MARUY vs. ^GSPC
Compare and contrast key facts about Marubeni Corp ADR (MARUY) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MARUY or ^GSPC.
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.
Performance
MARUY vs. ^GSPC - Performance Comparison
Key characteristics
MARUY:
-0.51
^GSPC:
-0.17
MARUY:
-0.54
^GSPC:
-0.11
MARUY:
0.93
^GSPC:
0.98
MARUY:
-0.56
^GSPC:
-0.15
MARUY:
-0.93
^GSPC:
-0.79
MARUY:
17.51%
^GSPC:
3.36%
MARUY:
31.95%
^GSPC:
15.95%
MARUY:
-71.68%
^GSPC:
-56.78%
MARUY:
-27.53%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, MARUY achieves a -4.40% return, which is significantly higher than ^GSPC's -13.73% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 12.82%, while ^GSPC has yielded a comparatively lower 9.37% annualized return.
MARUY
-4.40%
-13.27%
-14.60%
-17.53%
25.66%
12.82%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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Risk-Adjusted Performance
MARUY vs. ^GSPC — Risk-Adjusted Performance Rank
MARUY
^GSPC
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.
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.
Volatility
MARUY vs. ^GSPC - Volatility Comparison
Marubeni Corp ADR (MARUY) has a higher volatility of 11.48% compared to S&P 500 (^GSPC) at 9.30%. 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.