XEM-USD vs. EMHY

In the year-to-date period, XEM-USD achieves a -18.70% return, which is significantly lower than EMHY's 3.02% return. Over the past 10 years, XEM-USD has outperformed EMHY with an annualized return of 61.15%, while EMHY has yielded a comparatively lower 3.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NEM (XEM-USD) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). 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 XEM-USD Sharpe Ratio is -0.45, which is lower than the EMHY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XEM-USD and EMHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum XEM-USD drawdown since its inception was -99.32%, which is greater than EMHY's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for XEM-USD and EMHY. For additional features, visit the drawdowns tool.

NEM (XEM-USD) has a higher volatility of 42.46% compared to iShares J.P. Morgan EM High Yield Bond ETF (EMHY) at 2.71%. This indicates that XEM-USD's price experiences larger fluctuations and is considered to be riskier than EMHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.