VVV vs. EUFN
VVV (Valvoline Inc.) is a stock, while EUFN (iShares MSCI Europe Financials ETF) is Financials Equities fund tracking the MSCI Europe Financials Index. Over the past 5 years, VVV returned 0.99%/yr vs 17.47%/yr for EUFN. At a 0.41 correlation, their price movements are largely independent.
Performance
VVV vs. EUFN - Performance Comparison
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Returns By Period
In the year-to-date period, VVV achieves a 19.24% return, which is significantly higher than EUFN's 1.54% return.
VVV
- 1D
- 2.09%
- 1M
- 7.91%
- YTD
- 19.24%
- 6M
- 13.38%
- 1Y
- -5.46%
- 3Y*
- -3.43%
- 5Y*
- 0.99%
- 10Y*
- —
EUFN
- 1D
- -2.03%
- 1M
- 2.59%
- YTD
- 1.54%
- 6M
- 8.77%
- 1Y
- 23.06%
- 3Y*
- 30.91%
- 5Y*
- 17.47%
- 10Y*
- 11.98%
VVV vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VVV Valvoline Inc. | 19.24% | -19.68% | -3.73% | 15.10% | -11.05% | 63.81% | 10.53% | 13.02% | -21.59% | 17.70% |
EUFN iShares MSCI Europe Financials ETF | 1.54% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Correlation
The correlation between VVV and EUFN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2016 | 0.41 |
The correlation between VVV and EUFN shifts across timeframes, from 0.30 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VVV vs. EUFN — Risk / Return Rank
VVV
EUFN
VVV vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Valvoline Inc. (VVV) and iShares MSCI Europe Financials ETF (EUFN). 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.
| VVV | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.57 | -1.76 |
| Martin ratioReturn relative to average drawdown | -0.35 | 5.49 | -5.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VVV | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.17 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.81 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.27 | -0.10 |
Drawdowns
VVV vs. EUFN - Drawdown Comparison
The maximum VVV drawdown since its inception was -62.46%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for VVV and EUFN.
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Drawdown Indicators
| VVV | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.46% | -53.25% | -9.21% |
Max Drawdown (1Y)Largest decline over 1 year | -29.01% | -14.77% | -14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -39.35% | -15.95% | -23.40% |
Max Drawdown (5Y)Largest decline over 5 years | -39.35% | -35.15% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.25% | — |
Current DrawdownCurrent decline from peak | -27.21% | -3.16% | -24.05% |
Average DrawdownAverage peak-to-trough decline | -14.01% | -14.56% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.74% | 4.21% | +11.53% |
Volatility
VVV vs. EUFN - Volatility Comparison
Valvoline Inc. (VVV) has a higher volatility of 11.94% compared to iShares MSCI Europe Financials ETF (EUFN) at 7.00%. This indicates that VVV's price experiences larger fluctuations and is considered to be riskier than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVV | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.94% | 7.00% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 16.56% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.60% | 19.75% | +11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.40% | 21.80% | +7.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.89% | 24.55% | +8.34% |
Dividends
VVV vs. EUFN - Dividend Comparison
VVV has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 3.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 3.52% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
VVV Valvoline Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 1.53% | 1.34% | 2.01% | 2.01% | 1.70% | 0.88% | 0.23% | 0.00% |
Frequently Asked Questions
VVV and EUFN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVV has higher volatility (11.94%) compared to EUFN (7.00%). In terms of maximum drawdown, VVV dropped -62.46% vs EUFN's -53.25%.
EUFN currently has the higher Sharpe Ratio (1.17 vs -0.18), 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.
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