EQIX vs. MVRL
Compare and contrast key facts about Equinix, Inc. (EQIX) and ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL).
MVRL is a passively managed fund by UBS that tracks the performance of the MVIS US Mortgage REITs Index (150%). It was launched on Jun 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQIX or MVRL.
Performance
EQIX vs. MVRL - Performance Comparison
Returns By Period
In the year-to-date period, EQIX achieves a 15.22% return, which is significantly higher than MVRL's -0.79% return.
EQIX
15.22%
2.08%
16.12%
19.79%
11.85%
17.86%
MVRL
-0.79%
-6.74%
1.79%
13.09%
N/A
N/A
Key characteristics
| EQIX | MVRL | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.49 |
| Sortino Ratio | 1.39 | 0.83 |
| Omega Ratio | 1.16 | 1.11 |
| Calmar Ratio | 0.78 | 0.29 |
| Martin Ratio | 1.83 | 1.73 |
| Ulcer Index | 10.36% | 8.55% |
| Daily Std Dev | 24.03% | 30.04% |
| Max Drawdown | -99.44% | -60.00% |
| Current Drawdown | -0.79% | -43.00% |
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Correlation
The correlation between EQIX and MVRL is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EQIX vs. MVRL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Equinix, Inc. (EQIX) and ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL). 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
EQIX vs. MVRL - Dividend Comparison
EQIX's dividend yield for the trailing twelve months is around 1.87%, less than MVRL's 18.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EQIX Equinix, Inc. | 1.87% | 1.80% | 1.89% | 1.36% | 1.49% | 1.69% | 2.59% | 1.77% | 1.96% | 5.86% | 3.34% |
MVRL ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | 18.22% | 18.70% | 25.22% | 12.97% | 5.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQIX vs. MVRL - Drawdown Comparison
The maximum EQIX drawdown since its inception was -99.44%, which is greater than MVRL's maximum drawdown of -60.00%. Use the drawdown chart below to compare losses from any high point for EQIX and MVRL. For additional features, visit the drawdowns tool.
Volatility
EQIX vs. MVRL - Volatility Comparison
The current volatility for Equinix, Inc. (EQIX) is 5.76%, while ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a volatility of 7.15%. This indicates that EQIX experiences smaller price fluctuations and is considered to be less risky than MVRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.