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MARUY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MARUY and VOO is 0.13, 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. VOO - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-19.74%
7.98%
MARUY
VOO

Key characteristics

Sharpe Ratio

MARUY:

-0.14

VOO:

2.32

Sortino Ratio

MARUY:

0.01

VOO:

3.07

Omega Ratio

MARUY:

1.00

VOO:

1.43

Calmar Ratio

MARUY:

-0.14

VOO:

3.46

Martin Ratio

MARUY:

-0.29

VOO:

15.11

Ulcer Index

MARUY:

13.98%

VOO:

1.93%

Daily Std Dev

MARUY:

29.58%

VOO:

12.63%

Max Drawdown

MARUY:

-71.68%

VOO:

-33.99%

Current Drawdown

MARUY:

-23.19%

VOO:

-1.70%

Returns By Period

In the year-to-date period, MARUY achieves a 1.32% return, which is significantly lower than VOO's 1.63% return. Both investments have delivered pretty close results over the past 10 years, with MARUY having a 13.88% annualized return and VOO not far behind at 13.37%.


MARUY

YTD

1.32%

1M

1.38%

6M

-19.74%

1Y

-4.18%

5Y*

16.97%

10Y*

13.88%

VOO

YTD

1.63%

1M

-1.70%

6M

7.98%

1Y

29.02%

5Y*

14.75%

10Y*

13.37%

*Annualized

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Risk-Adjusted Performance

MARUY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marubeni Corp ADR (MARUY) and Vanguard S&P 500 ETF (VOO). 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 -0.14, compared to the broader market-4.00-2.000.002.00-0.142.32
The chart of Sortino ratio for MARUY, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.013.07
The chart of Omega ratio for MARUY, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.43
The chart of Calmar ratio for MARUY, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.143.46
The chart of Martin ratio for MARUY, currently valued at -0.29, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.2915.11
MARUY
VOO

The current MARUY Sharpe Ratio is -0.14, which is lower than the VOO Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of MARUY and VOO, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.14
2.32
MARUY
VOO

Dividends

MARUY vs. VOO - Dividend Comparison

MARUY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
MARUY
Marubeni Corp ADR
0.00%0.00%0.00%0.00%4.38%3.96%4.25%4.52%3.22%3.20%3.64%3.82%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MARUY vs. VOO - Drawdown Comparison

The maximum MARUY drawdown since its inception was -71.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MARUY and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.19%
-1.70%
MARUY
VOO

Volatility

MARUY vs. VOO - Volatility Comparison

Marubeni Corp ADR (MARUY) has a higher volatility of 6.13% compared to Vanguard S&P 500 ETF (VOO) at 4.31%. This indicates that MARUY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
6.13%
4.31%
MARUY
VOO
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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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