PortfoliosLab logoPortfoliosLab logo
YELP vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YELP vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yelp Inc. (YELP) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, YELP achieves a -9.87% return, which is significantly lower than EPOL's 16.35% return. Over the past 10 years, YELP has underperformed EPOL with an annualized return of -0.80%, while EPOL has yielded a comparatively higher 11.83% annualized return.


YELP

1D
2.16%
1M
17.55%
6M
-6.07%
YTD
-9.87%
1Y
-20.82%
3Y*
-13.29%
5Y*
-5.77%
10Y*
-0.80%

EPOL

1D
-1.00%
1M
-0.12%
6M
13.26%
YTD
16.35%
1Y
32.38%
3Y*
31.03%
5Y*
17.67%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YELP vs. EPOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YELP
Yelp Inc.
-9.87%-21.47%-18.25%73.15%-24.56%10.93%-6.20%-0.46%-16.61%10.04%
EPOL
iShares MSCI Poland ETF
16.35%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%52.43%

Correlation

The correlation between YELP and EPOL is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.27

The correlation between YELP and EPOL shifts across timeframes, from 0.08 (1 year) to 0.29 (10 years), 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

YELP vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YELP
YELP Risk / Return Rank: 2424
Overall Rank
YELP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
YELP Sortino Ratio Rank: 2323
Sortino Ratio Rank
YELP Omega Ratio Rank: 2222
Omega Ratio Rank
YELP Calmar Ratio Rank: 2828
Calmar Ratio Rank
YELP Martin Ratio Rank: 2525
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5555
Overall Rank
EPOL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5050
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4444
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7373
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YELP vs. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) and iShares MSCI Poland ETF (EPOL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YELPEPOLDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

0.94

1.24

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.48

2.95

-3.42

Martin ratioReturn relative to average drawdown

-0.91

7.84

-8.75

YELP vs. EPOL - Sharpe Ratio Comparison

The current YELP Sharpe Ratio is -0.50, which is lower than the EPOL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of YELP and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

YELP vs. EPOL - Drawdown Comparison

The maximum YELP drawdown since its inception was -85.25%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for YELP and EPOL.


Loading charts...

Drawdown Indicators


YELPEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-85.25%

-63.72%

-21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-43.90%

-11.04%

-32.86%

Max Drawdown (3Y)

Largest decline over 3 years

-59.16%

-21.81%

-37.35%

Max Drawdown (5Y)

Largest decline over 5 years

-59.16%

-54.21%

-4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-72.23%

-61.41%

-10.82%

Current Drawdown

Current decline from peak

-72.06%

-1.00%

-71.06%

Average Drawdown

Average peak-to-trough decline

-55.74%

-26.72%

-29.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.91%

4.14%

+18.77%

Volatility

YELP vs. EPOL - Volatility Comparison

Yelp Inc. (YELP) has a higher volatility of 12.79% compared to iShares MSCI Poland ETF (EPOL) at 5.79%. This indicates that YELP's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


YELPEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.79%

5.79%

+7.00%

Volatility (6M)

Calculated over the trailing 6-month period

33.55%

18.44%

+15.11%

Volatility (1Y)

Calculated over the trailing 1-year period

41.67%

23.24%

+18.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.03%

29.15%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.92%

27.41%

+18.51%

Dividends

YELP vs. EPOL - Dividend Comparison

YELP has not paid dividends to shareholders, while EPOL's dividend yield for the trailing twelve months is around 3.62%.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
3.62%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
YELP
Yelp Inc.
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


YELP and EPOL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YELP has higher volatility (12.79%) compared to EPOL (5.79%). In terms of maximum drawdown, YELP dropped -85.25% vs EPOL's -63.72%.

EPOL currently has the higher Sharpe Ratio (1.40 vs -0.50), 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.

Portfolio Optimizer

Find the right allocation for YELP and EPOL

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