MBIN vs. VOO
MBIN (Merchants Bancorp) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, MBIN returned 18.93%/yr vs 12.83%/yr for VOO. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
MBIN vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MBIN achieves a 62.79% return, which is significantly higher than VOO's 10.16% return.
MBIN
- 1D
- -0.59%
- 1M
- 13.03%
- 6M
- 33.73%
- YTD
- 62.79%
- 1Y
- 91.12%
- 3Y*
- 21.56%
- 5Y*
- 18.93%
- 10Y*
- —
- ALL TIME*
- 21.19%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.24M | $8.41M | $7.85M | |
| $3.82B | $3.78B | $5.44B |
MBIN vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBIN Merchants Bancorp | 62.79% | -5.51% | -13.59% | 77.01% | -22.06% | 72.80% | 42.55% | 0.30% | 2.43% | 16.05% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 5.01% |
Correlation
The correlation between MBIN and VOO is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.41 |
The correlation between MBIN and VOO shifts across timeframes, from 0.31 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MBIN vs. VOO — Risk / Return Rank
MBIN
VOO
MBIN vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merchants Bancorp (MBIN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MBIN | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.28 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.83 | 2.21 | +4.62 |
| Martin ratioReturn relative to average drawdown | 16.55 | 9.44 | +7.12 |
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Drawdowns
MBIN vs. VOO - Drawdown Comparison
The maximum MBIN drawdown since its inception was -53.77%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MBIN and VOO.
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Drawdown Indicators
| MBIN | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.77% | -33.99% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -8.90% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -43.94% | -18.69% | -25.25% |
Max Drawdown (5Y)Largest decline over 5 years | -43.94% | -24.52% | -19.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -0.59% | -1.38% | +0.79% |
Average DrawdownAverage peak-to-trough decline | -19.65% | -3.67% | -15.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 2.08% | +3.40% |
Volatility
MBIN vs. VOO - Volatility Comparison
Merchants Bancorp (MBIN) has a higher volatility of 13.20% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that MBIN'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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Volatility by Period
| MBIN | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 3.54% | +9.66% |
Volatility (6M)Calculated over the trailing 6-month period | 23.83% | 10.10% | +13.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.95% | 12.82% | +23.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.06% | 16.93% | +19.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.17% | 18.01% | +22.16% |
Dividends
MBIN vs. VOO - Dividend Comparison
MBIN's dividend yield for the trailing twelve months is around 0.76%, less than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBIN Merchants Bancorp | 0.76% | 1.17% | 0.99% | 0.75% | 1.15% | 0.76% | 1.16% | 1.42% | 1.20% | 0.25% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MBIN and VOO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBIN has higher volatility (13.20%) compared to VOO (3.54%). In terms of maximum drawdown, MBIN dropped -53.77% vs VOO's -33.99%.
MBIN currently has the higher Sharpe Ratio (2.56 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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