VLRS vs. EWW

In the year-to-date period, VLRS achieves a -45.16% return, which is significantly lower than EWW's 26.21% return. Over the past 10 years, VLRS has underperformed EWW with an annualized return of -10.86%, while EWW has yielded a comparatively higher 2.33% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Controladora Vuela Compañía de Aviación, S.A.B. de C.V. (VLRS) and iShares MSCI Mexico ETF (EWW). 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.

The current VLRS Sharpe Ratio is -1.06, which is lower than the EWW Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of VLRS and EWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLRS has not paid dividends to shareholders, while EWW's dividend yield for the trailing twelve months is around 3.48%.

The maximum VLRS drawdown since its inception was -85.92%, which is greater than EWW's maximum drawdown of -64.94%. Use the drawdown chart below to compare losses from any high point for VLRS and EWW. For additional features, visit the drawdowns tool.

Controladora Vuela Compañía de Aviación, S.A.B. de C.V. (VLRS) has a higher volatility of 26.94% compared to iShares MSCI Mexico ETF (EWW) at 10.46%. This indicates that VLRS's price experiences larger fluctuations and is considered to be riskier than EWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.