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:
-0.29
^GSPC:
0.25
MARUY:
-0.21
^GSPC:
0.41
MARUY:
0.98
^GSPC:
1.06
MARUY:
-0.31
^GSPC:
0.30
MARUY:
-0.53
^GSPC:
1.15
MARUY:
17.42%
^GSPC:
3.18%
MARUY:
31.50%
^GSPC:
14.78%
MARUY:
-71.68%
^GSPC:
-56.78%
MARUY:
-23.07%
^GSPC:
-12.17%
Returns By Period
In the year-to-date period, MARUY achieves a 1.48% return, which is significantly higher than ^GSPC's -8.25% return. Over the past 10 years, MARUY has outperformed ^GSPC with an annualized return of 13.60%, while ^GSPC has yielded a comparatively lower 10.02% annualized return.
MARUY
1.48%
-3.83%
-9.37%
-11.10%
27.20%
13.60%
^GSPC
-8.25%
-6.60%
-5.32%
3.55%
16.80%
10.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 10.13% compared to S&P 500 (^GSPC) at 7.38%. 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.