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UAE vs. STLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UAE vs. STLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI UAE ETF (UAE) and Stellantis N.V. (STLA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.75%
-41.38%
UAE
STLA

Returns By Period

In the year-to-date period, UAE achieves a 9.04% return, which is significantly higher than STLA's -41.13% return.


UAE

YTD

9.04%

1M

5.12%

6M

13.55%

1Y

10.49%

5Y (annualized)

6.94%

10Y (annualized)

0.35%

STLA

YTD

-41.13%

1M

-0.46%

6M

-41.86%

1Y

-31.97%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


UAESTLA
Sharpe Ratio0.68-1.01
Sortino Ratio1.01-1.30
Omega Ratio1.130.83
Calmar Ratio0.37-0.63
Martin Ratio2.14-1.14
Ulcer Index4.49%29.36%
Daily Std Dev14.21%32.99%
Max Drawdown-60.44%-53.30%
Current Drawdown-11.36%-53.30%

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Correlation

-0.50.00.51.00.3

The correlation between UAE and STLA is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

UAE vs. STLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) and Stellantis N.V. (STLA). 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 UAE, currently valued at 0.68, compared to the broader market0.002.004.000.68-1.01
The chart of Sortino ratio for UAE, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.01-1.30
The chart of Omega ratio for UAE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.130.83
The chart of Calmar ratio for UAE, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.37-0.63
The chart of Martin ratio for UAE, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.00100.002.14-1.14
UAE
STLA

The current UAE Sharpe Ratio is 0.68, which is higher than the STLA Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of UAE and STLA, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.68
-1.01
UAE
STLA

Dividends

UAE vs. STLA - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 3.99%, less than STLA's 12.86% yield.


TTM2023202220212020201920182017201620152014
UAE
iShares MSCI UAE ETF
3.99%3.24%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%2.58%
STLA
Stellantis N.V.
12.86%6.32%7.90%2.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UAE vs. STLA - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.44%, which is greater than STLA's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for UAE and STLA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.36%
-53.30%
UAE
STLA

Volatility

UAE vs. STLA - Volatility Comparison

The current volatility for iShares MSCI UAE ETF (UAE) is 3.82%, while Stellantis N.V. (STLA) has a volatility of 8.49%. This indicates that UAE experiences smaller price fluctuations and is considered to be less risky than STLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
8.49%
UAE
STLA