^NYATR vs. MFC
^NYATR (NYSE Composite Total Return) is an index, while MFC (Manulife Financial Corporation) is a stock.
Performance
^NYATR vs. MFC - Performance Comparison
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Returns By Period
^NYATR
- 1D
- -0.13%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
MFC
- 1D
- -0.25%
- 1M
- 7.92%
- 6M
- 18.87%
- YTD
- 24.86%
- 1Y
- 51.68%
- 3Y*
- 37.04%
- 5Y*
- 24.01%
- 10Y*
- 18.03%
- ALL TIME*
- 11.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $74.72M | $67.05M | $82.57M |
^NYATR vs. MFC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^NYATR NYSE Composite Total Return | -0.13% |
MFC Manulife Financial Corporation | -0.25% |
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Return for Risk
^NYATR vs. MFC — Risk / Return Rank
^NYATR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MFC
^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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.96 | — |
| Martin ratioReturn relative to average drawdown | — | 12.30 | — |
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Drawdowns
^NYATR vs. MFC - Drawdown Comparison
The maximum ^NYATR drawdown since its inception was -0.13%, 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.
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Drawdown Indicators
| ^NYATR | MFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.13% | -83.61% | +83.48% |
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 DrawdownCurrent decline from peak | -0.13% | -0.45% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -0.13% | -29.25% | +29.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.01% | — |
Volatility
^NYATR vs. MFC - Volatility Comparison
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Volatility by Period
| ^NYATR | MFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.22% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.97% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 20.17% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 24.05% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 28.11% | — |
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