UTHR vs. EWY
UTHR (United Therapeutics Corporation) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, UTHR returned 16.80%/yr vs 17.46%/yr for EWY. At a 0.25 correlation, their price movements are largely independent.
Performance
UTHR vs. EWY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, UTHR achieves a 12.77% return, which is significantly lower than EWY's 119.05% return. Both investments have delivered pretty close results over the past 10 years, with UTHR having a 16.80% annualized return and EWY not far ahead at 17.46%.
UTHR
- 1D
- 1.74%
- 1M
- -5.46%
- YTD
- 12.77%
- 6M
- 14.24%
- 1Y
- 69.48%
- 3Y*
- 36.25%
- 5Y*
- 25.58%
- 10Y*
- 16.80%
EWY
- 1D
- -0.73%
- 1M
- 30.18%
- YTD
- 119.05%
- 6M
- 134.13%
- 1Y
- 251.82%
- 3Y*
- 51.99%
- 5Y*
- 20.31%
- 10Y*
- 17.46%
UTHR vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTHR United Therapeutics Corporation | 12.77% | 38.09% | 60.46% | -20.93% | 28.70% | 42.35% | 72.33% | -19.12% | -26.39% | 3.15% |
EWY iShares MSCI South Korea ETF | 119.05% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between UTHR and EWY is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 15, 2000 | 0.25 |
The correlation between UTHR and EWY shifts across timeframes, from 0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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
UTHR vs. EWY — Risk / Return Rank
UTHR
EWY
UTHR vs. EWY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United Therapeutics Corporation (UTHR) and iShares MSCI South Korea ETF (EWY). 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.
| UTHR | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.74 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 10.99 | -6.72 |
| Martin ratioReturn relative to average drawdown | 11.01 | 40.91 | -29.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| UTHR | EWY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 6.02 | -4.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.71 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.64 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.33 | +0.05 |
Drawdowns
UTHR vs. EWY - Drawdown Comparison
The maximum UTHR drawdown since its inception was -93.18%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for UTHR and EWY.
Loading charts...
Drawdown Indicators
| UTHR | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.18% | -74.14% | -19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.35% | -23.08% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -33.00% | -27.36% | -5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -33.00% | -48.55% | +15.55% |
Max Drawdown (10Y)Largest decline over 10 years | -55.56% | -49.73% | -5.83% |
Current DrawdownCurrent decline from peak | -7.92% | -1.73% | -6.19% |
Average DrawdownAverage peak-to-trough decline | -35.32% | -20.13% | -15.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 6.19% | +0.14% |
Volatility
UTHR vs. EWY - Volatility Comparison
The current volatility for United Therapeutics Corporation (UTHR) is 8.33%, while iShares MSCI South Korea ETF (EWY) has a volatility of 20.32%. This indicates that UTHR experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| UTHR | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 20.32% | -11.99% |
Volatility (6M)Calculated over the trailing 6-month period | 26.06% | 37.41% | -11.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.78% | 42.10% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.15% | 28.83% | +6.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.10% | 27.37% | +7.73% |
Dividends
UTHR vs. EWY - Dividend Comparison
UTHR has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 0.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWY iShares MSCI South Korea ETF | 0.96% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
UTHR United Therapeutics Corporation | 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
UTHR and EWY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (20.32%) compared to UTHR (8.33%). In terms of maximum drawdown, UTHR dropped -93.18% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (6.02 vs 1.40), 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 UTHR and EWY
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