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:
0.04
^GSPC:
0.46
MARUY:
0.31
^GSPC:
0.77
MARUY:
1.04
^GSPC:
1.11
MARUY:
0.05
^GSPC:
0.47
MARUY:
0.08
^GSPC:
1.94
MARUY:
18.18%
^GSPC:
4.61%
MARUY:
34.18%
^GSPC:
19.44%
MARUY:
-71.68%
^GSPC:
-56.78%
MARUY:
-11.47%
^GSPC:
-10.07%
Returns By Period
In the year-to-date period, MARUY achieves a 16.78% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 14.45%, while ^GSPC has yielded a comparatively lower 10.27% annualized return.
MARUY
16.78%
6.23%
15.49%
0.60%
29.96%
14.45%
^GSPC
-6.06%
-1.00%
-4.87%
8.34%
14.11%
10.27%
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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 16.12% compared to S&P 500 (^GSPC) at 14.23%. 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.