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MFC vs. STX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MFC vs. STX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manulife Financial Corporation (MFC) and Seagate Technology plc (STX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFC achieves a 13.26% return, which is significantly lower than STX's 238.67% return. Over the past 10 years, MFC has underperformed STX with an annualized return of 16.48%, while STX has yielded a comparatively higher 51.08% annualized return.


MFC

1D
1.31%
1M
8.29%
YTD
13.26%
6M
15.81%
1Y
34.36%
3Y*
33.59%
5Y*
20.37%
10Y*
16.48%

STX

1D
7.25%
1M
17.04%
YTD
238.67%
6M
225.10%
1Y
640.98%
3Y*
149.80%
5Y*
62.01%
10Y*
51.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFC vs. STX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFC
Manulife Financial Corporation
13.26%22.95%45.75%31.13%-1.18%12.17%-7.18%49.19%-29.89%22.17%
STX
Seagate Technology plc
238.67%225.26%4.06%69.12%-51.42%87.50%10.14%62.14%-2.90%16.67%

Correlation

The correlation between MFC and STX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.29

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2002

0.35

The correlation between MFC and STX shifts across timeframes, from 0.23 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MFC:

$48.69B

STX:

$212.28B

EPS

MFC:

CA$4.06

STX:

$10.58

PE Ratio

MFC:

13.89

STX:

87.99

PEG Ratio

MFC:

4.87

STX:

1.05

PS Ratio

MFC:

1.12

STX:

19.01

PB Ratio

MFC:

1.54

STX:

193.86

Total Revenue (TTM)

MFC:

CA$79.35B

STX:

$11.01B

Gross Profit (TTM)

MFC:

CA$26.46B

STX:

$4.57B

EBITDA (TTM)

MFC:

CA$8.26B

STX:

$2.59B

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Return for Risk

MFC vs. STX — Risk / Return Rank

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

MFC
MFC Risk / Return Rank: 8080
Overall Rank
MFC Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MFC Sortino Ratio Rank: 7676
Sortino Ratio Rank
MFC Omega Ratio Rank: 7777
Omega Ratio Rank
MFC Calmar Ratio Rank: 8080
Calmar Ratio Rank
MFC Martin Ratio Rank: 8383
Martin Ratio Rank

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 100100
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
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.

MFC vs. STX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) and Seagate Technology plc (STX). 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.


MFCSTXDifference
Sharpe ratioReturn per unit of total volatility

-8.72

Sortino ratioReturn per unit of downside risk

-4.40

Omega ratioGain probability vs. loss probability

1.26

1.81

-0.55

Calmar ratioReturn relative to maximum drawdown

2.44

31.15

-28.71

Martin ratioReturn relative to average drawdown

6.98

90.13

-83.15

MFC vs. STX - Sharpe Ratio Comparison

The current MFC Sharpe Ratio is 1.47, which is lower than the STX Sharpe Ratio of 10.19. The chart below compares the historical Sharpe Ratios of MFC and STX, 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

MFC vs. STX - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.61%, smaller than the maximum STX drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for MFC and STX.


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Drawdown Indicators


MFCSTXDifference

Max Drawdown

Largest peak-to-trough decline

-83.61%

-88.74%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-21.00%

+8.51%

Max Drawdown (3Y)

Largest decline over 3 years

-16.75%

-40.00%

+23.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

-56.99%

+30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-57.44%

-56.99%

-0.45%

Current Drawdown

Current decline from peak

0.00%

-1.03%

+1.03%

Average Drawdown

Average peak-to-trough decline

-29.39%

-26.44%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

7.24%

-2.81%

Volatility

MFC vs. STX - Volatility Comparison

The current volatility for Manulife Financial Corporation (MFC) is 8.02%, while Seagate Technology plc (STX) has a volatility of 19.61%. This indicates that MFC experiences smaller price fluctuations and is considered to be less risky than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFCSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

19.61%

-11.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

50.59%

-34.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

64.18%

-43.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

44.86%

-20.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.39%

42.27%

-13.88%

Dividends

MFC vs. STX - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 3.31%, more than STX's 0.31% yield.


PositionTTM20252024202320222021202020192018201720162015
MFC
Manulife Financial Corporation
3.31%3.45%4.16%4.86%5.71%4.91%4.70%3.71%4.08%3.93%4.15%5.38%
STX
Seagate Technology plc
0.31%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%

Financials

MFC vs. STX - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation and Seagate Technology plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


-40.00B-20.00B0.0020.00B40.00B20222023202420252026
12.31B
3.11B
(MFC) Total Revenue
(STX) Total Revenue
Please note, different currencies. MFC values in CAD, STX values in USD

MFC vs. STX - Profitability Comparison

The chart below illustrates the profitability comparison between Manulife Financial Corporation and Seagate Technology plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
100.0%
46.5%
Portfolio components
MFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported a gross profit of 12.31B and revenue of 12.31B. Therefore, the gross margin over that period was 100.0%.

STX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported a gross profit of 1.45B and revenue of 3.11B. Therefore, the gross margin over that period was 46.5%.

MFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported an operating income of 1.47B and revenue of 12.31B, resulting in an operating margin of 11.9%.

STX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported an operating income of 982.00M and revenue of 3.11B, resulting in an operating margin of 31.6%.

MFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Manulife Financial Corporation reported a net income of 1.20B and revenue of 12.31B, resulting in a net margin of 9.7%.

STX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported a net income of 748.00M and revenue of 3.11B, resulting in a net margin of 24.0%.


Frequently Asked Questions


MFC and STX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STX has higher volatility (19.61%) compared to MFC (8.02%). In terms of maximum drawdown, MFC dropped -83.61% vs STX's -88.74%.

STX currently has the higher Sharpe Ratio (10.19 vs 1.47), 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.

Portfolio Optimizer

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