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MARUY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MARUY and ^GSPC is 0.09, 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.


-0.50.00.51.00.1

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-10.44%
6.72%
MARUY
^GSPC

Key characteristics

Sharpe Ratio

MARUY:

-0.26

^GSPC:

1.62

Sortino Ratio

MARUY:

-0.17

^GSPC:

2.20

Omega Ratio

MARUY:

0.98

^GSPC:

1.30

Calmar Ratio

MARUY:

-0.27

^GSPC:

2.46

Martin Ratio

MARUY:

-0.48

^GSPC:

10.01

Ulcer Index

MARUY:

16.41%

^GSPC:

2.08%

Daily Std Dev

MARUY:

30.10%

^GSPC:

12.88%

Max Drawdown

MARUY:

-71.68%

^GSPC:

-56.78%

Current Drawdown

MARUY:

-23.68%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, MARUY achieves a 0.67% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 13.27%, while ^GSPC has yielded a comparatively lower 11.04% annualized return.


MARUY

YTD

0.67%

1M

4.74%

6M

-10.45%

1Y

-9.53%

5Y*

17.94%

10Y*

13.27%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

MARUY vs. ^GSPC — Risk-Adjusted Performance Rank

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

MARUY
The Risk-Adjusted Performance Rank of MARUY is 3131
Overall Rank
The Sharpe Ratio Rank of MARUY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of MARUY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of MARUY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of MARUY is 3030
Calmar Ratio Rank
The Martin Ratio Rank of MARUY is 3636
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

MARUY vs. ^GSPC - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for MARUY, currently valued at -0.26, compared to the broader market-2.000.002.00-0.261.62
The chart of Sortino ratio for MARUY, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.006.00-0.172.20
The chart of Omega ratio for MARUY, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.30
The chart of Calmar ratio for MARUY, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.272.46
The chart of Martin ratio for MARUY, currently valued at -0.48, compared to the broader market-10.000.0010.0020.0030.00-0.4810.01
MARUY
^GSPC

The current MARUY Sharpe Ratio is -0.26, which is lower than the ^GSPC Sharpe Ratio of 1.62. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.26
1.62
MARUY
^GSPC

Drawdowns

MARUY vs. ^GSPC - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, 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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-23.68%
-2.13%
MARUY
^GSPC

Volatility

MARUY vs. ^GSPC - Volatility Comparison

Marubeni Corp ADR (MARUY) has a higher volatility of 7.90% compared to S&P 500 (^GSPC) at 3.43%. 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
7.90%
3.43%
MARUY
^GSPC
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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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