VMEO vs. EWW

In the year-to-date period, VMEO achieves a -31.88% return, which is significantly lower than EWW's 28.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Vimeo, Inc. (VMEO) 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 VMEO Sharpe Ratio is 0.20, which is higher than the EWW Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of VMEO 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.

VMEO has not paid dividends to shareholders, while EWW's dividend yield for the trailing twelve months is around 3.42%.

The maximum VMEO drawdown since its inception was -94.14%, which is greater than EWW's maximum drawdown of -64.94%. Use the drawdown chart below to compare losses from any high point for VMEO and EWW.

Vimeo, Inc. (VMEO) has a higher volatility of 12.30% compared to iShares MSCI Mexico ETF (EWW) at 5.36%. This indicates that VMEO'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.