PortfoliosLab logoPortfoliosLab logo
MCI vs. MPV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MCI vs. MPV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barings Corporate Investors (MCI) and Barings Participation Investors (MPV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MCI vs. MPV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCI
Barings Corporate Investors
-5.01%-3.74%20.83%44.49%-5.91%29.03%-15.77%23.40%4.35%6.48%
MPV
Barings Participation Investors
7.87%0.74%20.52%39.14%-10.73%31.93%-21.01%14.57%14.84%7.04%

Fundamentals

EPS

MCI:

$1.56

MPV:

$2.84

PE Ratio

MCI:

11.04

MPV:

6.04

PEG Ratio

MCI:

0.14

MPV:

0.42

PS Ratio

MCI:

8.60

MPV:

4.82

Total Revenue (TTM)

MCI:

$41.06M

MPV:

$38.16M

Gross Profit (TTM)

MCI:

$41.06M

MPV:

$38.32M

EBITDA (TTM)

MCI:

$0.00

MPV:

$0.00

Returns By Period

In the year-to-date period, MCI achieves a -5.01% return, which is significantly lower than MPV's 7.87% return. Over the past 10 years, MCI has underperformed MPV with an annualized return of 8.09%, while MPV has yielded a comparatively higher 9.92% annualized return.


MCI

1D
-1.03%
1M
-13.80%
YTD
-5.01%
6M
-13.55%
1Y
-20.50%
3Y*
16.34%
5Y*
12.60%
10Y*
8.09%

MPV

1D
4.00%
1M
-9.36%
YTD
7.87%
6M
-11.37%
1Y
5.34%
3Y*
20.53%
5Y*
14.78%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MCI vs. MPV — Risk / Return Rank

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

MCI
MCI Risk / Return Rank: 99
Overall Rank
MCI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MCI Sortino Ratio Rank: 1111
Sortino Ratio Rank
MCI Omega Ratio Rank: 1212
Omega Ratio Rank
MCI Calmar Ratio Rank: 1010
Calmar Ratio Rank
MCI Martin Ratio Rank: 44
Martin Ratio Rank

MPV
MPV Risk / Return Rank: 4848
Overall Rank
MPV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MPV Sortino Ratio Rank: 4242
Sortino Ratio Rank
MPV Omega Ratio Rank: 4242
Omega Ratio Rank
MPV Calmar Ratio Rank: 5151
Calmar Ratio Rank
MPV Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MCI vs. MPV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barings Corporate Investors (MCI) and Barings Participation Investors (MPV). 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.


MCIMPVDifference

Sharpe ratio

Return per unit of total volatility

-0.81

0.21

-1.02

Sortino ratio

Return per unit of downside risk

-1.03

0.48

-1.51

Omega ratio

Gain probability vs. loss probability

0.87

1.06

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.85

0.36

-1.21

Martin ratio

Return relative to average drawdown

-1.77

1.35

-3.12

MCI vs. MPV - Sharpe Ratio Comparison

The current MCI Sharpe Ratio is -0.81, which is lower than the MPV Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MCI and MPV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MCIMPVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

0.21

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.71

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.39

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.37

+0.15

Correlation

The correlation between MCI and MPV is 0.17, 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.


Dividends

MCI vs. MPV - Dividend Comparison

MCI's dividend yield for the trailing twelve months is around 9.28%, more than MPV's 8.63% yield.


TTM20252024202320222021202020192018201720162015
MCI
Barings Corporate Investors
9.28%8.82%8.29%7.70%7.31%6.01%7.28%7.12%8.16%7.86%7.75%6.96%
MPV
Barings Participation Investors
8.63%9.31%9.19%8.27%6.98%5.41%6.73%6.70%7.18%7.66%7.61%7.86%

Drawdowns

MCI vs. MPV - Drawdown Comparison

The maximum MCI drawdown since its inception was -57.08%, which is greater than MPV's maximum drawdown of -54.02%. Use the drawdown chart below to compare losses from any high point for MCI and MPV.


Loading graphics...

Drawdown Indicators


MCIMPVDifference

Max Drawdown

Largest peak-to-trough decline

-57.08%

-54.02%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-21.53%

-19.76%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

-22.63%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-44.64%

-54.02%

+9.38%

Current Drawdown

Current decline from peak

-25.47%

-13.45%

-12.02%

Average Drawdown

Average peak-to-trough decline

-9.56%

-7.73%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.37%

5.20%

+5.17%

Volatility

MCI vs. MPV - Volatility Comparison

The current volatility for Barings Corporate Investors (MCI) is 7.10%, while Barings Participation Investors (MPV) has a volatility of 10.75%. This indicates that MCI experiences smaller price fluctuations and is considered to be less risky than MPV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MCIMPVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

10.75%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

19.50%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.59%

25.82%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

20.99%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

25.79%

-1.09%

Financials

MCI vs. MPV - Financials Comparison

This section allows you to compare key financial metrics between Barings Corporate Investors and Barings Participation Investors. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


6.00M7.00M8.00M9.00M10.00M11.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
9.16M
8.19M
(MCI) Total Revenue
(MPV) Total Revenue
Values in USD except per share items