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TUR vs. EPOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TUR and EPOL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

TUR vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey ETF (TUR) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
1.29%
27.93%
TUR
EPOL

Key characteristics

Sharpe Ratio

TUR:

0.39

EPOL:

0.00

Sortino Ratio

TUR:

0.71

EPOL:

0.17

Omega Ratio

TUR:

1.08

EPOL:

1.02

Calmar Ratio

TUR:

0.21

EPOL:

0.00

Martin Ratio

TUR:

0.77

EPOL:

0.01

Ulcer Index

TUR:

12.16%

EPOL:

7.42%

Daily Std Dev

TUR:

23.81%

EPOL:

23.91%

Max Drawdown

TUR:

-72.34%

EPOL:

-63.71%

Current Drawdown

TUR:

-36.12%

EPOL:

-21.08%

Returns By Period

In the year-to-date period, TUR achieves a 12.85% return, which is significantly higher than EPOL's -1.68% return. Over the past 10 years, TUR has underperformed EPOL with an annualized return of -1.38%, while EPOL has yielded a comparatively higher 1.00% annualized return.


TUR

YTD

12.85%

1M

1.93%

6M

-14.84%

1Y

10.06%

5Y*

9.10%

10Y*

-1.38%

EPOL

YTD

-1.68%

1M

2.85%

6M

-7.90%

1Y

-2.63%

5Y*

3.12%

10Y*

1.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TUR vs. EPOL - Expense Ratio Comparison

TUR has a 0.59% expense ratio, which is lower than EPOL's 0.61% expense ratio.


EPOL
iShares MSCI Poland ETF
Expense ratio chart for EPOL: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

TUR vs. EPOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey ETF (TUR) and iShares MSCI Poland ETF (EPOL). 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.


Sharpe ratio
The chart of Sharpe ratio for TUR, currently valued at 0.39, compared to the broader market0.002.004.000.390.00
The chart of Sortino ratio for TUR, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.710.17
The chart of Omega ratio for TUR, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.02
The chart of Calmar ratio for TUR, currently valued at 0.21, compared to the broader market0.005.0010.0015.000.210.00
The chart of Martin ratio for TUR, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.00100.000.770.01
TUR
EPOL

The current TUR Sharpe Ratio is 0.39, which is higher than the EPOL Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of TUR and EPOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.39
0.00
TUR
EPOL

Dividends

TUR vs. EPOL - Dividend Comparison

TUR's dividend yield for the trailing twelve months is around 1.79%, less than EPOL's 5.98% yield.


TTM20232022202120202019201820172016201520142013
TUR
iShares MSCI Turkey ETF
1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.63%2.89%3.04%1.63%2.34%
EPOL
iShares MSCI Poland ETF
5.98%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.15%2.53%3.44%3.27%

Drawdowns

TUR vs. EPOL - Drawdown Comparison

The maximum TUR drawdown since its inception was -72.34%, which is greater than EPOL's maximum drawdown of -63.71%. Use the drawdown chart below to compare losses from any high point for TUR and EPOL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-36.12%
-21.08%
TUR
EPOL

Volatility

TUR vs. EPOL - Volatility Comparison

iShares MSCI Turkey ETF (TUR) has a higher volatility of 6.64% compared to iShares MSCI Poland ETF (EPOL) at 5.96%. This indicates that TUR's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
5.96%
TUR
EPOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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