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

Correlation

The correlation between MATW and VOO is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MATW vs. VOO - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
9.22%
602.93%
MATW
VOO

Key characteristics

Sharpe Ratio

MATW:

-0.54

VOO:

2.25

Sortino Ratio

MATW:

-0.62

VOO:

2.98

Omega Ratio

MATW:

0.93

VOO:

1.42

Calmar Ratio

MATW:

-0.34

VOO:

3.31

Martin Ratio

MATW:

-0.77

VOO:

14.77

Ulcer Index

MATW:

29.36%

VOO:

1.90%

Daily Std Dev

MATW:

42.41%

VOO:

12.46%

Max Drawdown

MATW:

-75.27%

VOO:

-33.99%

Current Drawdown

MATW:

-56.66%

VOO:

-2.47%

Returns By Period

In the year-to-date period, MATW achieves a -22.27% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, MATW has underperformed VOO with an annualized return of -3.44%, while VOO has yielded a comparatively higher 13.08% annualized return.


MATW

YTD

-22.27%

1M

15.32%

6M

12.18%

1Y

-24.36%

5Y*

-3.25%

10Y*

-3.44%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

MATW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews International Corporation (MATW) 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 MATW, currently valued at -0.54, compared to the broader market-4.00-2.000.002.00-0.542.25
The chart of Sortino ratio for MATW, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.622.98
The chart of Omega ratio for MATW, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.42
The chart of Calmar ratio for MATW, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.343.31
The chart of Martin ratio for MATW, currently valued at -0.77, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7714.77
MATW
VOO

The current MATW Sharpe Ratio is -0.54, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MATW 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.54
2.25
MATW
VOO

Dividends

MATW vs. VOO - Dividend Comparison

MATW's dividend yield for the trailing twelve months is around 3.52%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
MATW
Matthews International Corporation
3.52%2.54%2.92%2.36%2.87%2.12%1.90%1.33%0.81%1.01%0.95%0.96%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MATW vs. VOO - Drawdown Comparison

The maximum MATW drawdown since its inception was -75.27%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MATW and VOO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.66%
-2.47%
MATW
VOO

Volatility

MATW vs. VOO - Volatility Comparison

Matthews International Corporation (MATW) has a higher volatility of 22.93% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that MATW'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%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.93%
3.75%
MATW
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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