DAL vs. MGK
Compare and contrast key facts about Delta Air Lines, Inc. (DAL) and Vanguard Mega Cap Growth ETF (MGK).
MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DAL or MGK.
Performance
DAL vs. MGK - Performance Comparison
Returns By Period
In the year-to-date period, DAL achieves a 59.89% return, which is significantly higher than MGK's 29.67% return. Over the past 10 years, DAL has underperformed MGK with an annualized return of 5.25%, while MGK has yielded a comparatively higher 16.29% annualized return.
DAL
59.89%
15.50%
24.18%
79.28%
3.02%
5.25%
MGK
29.67%
1.78%
14.55%
34.88%
20.05%
16.29%
Key characteristics
| DAL | MGK | |
|---|---|---|
| Sharpe Ratio | 2.33 | 1.99 |
| Sortino Ratio | 3.08 | 2.62 |
| Omega Ratio | 1.39 | 1.36 |
| Calmar Ratio | 1.81 | 2.54 |
| Martin Ratio | 7.38 | 9.65 |
| Ulcer Index | 10.33% | 3.57% |
| Daily Std Dev | 32.77% | 17.31% |
| Max Drawdown | -81.73% | -48.36% |
| Current Drawdown | -1.87% | -1.51% |
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Correlation
The correlation between DAL and MGK is 0.43, 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.
Risk-Adjusted Performance
DAL vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) and Vanguard Mega Cap Growth ETF (MGK). 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.
Dividends
DAL vs. MGK - Dividend Comparison
DAL's dividend yield for the trailing twelve months is around 0.79%, more than MGK's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAL Delta Air Lines, Inc. | 0.79% | 0.50% | 0.00% | 0.00% | 1.00% | 2.58% | 2.63% | 1.81% | 1.37% | 0.89% | 0.61% | 0.44% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
DAL vs. MGK - Drawdown Comparison
The maximum DAL drawdown since its inception was -81.73%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for DAL and MGK. For additional features, visit the drawdowns tool.
Volatility
DAL vs. MGK - Volatility Comparison
Delta Air Lines, Inc. (DAL) has a higher volatility of 11.13% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.68%. This indicates that DAL's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.