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MCY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercury General Corporation (MCY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MCY achieves a 14.51% return, which is significantly higher than VOO's 8.08% return. Over the past 10 years, MCY has underperformed VOO with an annualized return of 12.00%, while VOO has yielded a comparatively higher 15.60% annualized return.


MCY

1D
0.48%
1M
6.23%
YTD
14.51%
6M
13.79%
1Y
66.24%
3Y*
55.17%
5Y*
14.60%
10Y*
12.00%

VOO

1D
-0.10%
1M
-1.44%
YTD
8.08%
6M
6.78%
1Y
22.23%
3Y*
20.75%
5Y*
13.02%
10Y*
15.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MCY vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCY
Mercury General Corporation
14.51%44.10%82.26%13.59%-32.61%6.18%13.44%-1.23%1.68%-7.23%
VOO
Vanguard S&P 500 ETF
8.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between MCY and VOO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.43

Over the past year, the correlation between MCY and VOO has dropped to 0.15 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

MCY vs. VOO — Risk / Return Rank

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

MCY
MCY Risk / Return Rank: 9292
Overall Rank
MCY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MCY Sortino Ratio Rank: 9191
Sortino Ratio Rank
MCY Omega Ratio Rank: 9090
Omega Ratio Rank
MCY Calmar Ratio Rank: 9393
Calmar Ratio Rank
MCY Martin Ratio Rank: 9393
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 5959
Omega Ratio Rank
VOO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VOO Martin Ratio Rank: 6868
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.

MCY vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercury General Corporation (MCY) 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.


MCYVOODifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.41

1.33

+0.08

Calmar ratioReturn relative to maximum drawdown

5.17

2.51

+2.66

Martin ratioReturn relative to average drawdown

14.20

11.16

+3.04

MCY vs. VOO - Sharpe Ratio Comparison

The current MCY Sharpe Ratio is 2.56, which is higher than the VOO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of MCY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MCY vs. VOO - Drawdown Comparison

The maximum MCY drawdown since its inception was -68.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MCY and VOO.


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Drawdown Indicators


MCYVOODifference

Max Drawdown

Largest peak-to-trough decline

-68.83%

-33.99%

-34.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-8.90%

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-39.99%

-18.69%

-21.30%

Max Drawdown (5Y)

Largest decline over 5 years

-54.32%

-24.52%

-29.80%

Max Drawdown (10Y)

Largest decline over 10 years

-55.28%

-33.99%

-21.29%

Current Drawdown

Current decline from peak

0.00%

-3.23%

+3.23%

Average Drawdown

Average peak-to-trough decline

-18.74%

-3.68%

-15.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

2.00%

+2.68%

Volatility

MCY vs. VOO - Volatility Comparison

Mercury General Corporation (MCY) has a higher volatility of 7.72% compared to Vanguard S&P 500 ETF (VOO) at 4.80%. This indicates that MCY'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


MCYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.72%

4.80%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.88%

9.79%

+10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

12.43%

+13.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.15%

16.91%

+17.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.89%

18.02%

+13.87%

Dividends

MCY vs. VOO - Dividend Comparison

MCY's dividend yield for the trailing twelve months is around 1.19%, more than VOO's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
MCY
Mercury General Corporation
1.19%1.35%1.91%3.40%5.57%4.77%4.83%5.16%4.84%4.66%4.12%5.31%
VOO
Vanguard S&P 500 ETF
1.05%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


MCY and VOO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCY has higher volatility (7.72%) compared to VOO (4.80%). In terms of maximum drawdown, MCY dropped -68.83% vs VOO's -33.99%.

MCY currently has the higher Sharpe Ratio (2.56 vs 1.80), 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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