MBB vs. GOOG
Compare and contrast key facts about iShares MBS Bond ETF (MBB) and Alphabet Inc. (GOOG).
MBB is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. MBS Index. It was launched on Mar 16, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBB or GOOG.
Key characteristics
| MBB | GOOG | |
|---|---|---|
| YTD Return | 2.21% | 27.94% |
| 1Y Return | 9.52% | 36.91% |
| 3Y Return (Ann) | -1.98% | 6.52% |
| 5Y Return (Ann) | -0.47% | 22.46% |
| 10Y Return (Ann) | 0.97% | 20.76% |
| Sharpe Ratio | 1.24 | 1.34 |
| Sortino Ratio | 1.82 | 1.87 |
| Omega Ratio | 1.22 | 1.25 |
| Calmar Ratio | 0.57 | 1.58 |
| Martin Ratio | 4.34 | 4.04 |
| Ulcer Index | 1.95% | 8.73% |
| Daily Std Dev | 6.85% | 26.28% |
| Max Drawdown | -17.65% | -44.60% |
| Current Drawdown | -6.87% | -6.52% |
Correlation
The correlation between MBB and GOOG is 0.02, 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
MBB vs. GOOG - Performance Comparison
In the year-to-date period, MBB achieves a 2.21% return, which is significantly lower than GOOG's 27.94% return. Over the past 10 years, MBB has underperformed GOOG with an annualized return of 0.97%, while GOOG has yielded a comparatively higher 20.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MBB vs. GOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) and Alphabet Inc. (GOOG). 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.
Dividends
MBB vs. GOOG - Dividend Comparison
MBB's dividend yield for the trailing twelve months is around 3.83%, more than GOOG's 0.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBB iShares MBS Bond ETF | 3.83% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.63% | 2.23% | 2.58% | 2.66% | 1.72% | 1.27% |
GOOG Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MBB vs. GOOG - Drawdown Comparison
The maximum MBB drawdown since its inception was -17.65%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MBB and GOOG. For additional features, visit the drawdowns tool.
Volatility
MBB vs. GOOG - Volatility Comparison
The current volatility for iShares MBS Bond ETF (MBB) is 1.93%, while Alphabet Inc. (GOOG) has a volatility of 6.76%. This indicates that MBB experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.