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:
-0.14
^GSPC:
1.69
MARUY:
0.01
^GSPC:
2.29
MARUY:
1.00
^GSPC:
1.31
MARUY:
-0.15
^GSPC:
2.57
MARUY:
-0.26
^GSPC:
10.46
MARUY:
16.06%
^GSPC:
2.08%
MARUY:
30.19%
^GSPC:
12.82%
MARUY:
-71.68%
^GSPC:
-56.78%
MARUY:
-22.54%
^GSPC:
-0.06%
Returns By Period
In the year-to-date period, MARUY achieves a 2.17% return, which is significantly lower than ^GSPC's 3.97% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 13.89%, while ^GSPC has yielded a comparatively lower 11.32% annualized return.
MARUY
2.17%
7.78%
-8.69%
-4.90%
17.83%
13.89%
^GSPC
3.97%
4.66%
10.32%
22.29%
12.63%
11.32%
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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 8.47% compared to S&P 500 (^GSPC) at 3.62%. 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.