EDIV vs EEMS comparison¶

EDIV vs EEMS performance comment¶

Market Performance Metrics Overview¶

Metric	EDIV	EEMS
High	32.43	57.61
Low	30.92	55.41
Close	32.06	56.4
Start Price	31.99	57.1814
Gain %	0.22%	-1.37%
Annualized Gain %	3.33%	-20.78%
Annualized Volatility %	13.60%	11.75%
Max Drawdown %	-3.65%	-3.32%
Sharpe Ratio	0.33	-1.91

The metrics offer a comprehensive overview of the performance of the two markets over the 60-day period. Notably, EEMS outperformed EDIV in terms of High, Close, and Start Price, while EDIV showed a positive gain compared to a loss in EEMS over the period.

Market Insights & Commentary¶

Annualized Gain %¶

The annualized gain % provides a glimpse into the annual return on investment that an asset or portfolio has generated. In this case, EDIV recorded a positive annualized gain of 3.33%, indicating a stable return over the 60-day period. On the other hand, EEMS reported a much lower annualized gain of -20.78%, signaling a potential loss over a year at the same rate of return.

Annualized Volatility %¶

Annualized volatility % measures the degree of variation of a trading price series over a specified timeframe. EDIV displayed a higher annualized volatility of 13.60%, suggesting more significant fluctuations in its price compared to EEMS with a volatility of 11.75%. Investors may consider this metric when assessing risk tolerance and potential returns.

Max Drawdown %¶

Max drawdown % reflects the maximum loss from a peak to a trough of a portfolio, before a new peak is attained. In this comparison, both symbols experienced negative drawdowns, with EDIV at -3.65% and EEMS at -3.32%. A lower drawdown indicates that the market has experienced less severe losses in the given period.

Sharpe Ratio¶

The Sharpe ratio measures the risk-adjusted return of an investment asset or portfolio. With a positive ratio of 0.33, EDIV produced higher returns relative to its risk compared to EEMS with a negative ratio of -1.91, reinforcing its outperformance in this aspect.

In conclusion, while EEMS showcased higher highs and a lower start price, EDIV demonstrated a positive gain and a more favorable risk-adjusted return, as indicated by the Sharpe ratio. Investors may consider these metrics when evaluating the potential of these markets for investment.

EDIV YTD Return (Daily)¶

Comment on YTD Total Returns Results of EDIV¶

Performance Analysis¶

The YTD Open for EDIV in the current year was 32.43, with the YTD High reaching the same level. The YTD Low was at 30.92, with the YTD Close at 32.06. The YTD Gain % was 0.22%, while the YTD Annualized Gain % stands at 3.33%. The YTD Annualized Volatility % is at 13.60%, with a YTD Max Drawdown % of -3.65%, indicating a relatively low level of risk or potential loss. The YTD Sharpe Ratio, a measure of risk-adjusted return, is at 0.33, suggesting a modest level of return for the risk taken. Looking at the performance of the previous year, the Last Year Annualized Gain % was significantly higher at 41.56%, with the Last Year Annualized Volatility % at 14.23% and a Last Year Max Drawdown % of -7.61%. This indicates a higher return with slightly higher risk compared to the current year.

Historical Performance¶

The Historical Annualized Volatility (excluding current year) % stands at 19.16%, while the Historical Annualized Gain (excluding current year) % is at 2.84%. The Max Drawdown in Data (excluding current year) is at -53.35%, indicating a significant potential risk. The Average Sharpe Ratio for All Years (Excluding Last) is 0.15, showcasing the risk-adjusted return over the years, suggesting a moderate level of return for the risk taken.

Current Market Condition¶

The Current last close price for EDIV is at 32.06. The Current MA 200 is at 29.03, the Current MA 50 is at 31.35, and the Current MA 5 is at 31.55, indicating an upward trend in the short-term moving averages and suggesting a potential bullish trend. The Current average annualized volatility is at 13.85%, while the Average annualized volatility a month ago was at 13.70%, reflecting a slight increase in volatility. In summary, the current price is above both the 50-day and the 200-day moving averages, suggesting a positive trend. The historical data shows a moderate level of risk-adjusted return, with the current year exhibiting lower volatility and risk compared to previous years. This indicates a potentially stable and positive performance, with the market displaying signs of bullish momentum.

EDIV Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$1.39	4.37%
2022	$1.19	4.99%
2021	$1.14	3.86%
2020	$0.98	3.5%
2019	$1.23	3.85%

EDIV Montly Dividends¶

Year	Mar	Jun	Sep	Dec
2023	$0.06	$0.39	$0.89	$0.05
2022	$0.04	$0.41	$0.68	$0.06
2021	$0.09	$0.37	$0.48	$0.2
2020	$0.18	$0.41	$0.31	$0.07
2019	$0.13	$0.43	$0.59	$0.07
2018	$0.12	$0.35	$0.46	$0.09
2017	$0.05	$0.32	$0.49	$0.13
2016	$0.07	$0.39	$0.69	$0.16
2015	$0.08	$0.63	$0.42	$0.14
2014	$0.02	$0.74	$0.68	$0.22
2013	$0.08	$1.06	$0.65	$0.21
2012	$0.04	$0.97	$1.22	$0.29
2011	$0.13	$0.82	$0.95	$0.37

Published: 2024-01-25

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