MAGN vs. MAGS

In the year-to-date period, MAGN achieves a -33.85% return, which is significantly lower than MAGS's -3.80% return.

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This table presents a comparison of risk-adjusted performance metrics for Magnera Corporation (MAGN) and Roundhill Magnificent Seven ETF (MAGS). 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.

The current MAGN Sharpe Ratio is -0.67, which is lower than the MAGS Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MAGN and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MAGN has not paid dividends to shareholders, while MAGS's dividend yield for the trailing twelve months is around 0.84%.

The maximum MAGN drawdown since its inception was -96.85%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for MAGN and MAGS.

Magnera Corporation (MAGN) has a higher volatility of 27.44% compared to Roundhill Magnificent Seven ETF (MAGS) at 8.41%. This indicates that MAGN's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.