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MFC vs. WPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

MFC vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in undefined (MFC) and undefined (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%OctoberNovemberDecember2025FebruaryMarch
1,098.68%
1,948.82%
MFC
WPC

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Risk-Adjusted Performance

undefined vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) and undefined (undefined). 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 1.20, compared to the broader market-3.00-2.00-1.000.001.002.003.001.200.91
The chart of Sortino ratio for MFC, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.001.771.39
The chart of Omega ratio for MFC, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.17
The chart of Calmar ratio for MFC, currently valued at 2.34, compared to the broader market0.001.002.003.004.005.002.340.58
The chart of Martin ratio for MFC, currently valued at 5.79, compared to the broader market-5.000.005.0010.0015.0020.0025.005.792.61
MFC
WPC


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
1.20
0.91
MFC
WPC

Drawdowns

MFC vs. WPC - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-10.13%
-14.78%
MFC
WPC

Volatility

MFC vs. WPC - Volatility Comparison

undefined (MFC) has a higher volatility of 10.88% compared to undefined (WPC) at 5.46%. 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%OctoberNovemberDecember2025FebruaryMarch
10.88%
5.46%
MFC
WPC
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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.

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