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 -0.80%/yr vs 11.83%/yr for EPOL. At a 0.27 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 -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%
YELP vs. EPOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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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.
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.
| YELP | EPOL | Difference | |
|---|---|---|---|
| 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 |
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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 | -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 DrawdownCurrent decline from peak | -72.06% | -1.00% | -71.06% |
Average DrawdownAverage peak-to-trough decline | -55.74% | -26.72% | -29.02% |
Ulcer IndexDepth 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.
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Volatility by Period
| YELP | EPOL | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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