^SPLRCT vs. MRVL

Last updated Jun 4, 2026

^SPLRCT (S&P 500 Information Technology Index) is an index, while MRVL (Marvell Technology Group Ltd.) is a stock. Over the past 10 years, ^SPLRCT returned 25.87%/yr vs 41.46%/yr for MRVL. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

^SPLRCT vs. MRVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Information Technology Index (^SPLRCT) and Marvell Technology Group Ltd. (MRVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^SPLRCT achieves a 27.76% return, which is significantly lower than MRVL's 255.40% return. Over the past 10 years, ^SPLRCT has underperformed MRVL with an annualized return of 25.87%, while MRVL has yielded a comparatively higher 41.46% annualized return.

^SPLRCT

• 1D: 0.92%
• 1M: 18.40%
• YTD: 27.76%
• 6M: 26.78%
• 1Y: 56.77%
• 3Y*: 35.03%
• 5Y*: 24.69%
• 10Y*: 25.87%

MRVL

• 1D: 3.73%
• 1M: 84.32%
• YTD: 255.40%
• 6M: 201.42%
• 1Y: 385.03%
• 3Y*: 71.71%
• 5Y*: 44.57%
• 10Y*: 41.46%

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

^SPLRCT vs. MRVL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPLRCT S&P 500 Information Technology Index	27.76%	23.31%	35.69%	56.39%	-28.91%	33.35%	42.21%	48.04%	-1.62%	36.91%
MRVL Marvell Technology Group Ltd.	255.40%	-22.82%	83.79%	63.68%	-57.48%	84.62%	80.25%	65.74%	-23.62%	56.89%

Correlation

The correlation between ^SPLRCT and MRVL is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jul 3, 2000	0.62

The correlation between ^SPLRCT and MRVL shifts across timeframes, from 0.52 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

^SPLRCT vs. MRVL — Risk / Return Rank

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

^SPLRCT

^SPLRCT Risk / Return Rank: 83
^SPLRCT Sharpe Ratio Rank: 92
^SPLRCT Sortino Ratio Rank: 90
^SPLRCT Omega Ratio Rank: 89
^SPLRCT Calmar Ratio Rank: 79
^SPLRCT Martin Ratio Rank: 65

MRVL

MRVL Risk / Return Rank: 98
MRVL Sharpe Ratio Rank: 99
MRVL Sortino Ratio Rank: 98
MRVL Omega Ratio Rank: 97
MRVL Calmar Ratio Rank: 99
MRVL Martin Ratio Rank: 98

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.

^SPLRCT vs. MRVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Information Technology Index (^SPLRCT) and Marvell Technology Group Ltd. (MRVL). 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.

	^SPLRCT	MRVL	Difference
Sharpe ratio: Return per unit of total volatility	2.97	5.80	-2.84
Sortino ratio: Return per unit of downside risk	3.69	5.06	-1.37
Omega ratio: Gain probability vs. loss probability	1.48	1.67	-0.19
Calmar ratio: Return relative to maximum drawdown	3.23	14.72	-11.49
Martin ratio: Return relative to average drawdown	9.79	34.27	-24.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCT vs. MRVL - Sharpe Ratio Comparison

The current ^SPLRCT Sharpe Ratio is 2.97, which is lower than the MRVL Sharpe Ratio of 5.80. The chart below compares the historical Sharpe Ratios of ^SPLRCT and MRVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^SPLRCT	MRVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.97	5.80	-2.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.74	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	0.81	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.23	+0.27

Drawdowns

^SPLRCT vs. MRVL - Drawdown Comparison

The maximum ^SPLRCT drawdown since its inception was -82.51%, smaller than the maximum MRVL drawdown of -91.60%. Use the drawdown chart below to compare losses from any high point for ^SPLRCT and MRVL.

Drawdown Indicators

	^SPLRCT	MRVL	Difference
Max Drawdown Largest peak-to-trough decline	-82.51%	-91.60%	+9.09%
Max Drawdown (1Y) Largest decline over 1 year	-18.41%	-26.36%	+7.95%
Max Drawdown (3Y) Largest decline over 3 years	-26.91%	-60.79%	+33.88%
Max Drawdown (5Y) Largest decline over 5 years	-34.27%	-61.88%	+27.61%
Max Drawdown (10Y) Largest decline over 10 years	-34.27%	-61.88%	+27.61%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-29.38%	-46.78%	+17.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.05%	11.30%	-5.25%

Volatility

^SPLRCT vs. MRVL - Volatility Comparison

The current volatility for S&P 500 Information Technology Index (^SPLRCT) is 5.81%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 32.78%. This indicates that ^SPLRCT experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SPLRCT	MRVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	32.78%	-26.97%
Volatility (6M) Calculated over the trailing 6-month period	15.68%	50.48%	-34.80%
Volatility (1Y) Calculated over the trailing 1-year period	20.03%	66.88%	-46.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.24%	60.92%	-35.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.85%	51.38%	-26.53%

Frequently Asked Questions

Can I hold both ^SPLRCT and MRVL in my portfolio?

^SPLRCT and MRVL have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^SPLRCT or MRVL?

MRVL has higher volatility (32.78%) compared to ^SPLRCT (5.81%). In terms of maximum drawdown, ^SPLRCT dropped -82.51% vs MRVL's -91.60%.

Which has better risk-adjusted returns?

MRVL currently has the higher Sharpe Ratio (5.80 vs 2.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.