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.
Performance
MCY vs. ITOT - Performance Comparison
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MCY vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCY Mercury General Corporation | -7.42% | 44.10% | 82.26% | 13.59% | -32.61% | 6.18% | 13.44% | -1.23% | 1.68% | -7.23% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, MCY achieves a -7.42% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, MCY has underperformed ITOT with an annualized return of 8.87%, while ITOT has yielded a comparatively higher 13.65% annualized return.
MCY
- 1D
- -1.57%
- 1M
- -4.91%
- YTD
- -7.42%
- 6M
- 4.27%
- 1Y
- 57.04%
- 3Y*
- 43.33%
- 5Y*
- 10.65%
- 10Y*
- 8.87%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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Return for Risk
MCY vs. ITOT — Risk / Return Rank
MCY
ITOT
MCY vs. ITOT - Risk-Adjusted Trends 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.
| MCY | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.00 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.52 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 1.53 | +2.91 |
Martin ratioReturn relative to average drawdown | 11.80 | 7.25 | +4.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MCY | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.00 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.61 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.75 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.54 | -0.10 |
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.
Dividends
MCY vs. ITOT - Dividend Comparison
MCY's dividend yield for the trailing twelve months is around 1.46%, more than ITOT's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCY Mercury General Corporation | 1.46% | 1.35% | 1.91% | 3.40% | 5.57% | 4.77% | 4.83% | 5.16% | 4.84% | 4.66% | 4.12% | 5.31% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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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Drawdown Indicators
| MCY | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.83% | -55.20% | -13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -12.34% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -55.28% | -25.36% | -29.92% |
Max Drawdown (10Y)Largest decline over 10 years | -55.28% | -35.00% | -20.28% |
Current DrawdownCurrent decline from peak | -9.47% | -5.51% | -3.96% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -7.02% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.61% | +2.28% |
Volatility
MCY vs. ITOT - Volatility Comparison
Mercury General Corporation (MCY) has a higher volatility of 6.27% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. 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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Volatility by Period
| MCY | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 5.49% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 19.57% | 9.78% | +9.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.25% | 18.68% | +10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.02% | 17.36% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.73% | 18.25% | +13.48% |