GOOD.L vs. MGQIX
Compare and contrast key facts about Good Energy Group plc (GOOD.L) and Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX).
MGQIX is managed by T. Rowe Price. It was launched on Aug 29, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOD.L or MGQIX.
Performance
GOOD.L vs. MGQIX - Performance Comparison
Returns By Period
In the year-to-date period, GOOD.L achieves a -2.67% return, which is significantly lower than MGQIX's 17.87% return. Over the past 10 years, GOOD.L has underperformed MGQIX with an annualized return of 5.17%, while MGQIX has yielded a comparatively higher 7.70% annualized return.
GOOD.L
-2.67%
23.68%
34.80%
10.25%
19.89%
5.17%
MGQIX
17.87%
2.84%
10.77%
22.90%
10.13%
7.70%
Key characteristics
| GOOD.L | MGQIX | |
|---|---|---|
| Sharpe Ratio | 0.16 | 2.03 |
| Sortino Ratio | 0.69 | 2.78 |
| Omega Ratio | 1.10 | 1.36 |
| Calmar Ratio | 0.25 | 2.81 |
| Martin Ratio | 0.33 | 11.20 |
| Ulcer Index | 31.36% | 2.04% |
| Daily Std Dev | 64.66% | 11.28% |
| Max Drawdown | -67.88% | -29.68% |
| Current Drawdown | -13.30% | -0.46% |
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Correlation
The correlation between GOOD.L and MGQIX is 0.11, 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
GOOD.L vs. MGQIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Good Energy Group plc (GOOD.L) and Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX). 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
GOOD.L vs. MGQIX - Dividend Comparison
GOOD.L's dividend yield for the trailing twelve months is around 0.95%, more than MGQIX's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOD.L Good Energy Group plc | 0.95% | 0.82% | 1.42% | 0.31% | 0.00% | 1.71% | 3.53% | 1.81% | 1.20% | 2.73% | 1.56% | 1.31% |
MGQIX Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio | 0.40% | 0.47% | 0.36% | 0.37% | 5.46% | 0.56% | 0.60% | 1.01% | 1.87% | 1.58% | 1.12% | 0.00% |
Drawdowns
GOOD.L vs. MGQIX - Drawdown Comparison
The maximum GOOD.L drawdown since its inception was -67.88%, which is greater than MGQIX's maximum drawdown of -29.68%. Use the drawdown chart below to compare losses from any high point for GOOD.L and MGQIX. For additional features, visit the drawdowns tool.
Volatility
GOOD.L vs. MGQIX - Volatility Comparison
Good Energy Group plc (GOOD.L) has a higher volatility of 24.09% compared to Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) at 3.36%. This indicates that GOOD.L's price experiences larger fluctuations and is considered to be riskier than MGQIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.