PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MFC vs. WPC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MFC and WPC is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

MFC vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Manulife Financial Corporation (MFC) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,041.42%
1,822.01%
MFC
WPC

Key characteristics

Sharpe Ratio

MFC:

0.69

WPC:

0.69

Sortino Ratio

MFC:

1.05

WPC:

1.09

Omega Ratio

MFC:

1.15

WPC:

1.13

Calmar Ratio

MFC:

1.22

WPC:

0.45

Martin Ratio

MFC:

3.58

WPC:

2.00

Ulcer Index

MFC:

4.91%

WPC:

7.18%

Daily Std Dev

MFC:

25.57%

WPC:

20.82%

Max Drawdown

MFC:

-83.74%

WPC:

-52.45%

Current Drawdown

MFC:

-14.37%

WPC:

-20.05%

Fundamentals

Market Cap

MFC:

$48.30B

WPC:

$12.95B

EPS

MFC:

$2.00

WPC:

$2.09

PE Ratio

MFC:

13.85

WPC:

28.30

PEG Ratio

MFC:

0.90

WPC:

0.00

Total Revenue (TTM)

MFC:

$33.35B

WPC:

$1.19B

Gross Profit (TTM)

MFC:

$33.35B

WPC:

$922.32M

EBITDA (TTM)

MFC:

$6.61B

WPC:

$937.23M

Returns By Period

In the year-to-date period, MFC achieves a -8.85% return, which is significantly lower than WPC's 10.14% return. Over the past 10 years, MFC has outperformed WPC with an annualized return of 9.95%, while WPC has yielded a comparatively lower 4.88% annualized return.


MFC

YTD

-8.85%

1M

-7.54%

6M

-6.61%

1Y

18.86%

5Y*

26.67%

10Y*

9.95%

WPC

YTD

10.14%

1M

-7.76%

6M

1.22%

1Y

14.03%

5Y*

10.06%

10Y*

4.88%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MFC vs. WPC — Risk-Adjusted Performance Rank

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

MFC
The Risk-Adjusted Performance Rank of MFC is 7878
Overall Rank
The Sharpe Ratio Rank of MFC is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of MFC is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MFC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MFC is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MFC is 8383
Martin Ratio Rank

WPC
The Risk-Adjusted Performance Rank of WPC is 7373
Overall Rank
The Sharpe Ratio Rank of WPC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of WPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of WPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of WPC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of WPC is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MFC vs. WPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Financial Corporation (MFC) and W. P. Carey Inc. (WPC). 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.


Sharpe ratio
The chart of Sharpe ratio for MFC, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.00
MFC: 0.69
WPC: 0.69
The chart of Sortino ratio for MFC, currently valued at 1.05, compared to the broader market-6.00-4.00-2.000.002.004.00
MFC: 1.05
WPC: 1.09
The chart of Omega ratio for MFC, currently valued at 1.15, compared to the broader market0.501.001.502.00
MFC: 1.15
WPC: 1.13
The chart of Calmar ratio for MFC, currently valued at 1.22, compared to the broader market0.001.002.003.004.00
MFC: 1.22
WPC: 0.45
The chart of Martin ratio for MFC, currently valued at 3.58, compared to the broader market-10.000.0010.0020.00
MFC: 3.58
WPC: 2.00

The current MFC Sharpe Ratio is 0.69, which is comparable to the WPC Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MFC and WPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.69
0.69
MFC
WPC

Dividends

MFC vs. WPC - Dividend Comparison

MFC's dividend yield for the trailing twelve months is around 4.26%, less than WPC's 5.94% yield.


TTM20242023202220212020201920182017201620152014
MFC
Manulife Financial Corporation
4.26%4.15%4.86%5.71%4.91%6.27%3.71%4.97%3.02%3.13%3.50%3.36%
WPC
W. P. Carey Inc.
5.94%6.41%6.17%5.43%5.13%5.91%5.17%6.26%5.82%6.65%6.49%5.26%

Drawdowns

MFC vs. WPC - Drawdown Comparison

The maximum MFC drawdown since its inception was -83.74%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for MFC and WPC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.37%
-20.05%
MFC
WPC

Volatility

MFC vs. WPC - Volatility Comparison

Manulife Financial Corporation (MFC) has a higher volatility of 14.10% compared to W. P. Carey Inc. (WPC) at 6.51%. This indicates that MFC's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.10%
6.51%
MFC
WPC

Financials

MFC vs. WPC - Financials Comparison

This section allows you to compare key financial metrics between Manulife Financial Corporation and W. P. Carey 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab