YPF vs. IEUR
YPF (YPF Sociedad Anónima) is a stock, while IEUR (iShares Core MSCI Europe ETF) is Europe Equities fund tracking the MSCI Europe Investable Market Index. Over the past 10 years, YPF returned 10.99%/yr vs 9.93%/yr for IEUR. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
YPF vs. IEUR - Performance Comparison
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Returns By Period
In the year-to-date period, YPF achieves a 41.21% return, which is significantly higher than IEUR's 10.73% return. Over the past 10 years, YPF has outperformed IEUR with an annualized return of 10.99%, while IEUR has yielded a comparatively lower 9.93% annualized return.
YPF
- 1D
- -2.82%
- 1M
- 15.00%
- 6M
- 31.39%
- YTD
- 41.21%
- 1Y
- 54.21%
- 3Y*
- 53.67%
- 5Y*
- 64.88%
- 10Y*
- 10.99%
- ALL TIME*
- 7.28%
IEUR
- 1D
- 0.42%
- 1M
- 1.50%
- 6M
- 5.01%
- YTD
- 10.73%
- 1Y
- 23.97%
- 3Y*
- 17.31%
- 5Y*
- 8.96%
- 10Y*
- 9.93%
- ALL TIME*
- 6.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $74.86M | $57.66M | $73.75M | |
| $49.50M | $62.22M | $86.24M |
YPF vs. IEUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YPF YPF Sociedad Anónima | 41.21% | -14.94% | 147.29% | 87.05% | 140.58% | -18.72% | -59.41% | -12.86% | -41.18% | 39.31% |
IEUR iShares Core MSCI Europe ETF | 10.73% | 35.67% | 1.40% | 19.71% | -15.90% | 16.71% | 5.31% | 24.95% | -14.86% | 26.70% |
Correlation
The correlation between YPF and IEUR is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.35 |
The correlation between YPF and IEUR shifts across timeframes, from -0.01 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
YPF vs. IEUR — Risk / Return Rank
YPF
IEUR
YPF vs. IEUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YPF Sociedad Anónima (YPF) and iShares Core MSCI Europe ETF (IEUR). 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.
| YPF | IEUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.00 | -0.43 |
| Martin ratioReturn relative to average drawdown | 4.12 | 7.69 | -3.57 |
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Drawdowns
YPF vs. IEUR - Drawdown Comparison
The maximum YPF drawdown since its inception was -94.58%, which is greater than IEUR's maximum drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for YPF and IEUR.
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Drawdown Indicators
| YPF | IEUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.58% | -36.96% | -57.62% |
Max Drawdown (1Y)Largest decline over 1 year | -34.89% | -12.04% | -22.85% |
Max Drawdown (3Y)Largest decline over 3 years | -48.79% | -14.25% | -34.54% |
Max Drawdown (5Y)Largest decline over 5 years | -48.79% | -32.75% | -16.04% |
Max Drawdown (10Y)Largest decline over 10 years | -90.08% | -36.96% | -53.12% |
Current DrawdownCurrent decline from peak | -9.39% | -0.08% | -9.31% |
Average DrawdownAverage peak-to-trough decline | -38.99% | -8.13% | -30.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.24% | 3.12% | +10.12% |
Volatility
YPF vs. IEUR - Volatility Comparison
YPF Sociedad Anónima (YPF) has a higher volatility of 9.95% compared to iShares Core MSCI Europe ETF (IEUR) at 4.09%. This indicates that YPF's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YPF | IEUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.95% | 4.09% | +5.86% |
Volatility (6M)Calculated over the trailing 6-month period | 27.86% | 13.68% | +14.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.63% | 15.78% | +36.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.55% | 17.81% | +36.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.72% | 18.23% | +36.49% |
Dividends
YPF vs. IEUR - Dividend Comparison
YPF has not paid dividends to shareholders, while IEUR's dividend yield for the trailing twelve months is around 3.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | 3.11% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
YPF YPF Sociedad Anónima | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.19% | 0.60% | 0.32% | 0.66% | 0.80% |
Frequently Asked Questions
YPF and IEUR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YPF has higher volatility (9.95%) compared to IEUR (4.09%). In terms of maximum drawdown, YPF dropped -94.58% vs IEUR's -36.96%.
IEUR currently has the higher Sharpe Ratio (1.53 vs 1.04), 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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