MDYV vs. AAPL
Compare and contrast key facts about SPDR S&P 400 Mid Cap Value ETF (MDYV) and Apple Inc (AAPL).
MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MDYV or AAPL.
Key characteristics
| MDYV | AAPL | |
|---|---|---|
| YTD Return | 15.15% | 19.12% |
| 1Y Return | 28.23% | 21.98% |
| 3Y Return (Ann) | 6.59% | 15.68% |
| 5Y Return (Ann) | 11.51% | 28.87% |
| 10Y Return (Ann) | 9.59% | 24.61% |
| Sharpe Ratio | 1.79 | 1.00 |
| Sortino Ratio | 2.56 | 1.56 |
| Omega Ratio | 1.32 | 1.19 |
| Calmar Ratio | 2.66 | 1.35 |
| Martin Ratio | 10.08 | 3.16 |
| Ulcer Index | 2.90% | 7.07% |
| Daily Std Dev | 16.36% | 22.45% |
| Max Drawdown | -60.70% | -81.80% |
| Current Drawdown | -2.34% | -3.39% |
Correlation
The correlation between MDYV and AAPL is 0.41, 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.
Performance
MDYV vs. AAPL - Performance Comparison
In the year-to-date period, MDYV achieves a 15.15% return, which is significantly lower than AAPL's 19.12% return. Over the past 10 years, MDYV has underperformed AAPL with an annualized return of 9.59%, while AAPL has yielded a comparatively higher 24.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MDYV vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Value ETF (MDYV) and Apple Inc (AAPL). 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.
Dividends
MDYV vs. AAPL - Dividend Comparison
MDYV's dividend yield for the trailing twelve months is around 1.60%, more than AAPL's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.60% | 1.59% | 1.90% | 1.74% | 1.70% | 1.83% | 2.28% | 2.48% | 1.83% | 4.24% | 4.05% | 1.41% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
MDYV vs. AAPL - Drawdown Comparison
The maximum MDYV drawdown since its inception was -60.70%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for MDYV and AAPL. For additional features, visit the drawdowns tool.
Volatility
MDYV vs. AAPL - Volatility Comparison
SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 5.78% compared to Apple Inc (AAPL) at 4.99%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.