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MANU vs. EQWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MANU and EQWL is 0.29, 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.


-0.50.00.51.00.3

Performance

MANU vs. EQWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manchester United plc (MANU) and Invesco S&P 100 Equal Weight ETF (EQWL). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
20.75%
409.04%
MANU
EQWL

Key characteristics

Sharpe Ratio

MANU:

-0.84

EQWL:

2.16

Sortino Ratio

MANU:

-1.03

EQWL:

3.00

Omega Ratio

MANU:

0.86

EQWL:

1.39

Calmar Ratio

MANU:

-0.54

EQWL:

3.72

Martin Ratio

MANU:

-1.07

EQWL:

11.40

Ulcer Index

MANU:

24.66%

EQWL:

2.03%

Daily Std Dev

MANU:

31.35%

EQWL:

10.71%

Max Drawdown

MANU:

-58.07%

EQWL:

-49.36%

Current Drawdown

MANU:

-41.58%

EQWL:

-0.15%

Returns By Period

In the year-to-date period, MANU achieves a -9.63% return, which is significantly lower than EQWL's 4.93% return. Over the past 10 years, MANU has underperformed EQWL with an annualized return of -0.03%, while EQWL has yielded a comparatively higher 12.82% annualized return.


MANU

YTD

-9.63%

1M

-4.22%

6M

-9.36%

1Y

-15.79%

5Y*

-3.40%

10Y*

-0.03%

EQWL

YTD

4.93%

1M

3.98%

6M

10.49%

1Y

21.08%

5Y*

13.47%

10Y*

12.82%

*Annualized

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Risk-Adjusted Performance

MANU vs. EQWL — Risk-Adjusted Performance Rank

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

MANU
The Risk-Adjusted Performance Rank of MANU is 1212
Overall Rank
The Sharpe Ratio Rank of MANU is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of MANU is 1010
Sortino Ratio Rank
The Omega Ratio Rank of MANU is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MANU is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MANU is 1919
Martin Ratio Rank

EQWL
The Risk-Adjusted Performance Rank of EQWL is 8585
Overall Rank
The Sharpe Ratio Rank of EQWL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of EQWL is 8686
Sortino Ratio Rank
The Omega Ratio Rank of EQWL is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EQWL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EQWL is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MANU vs. EQWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manchester United plc (MANU) and Invesco S&P 100 Equal Weight ETF (EQWL). 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.


Sharpe ratio
The chart of Sharpe ratio for MANU, currently valued at -0.84, compared to the broader market-2.000.002.004.00-0.842.16
The chart of Sortino ratio for MANU, currently valued at -1.03, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.033.00
The chart of Omega ratio for MANU, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.39
The chart of Calmar ratio for MANU, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.543.72
The chart of Martin ratio for MANU, currently valued at -1.07, compared to the broader market-10.000.0010.0020.0030.00-1.0711.40
MANU
EQWL

The current MANU Sharpe Ratio is -0.84, which is lower than the EQWL Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of MANU and EQWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.84
2.16
MANU
EQWL

Dividends

MANU vs. EQWL - Dividend Comparison

MANU has not paid dividends to shareholders, while EQWL's dividend yield for the trailing twelve months is around 1.77%.


TTM20242023202220212020201920182017201620152014
MANU
Manchester United plc
0.00%0.00%0.00%0.39%1.26%1.08%0.90%0.95%0.91%1.26%0.51%0.00%
EQWL
Invesco S&P 100 Equal Weight ETF
1.77%1.86%1.97%2.12%1.65%2.01%2.04%2.23%1.27%2.01%2.03%1.74%

Drawdowns

MANU vs. EQWL - Drawdown Comparison

The maximum MANU drawdown since its inception was -58.07%, which is greater than EQWL's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for MANU and EQWL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.58%
-0.15%
MANU
EQWL

Volatility

MANU vs. EQWL - Volatility Comparison

Manchester United plc (MANU) has a higher volatility of 6.33% compared to Invesco S&P 100 Equal Weight ETF (EQWL) at 2.54%. This indicates that MANU's price experiences larger fluctuations and is considered to be riskier than EQWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.33%
2.54%
MANU
EQWL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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