Correlation
The correlation between MCY and ITOT is 0.50, 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.
MCY vs. ITOT
Compare and contrast key facts about Mercury General Corporation (MCY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCY or ITOT.
Performance
MCY vs. ITOT - Performance Comparison
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Key characteristics
MCY:
0.20
ITOT:
0.56
MCY:
0.38
ITOT:
0.82
MCY:
1.06
ITOT:
1.12
MCY:
0.08
ITOT:
0.50
MCY:
0.16
ITOT:
1.88
MCY:
19.77%
ITOT:
5.20%
MCY:
40.71%
ITOT:
20.06%
MCY:
-68.83%
ITOT:
-55.20%
MCY:
-23.53%
ITOT:
-5.73%
Returns By Period
In the year-to-date period, MCY achieves a -9.57% return, which is significantly lower than ITOT's -1.35% return. Over the past 10 years, MCY has underperformed ITOT with an annualized return of 5.26%, while ITOT has yielded a comparatively higher 12.02% annualized return.
MCY
-9.57%
10.87%
-21.86%
6.96%
11.32%
13.19%
5.26%
ITOT
-1.35%
5.32%
-3.28%
10.33%
14.84%
15.52%
12.02%
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Risk-Adjusted Performance
MCY vs. ITOT — Risk-Adjusted Performance Rank
MCY
ITOT
MCY vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercury General Corporation (MCY) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
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Dividends
MCY vs. ITOT - Dividend Comparison
MCY's dividend yield for the trailing twelve months is around 2.13%, more than ITOT's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCY Mercury General Corporation | 2.13% | 1.91% | 3.41% | 5.57% | 4.78% | 4.83% | 5.16% | 4.84% | 4.67% | 4.12% | 5.31% | 4.35% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.29% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
MCY vs. ITOT - Drawdown Comparison
The maximum MCY drawdown since its inception was -68.83%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for MCY and ITOT.
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Volatility
MCY vs. ITOT - Volatility Comparison
Mercury General Corporation (MCY) has a higher volatility of 9.42% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.56%. This indicates that MCY's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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