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^NYATR vs. MFC
Performance
Return for Risk
Drawdowns
Volatility

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.

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

Liquidity Comparison


PositionAvg. 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


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Return for Risk

^NYATR vs. MFC — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 9393
Overall Rank
MFC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MFC Sortino Ratio Rank: 9393
Sortino Ratio Rank
MFC Omega Ratio Rank: 9393
Omega Ratio Rank
MFC Calmar Ratio Rank: 9292
Calmar Ratio Rank
MFC Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

^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.


^NYATRMFCDifference
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

^NYATR vs. MFC - Sharpe Ratio Comparison


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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


^NYATRMFCDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.13%

-0.45%

+0.32%

Average Drawdown

Average peak-to-trough decline

-0.13%

-29.25%

+29.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

Volatility

^NYATR vs. MFC - Volatility Comparison


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Volatility by Period


^NYATRMFCDifference

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%

Portfolio Optimizer

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