MC vs. CSPX.L
Compare and contrast key facts about Moelis & Company (MC) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MC or CSPX.L.
Key characteristics
MC | CSPX.L | |
---|---|---|
YTD Return | 27.45% | 19.17% |
1Y Return | 51.11% | 28.33% |
3Y Return (Ann) | 10.43% | 9.82% |
5Y Return (Ann) | 24.11% | 14.89% |
10Y Return (Ann) | 15.75% | 12.55% |
Sharpe Ratio | 1.53 | 2.40 |
Daily Std Dev | 32.69% | 12.19% |
Max Drawdown | -58.26% | -33.90% |
Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between MC and CSPX.L is 0.36, 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
MC vs. CSPX.L - Performance Comparison
In the year-to-date period, MC achieves a 27.45% return, which is significantly higher than CSPX.L's 19.17% return. Over the past 10 years, MC has outperformed CSPX.L with an annualized return of 15.75%, while CSPX.L has yielded a comparatively lower 12.55% 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
MC vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Moelis & Company (MC) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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
MC vs. CSPX.L - Dividend Comparison
MC's dividend yield for the trailing twelve months is around 3.46%, while CSPX.L has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Moelis & Company | 3.46% | 4.28% | 6.25% | 10.88% | 8.88% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% | 4.01% |
iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MC vs. CSPX.L - Drawdown Comparison
The maximum MC drawdown since its inception was -58.26%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for MC and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
MC vs. CSPX.L - Volatility Comparison
Moelis & Company (MC) has a higher volatility of 9.55% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 3.92%. This indicates that MC's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.