^NYATR vs. MFC

Last updated Apr 2, 2026

Compare and contrast key facts about NYSE Composite Total Return (^NYATR) and Manulife Financial Corporation (MFC).

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.

^NYATR vs. MFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NYATR NYSE Composite Total Return	1.36%	17.70%	15.79%	13.77%	-9.35%	20.68%	6.99%	25.51%	-8.95%	18.73%
MFC Manulife Financial Corporation	-3.18%	22.95%	45.75%	31.13%	-1.18%	12.17%	-7.18%	49.19%	-29.89%	22.17%

Returns By Period

In the year-to-date period, ^NYATR achieves a 1.36% return, which is significantly higher than MFC's -3.18% return. Over the past 10 years, ^NYATR has underperformed MFC with an annualized return of 10.66%, while MFC has yielded a comparatively higher 14.71% annualized return.

^NYATR

• 1D: 0.42%
• 1M: -5.00%
• YTD: 1.36%
• 6M: 3.56%
• 1Y: 16.77%
• 3Y*: 15.54%
• 5Y*: 9.52%
• 10Y*: 10.66%

MFC

• 1D: 0.99%
• 1M: -0.49%
• YTD: -3.18%
• 6M: 12.69%
• 1Y: 13.90%
• 3Y*: 29.67%
• 5Y*: 15.37%
• 10Y*: 14.71%

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

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

^NYATR Risk / Return Rank: 69
^NYATR Sharpe Ratio Rank: 71
^NYATR Sortino Ratio Rank: 70
^NYATR Omega Ratio Rank: 75
^NYATR Calmar Ratio Rank: 55
^NYATR Martin Ratio Rank: 72

MFC

MFC Risk / Return Rank: 59
MFC Sharpe Ratio Rank: 61
MFC Sortino Ratio Rank: 51
MFC Omega Ratio Rank: 54
MFC Calmar Ratio Rank: 62
MFC Martin Ratio Rank: 67

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.

	^NYATR	MFC	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.56	+0.51
Sortino ratio Return per unit of downside risk	1.54	0.87	+0.67
Omega ratio Gain probability vs. loss probability	1.23	1.13	+0.10
Calmar ratio Return relative to maximum drawdown	1.40	0.96	+0.44
Martin ratio Return relative to average drawdown	6.40	3.00	+3.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NYATR vs. MFC - Sharpe Ratio Comparison

The current ^NYATR Sharpe Ratio is 1.07, which is higher than the MFC Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of ^NYATR and MFC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^NYATR	MFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	0.56	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.65	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.52	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.33	+0.30

Correlation

The correlation between ^NYATR and MFC is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^NYATR vs. MFC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was -37.81%, 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	-37.81%	-83.61%	+45.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.98%	-16.75%	+4.77%
Max Drawdown (5Y) Largest decline over 5 years	-20.95%	-26.99%	+6.04%
Max Drawdown (10Y) Largest decline over 10 years	-37.81%	-57.44%	+19.63%
Current Drawdown Current decline from peak	-5.42%	-8.88%	+3.46%
Average Drawdown Average peak-to-trough decline	-4.00%	-29.59%	+25.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	5.37%	-2.74%

Volatility

^NYATR vs. MFC - Volatility Comparison

The current volatility for NYSE Composite Total Return (^NYATR) is 4.81%, while Manulife Financial Corporation (MFC) has a volatility of 5.91%. This indicates that ^NYATR experiences smaller price fluctuations and is considered to be less risky than MFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NYATR	MFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	5.91%	-1.10%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	13.86%	-5.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.77%	24.97%	-9.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	23.93%	-9.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.89%	28.48%	-11.59%