YELP vs. EPOL
YELP (Yelp Inc.) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past 10 years, YELP returned -1.39%/yr vs 11.44%/yr for EPOL. At a 0.28 correlation, their price movements are largely independent.
Performance
YELP vs. EPOL - Performance Comparison
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Returns By Period
In the year-to-date period, YELP achieves a -22.24% return, which is significantly lower than EPOL's 14.69% return. Over the past 10 years, YELP has underperformed EPOL with an annualized return of -1.39%, while EPOL has yielded a comparatively higher 11.44% annualized return.
YELP
- 1D
- 7.31%
- 1M
- -19.13%
- YTD
- -22.24%
- 6M
- -21.15%
- 1Y
- -36.90%
- 3Y*
- -11.62%
- 5Y*
- -9.54%
- 10Y*
- -1.39%
EPOL
- 1D
- 0.98%
- 1M
- 3.91%
- YTD
- 14.69%
- 6M
- 24.42%
- 1Y
- 40.46%
- 3Y*
- 36.16%
- 5Y*
- 16.00%
- 10Y*
- 11.44%
YELP vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YELP Yelp Inc. | -22.24% | -21.47% | -18.25% | 73.15% | -24.56% | 10.93% | -6.20% | -0.46% | -16.61% | 10.04% |
EPOL iShares MSCI Poland ETF | 14.69% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2012 | 0.28 |
The correlation between YELP and EPOL shifts across timeframes, from 0.14 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
YELP vs. EPOL — Risk / Return Rank
YELP
EPOL
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.
| YELP | EPOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.29 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 3.68 | -4.47 |
| Martin ratioReturn relative to average drawdown | -1.55 | 10.07 | -11.62 |
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
| YELP | EPOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.94 | 1.76 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.55 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.41 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.22 | -0.22 |
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.
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Drawdown Indicators
| YELP | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.25% | -63.72% | -21.53% |
Max Drawdown (1Y)Largest decline over 1 year | -46.83% | -11.04% | -35.79% |
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 DrawdownCurrent decline from peak | -75.90% | -0.69% | -75.21% |
Average DrawdownAverage peak-to-trough decline | -55.60% | -26.89% | -28.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.28% | 4.03% | +20.25% |
Volatility
YELP vs. EPOL - Volatility Comparison
Yelp Inc. (YELP) has a higher volatility of 19.02% compared to iShares MSCI Poland ETF (EPOL) at 7.61%. 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.
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Volatility by Period
| YELP | EPOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.02% | 7.61% | +11.41% |
Volatility (6M)Calculated over the trailing 6-month period | 30.59% | 17.34% | +13.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.31% | 23.12% | +16.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.95% | 29.06% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.93% | 27.65% | +18.28% |
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 4.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 4.17% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YELP has higher volatility (19.02%) compared to EPOL (7.61%). In terms of maximum drawdown, YELP dropped -85.25% vs EPOL's -63.72%.
EPOL currently has the higher Sharpe Ratio (1.76 vs -0.94), 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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