MARUY vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Marubeni Corp ADR (MARUY) and S&P 500 Index (^GSPC).

Performance

MARUY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marubeni Corp ADR (MARUY) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

MARUY vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MARUY Marubeni Corp ADR	38.32%	87.40%	-2.29%	36.86%	17.84%	45.49%	-11.55%	5.25%	1.47%	27.78%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, MARUY achieves a 38.32% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 23.64%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

MARUY

• 1D: 5.06%
• 1M: 2.42%
• YTD: 38.32%
• 6M: 53.73%
• 1Y: 136.14%
• 3Y*: 43.36%
• 5Y*: 36.69%
• 10Y*: 23.64%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MARUY vs. ^GSPC — Risk / Return Rank

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

MARUY

MARUY Risk / Return Rank: 98
MARUY Sharpe Ratio Rank: 99
MARUY Sortino Ratio Rank: 98
MARUY Omega Ratio Rank: 97
MARUY Calmar Ratio Rank: 97
MARUY Martin Ratio Rank: 98

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MARUY vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and S&P 500 Index (^GSPC). 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.

	MARUY	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	4.33	0.92	+3.42
Sortino ratio Return per unit of downside risk	4.87	1.41	+3.46
Omega ratio Gain probability vs. loss probability	1.62	1.21	+0.41
Calmar ratio Return relative to maximum drawdown	7.26	1.41	+5.84
Martin ratio Return relative to average drawdown	24.58	6.61	+17.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MARUY vs. ^GSPC - Sharpe Ratio Comparison

The current MARUY Sharpe Ratio is 4.33, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MARUY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MARUY	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.33	0.92	+3.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.23	0.61	+0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	0.68	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.46	-0.20

Correlation

The correlation between MARUY and ^GSPC is 0.30, 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.

Drawdowns

MARUY vs. ^GSPC - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.93%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MARUY and ^GSPC.

Drawdown Indicators

	MARUY	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-71.93%	-56.78%	-15.15%
Max Drawdown (1Y) Largest decline over 1 year	-18.77%	-12.14%	-6.63%
Max Drawdown (5Y) Largest decline over 5 years	-29.96%	-25.43%	-4.53%
Max Drawdown (10Y) Largest decline over 10 years	-53.87%	-33.92%	-19.95%
Current Drawdown Current decline from peak	-6.66%	-5.78%	-0.88%
Average Drawdown Average peak-to-trough decline	-27.63%	-10.75%	-16.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.54%	2.60%	+2.94%

Volatility

MARUY vs. ^GSPC - Volatility Comparison

Marubeni Corp ADR (MARUY) has a higher volatility of 12.32% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that MARUY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MARUY	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.32%	5.37%	+6.95%
Volatility (6M) Calculated over the trailing 6-month period	23.77%	9.55%	+14.22%
Volatility (1Y) Calculated over the trailing 1-year period	31.61%	18.33%	+13.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.94%	16.90%	+13.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.43%	18.05%	+10.38%