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

Correlation

The correlation between MBGYY and VOO is 0.56, 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.


Performance

MBGYY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercedes-Benz Group AG (MBGYY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MBGYY:

-0.50

VOO:

0.52

Sortino Ratio

MBGYY:

-0.53

VOO:

0.89

Omega Ratio

MBGYY:

0.94

VOO:

1.13

Calmar Ratio

MBGYY:

-0.44

VOO:

0.57

Martin Ratio

MBGYY:

-0.81

VOO:

2.18

Ulcer Index

MBGYY:

18.01%

VOO:

4.85%

Daily Std Dev

MBGYY:

29.67%

VOO:

19.11%

Max Drawdown

MBGYY:

-72.18%

VOO:

-33.99%

Current Drawdown

MBGYY:

-18.44%

VOO:

-7.67%

Returns By Period

In the year-to-date period, MBGYY achieves a 13.27% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, MBGYY has underperformed VOO with an annualized return of 3.25%, while VOO has yielded a comparatively higher 12.42% annualized return.


MBGYY

YTD

13.27%

1M

17.08%

6M

11.81%

1Y

-14.51%

5Y*

25.10%

10Y*

3.25%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

MBGYY vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBGYY
The Risk-Adjusted Performance Rank of MBGYY is 2525
Overall Rank
The Sharpe Ratio Rank of MBGYY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MBGYY is 2323
Sortino Ratio Rank
The Omega Ratio Rank of MBGYY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MBGYY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of MBGYY is 3333
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MBGYY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBGYY) 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.


The current MBGYY Sharpe Ratio is -0.50, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MBGYY 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.


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Dividends

MBGYY vs. VOO - Dividend Comparison

MBGYY's dividend yield for the trailing twelve months is around 8.48%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
MBGYY
Mercedes-Benz Group AG
8.48%10.45%8.24%36.06%1.73%2.84%6.71%8.63%4.06%4.82%3.09%3.74%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MBGYY vs. VOO - Drawdown Comparison

The maximum MBGYY drawdown since its inception was -72.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MBGYY and VOO. For additional features, visit the drawdowns tool.


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Volatility

MBGYY vs. VOO - Volatility Comparison

Mercedes-Benz Group AG (MBGYY) has a higher volatility of 9.61% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that MBGYY'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.


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