^NYATR vs. MFC

Last updated Jul 11, 2026

^NYATR (NYSE Composite Total Return) is an index, while MFC (Manulife Financial Corporation) is a stock.

Performance

^NYATR vs. MFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite Total Return (^NYATR) and Manulife Financial Corporation (MFC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^NYATR

• 1D: 0.22%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MFC

• 1D: -0.48%
• 1M: 2.43%
• 6M: 12.66%
• YTD: 16.01%
• 1Y: 40.79%
• 3Y*: 36.59%
• 5Y*: 22.30%
• 10Y*: 17.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^NYATR vs. MFC - Yearly Performance Comparison

	2026 (YTD)
^NYATR NYSE Composite Total Return	0.22%
MFC Manulife Financial Corporation	-0.48%

Return for Risk

^NYATR vs. MFC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^NYATR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MFC

MFC Risk / Return Rank: 89
MFC Sharpe Ratio Rank: 91
MFC Sortino Ratio Rank: 87
MFC Omega Ratio Rank: 88
MFC Calmar Ratio Rank: 88
MFC Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^NYATR vs. MFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite Total Return (^NYATR) and Manulife Financial Corporation (MFC). 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.

	^NYATR	MFC	Difference
Sharpe ratio: Return per unit of total volatility	—	2.00	—
Sortino ratio: Return per unit of downside risk	—	2.54	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	3.19	—
Martin ratio: Return relative to average drawdown	—	9.80	—

Drawdowns

^NYATR vs. MFC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was 0.00%, smaller than the maximum MFC drawdown of -83.61%. Use the drawdown chart below to compare losses from any high point for ^NYATR and MFC.

Drawdown Indicators

	^NYATR	MFC	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-83.61%	+83.61%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.49%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.99%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-57.44%	—
Current Drawdown Current decline from peak	0.00%	-0.48%	+0.48%
Average Drawdown Average peak-to-trough decline	0.00%	-29.31%	+29.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.06%	—

Volatility

Volatility by Period

	^NYATR	MFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.97%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	24.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	28.10%	—