EVR vs LAZ: returns, Sharpe ratio and drawdown

Over the past year, EVR returned -20.84% against -27.82% for LAZ. Over five years, EVR averaged +10.92% a year, compared with -5.97% for LAZ. EVR had the higher Sharpe ratio over the past year (-0.56 vs -0.68), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -33.68% for EVR and -39.19% for LAZ.