1.05% |
Volatility
TALO vs. EWZ - Volatility Comparison
Talos Energy Inc. (TALO) has a higher volatility of 14.27% compared to iShares MSCI Brazil ETF (EWZ) at 5.74%. This indicates that TALO's price experiences larger fluctuations and is considered to be riskier than EWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TALO | EWZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.27% | 5.74% | +8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 38.68% | 19.70% | +18.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.11% | 24.98% | +24.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.73% | 27.60% | +28.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 64.23% | 33.90% | +30.33% |
Dividends
TALO vs. EWZ - Dividend Comparison
TALO has not paid dividends to shareholders, while EWZ's dividend yield for the trailing twelve months is around 4.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZ iShares MSCI Brazil ETF | 4.07% | 5.19% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% |
TALO Talos Energy Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TALO and EWZ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TALO has higher volatility (14.27%) compared to EWZ (5.74%). In terms of maximum drawdown, TALO dropped -86.34% vs EWZ's -77.25%.
EWZ currently has the higher Sharpe Ratio (1.43 vs 1.01), 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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