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MDMG.ME vs. VGRO.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDMG.ME vs. VGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in MD Medical Group Investments Plc (MDMG.ME) and Vanguard Growth ETF Portfolio (VGRO.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MDMG.ME is traded in RUB, while VGRO.TO is traded in CAD. To make them comparable, the VGRO.TO values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, MDMG.ME achieves a -12.00% return, which is significantly lower than VGRO.TO's -0.38% return.


MDMG.ME

1D
-0.46%
1M
1.92%
YTD
-12.00%
6M
-5.65%
1Y
34.91%
3Y*
32.91%
5Y*
18.48%
10Y*

VGRO.TO

1D
-1.99%
1M
-2.40%
YTD
-0.38%
6M
3.88%
1Y
15.97%
3Y*
12.55%
5Y*
8.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDMG.ME vs. VGRO.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MDMG.ME
MD Medical Group Investments Plc
-12.00%66.59%17.55%115.53%-45.86%83.95%-1.94%
VGRO.TO
Vanguard Growth ETF Portfolio
-0.38%-11.67%35.91%44.76%-19.96%17.35%4.16%

Correlation

The correlation between MDMG.ME and VGRO.TO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

-0.04

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2020

0.03

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Return for Risk

MDMG.ME vs. VGRO.TO — Risk / Return Rank

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

MDMG.ME
MDMG.ME Risk / Return Rank: 7878
Overall Rank
MDMG.ME Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MDMG.ME Sortino Ratio Rank: 7979
Sortino Ratio Rank
MDMG.ME Omega Ratio Rank: 7878
Omega Ratio Rank
MDMG.ME Calmar Ratio Rank: 7575
Calmar Ratio Rank
MDMG.ME Martin Ratio Rank: 7575
Martin Ratio Rank

VGRO.TO
VGRO.TO Risk / Return Rank: 8080
Overall Rank
VGRO.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGRO.TO Sortino Ratio Rank: 8181
Sortino Ratio Rank
VGRO.TO Omega Ratio Rank: 8282
Omega Ratio Rank
VGRO.TO Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGRO.TO Martin Ratio Rank: 8181
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.

MDMG.ME vs. VGRO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MD Medical Group Investments Plc (MDMG.ME) and Vanguard Growth ETF Portfolio (VGRO.TO). 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.


MDMG.MEVGRO.TODifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.28

1.18

+0.11

Calmar ratioReturn relative to maximum drawdown

1.97

1.36

+0.61

Martin ratioReturn relative to average drawdown

4.74

3.77

+0.97

MDMG.ME vs. VGRO.TO - Sharpe Ratio Comparison

The current MDMG.ME Sharpe Ratio is 1.62, which is higher than the VGRO.TO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MDMG.ME and VGRO.TO, 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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Sharpe Ratios by Period


MDMG.MEVGRO.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.91

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.25

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.45

+0.28

Drawdowns

MDMG.ME vs. VGRO.TO - Drawdown Comparison

The maximum MDMG.ME drawdown since its inception was -63.61%, roughly equal to the maximum VGRO.TO drawdown of -65.92%. Use the drawdown chart below to compare losses from any high point for MDMG.ME and VGRO.TO.


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Drawdown Indicators


MDMG.MEVGRO.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-65.92%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

-11.82%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-33.19%

-32.53%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-63.61%

-65.92%

+2.31%

Current Drawdown

Current decline from peak

-15.11%

-18.32%

+3.21%

Average Drawdown

Average peak-to-trough decline

-18.70%

-18.37%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

4.25%

+3.07%

Volatility

MDMG.ME vs. VGRO.TO - Volatility Comparison

MD Medical Group Investments Plc (MDMG.ME) and Vanguard Growth ETF Portfolio (VGRO.TO) have volatilities of 5.61% and 5.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDMG.MEVGRO.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.73%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

13.24%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

17.93%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.19%

32.64%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.68%

27.20%

+8.48%

Dividends

MDMG.ME vs. VGRO.TO - Dividend Comparison

MDMG.ME has not paid dividends to shareholders, while VGRO.TO's dividend yield for the trailing twelve months is around 1.74%.


PositionTTM20252024202320222021202020192018
MDMG.ME
MD Medical Group Investments Plc
0.00%0.00%1.69%13.85%2.01%4.69%0.00%0.00%0.00%
VGRO.TO
Vanguard Growth ETF Portfolio
1.74%1.88%2.04%2.18%2.17%1.82%1.80%2.20%2.12%

Frequently Asked Questions


MDMG.ME and VGRO.TO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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