MFA vs. GOOG
MFA (MFA Financial, Inc.) and GOOG (Alphabet Inc) are both stocks. MFA operates in REIT - Mortgage (Real Estate), while GOOG operates in Internet Content & Information (Communication Services). Over the past 10 years, MFA returned 0.74%/yr vs 25.80%/yr for GOOG. At a 0.30 correlation, their price movements are largely independent.
Performance
MFA vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, MFA achieves a 2.09% return, which is significantly lower than GOOG's 13.43% return. Over the past 10 years, MFA has underperformed GOOG with an annualized return of 0.74%, while GOOG has yielded a comparatively higher 25.80% annualized return.
MFA
- 1D
- -3.38%
- 1M
- -9.94%
- YTD
- 2.09%
- 6M
- 3.07%
- 1Y
- 13.88%
- 3Y*
- 7.41%
- 5Y*
- 0.07%
- 10Y*
- 0.74%
GOOG
- 1D
- -0.76%
- 1M
- -6.31%
- YTD
- 13.43%
- 6M
- 11.09%
- 1Y
- 112.81%
- 3Y*
- 42.00%
- 5Y*
- 23.95%
- 10Y*
- 25.80%
MFA vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFA MFA Financial, Inc. | 2.09% | 6.07% | 2.63% | 30.66% | -37.20% | 27.71% | -40.87% | 27.54% | -5.85% | 14.30% |
GOOG Alphabet Inc | 13.43% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between MFA and GOOG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.30 |
The correlation between MFA and GOOG shifts across timeframes, from 0.22 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MFA:
$1.70
GOOG:
$13.11
MFA:
5.38
GOOG:
27.12
MFA:
0.25
GOOG:
1.33
MFA:
2.10
GOOG:
10.28
MFA:
$343.42M
GOOG:
$422.57B
MFA:
$413.35M
GOOG:
$255.12B
MFA:
$341.51M
GOOG:
$174.08B
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Return for Risk
MFA vs. GOOG — Risk / Return Rank
MFA
GOOG
MFA vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFA Financial, Inc. (MFA) and Alphabet Inc (GOOG). 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.
| MFA | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.37 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.64 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 5.47 | -4.30 |
| Martin ratioReturn relative to average drawdown | 2.70 | 19.89 | -17.20 |
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
| MFA | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 3.98 | -3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.77 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.89 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.82 | -0.71 |
Drawdowns
MFA vs. GOOG - Drawdown Comparison
The maximum MFA drawdown since its inception was -95.52%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for MFA and GOOG.
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Drawdown Indicators
| MFA | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.52% | -44.60% | -50.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -20.75% | +8.82% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -29.35% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -56.54% | -44.60% | -11.94% |
Max Drawdown (10Y)Largest decline over 10 years | -95.52% | -44.60% | -50.92% |
Current DrawdownCurrent decline from peak | -34.40% | -10.87% | -23.53% |
Average DrawdownAverage peak-to-trough decline | -21.54% | -8.89% | -12.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 5.69% | -0.54% |
Volatility
MFA vs. GOOG - Volatility Comparison
MFA Financial, Inc. (MFA) has a higher volatility of 9.17% compared to Alphabet Inc (GOOG) at 8.08%. This indicates that MFA's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFA | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.17% | 8.08% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 20.16% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.46% | 28.59% | -6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.73% | 31.10% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.78% | 28.99% | +55.79% |
Dividends
MFA vs. GOOG - Dividend Comparison
MFA's dividend yield for the trailing twelve months is around 15.74%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFA MFA Financial, Inc. | 15.74% | 15.47% | 13.74% | 12.42% | 16.95% | 8.44% | 8.35% | 10.46% | 11.98% | 10.10% | 10.48% | 12.12% |
Financials
MFA vs. GOOG - Financials Comparison
This section allows you to compare key financial metrics between MFA Financial, Inc. and Alphabet Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MFA and GOOG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFA has higher volatility (9.17%) compared to GOOG (8.08%). In terms of maximum drawdown, MFA dropped -95.52% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.98 vs 0.62), 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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