MFC vs. WPC

In the year-to-date period, MFC achieves a -0.49% return, which is significantly lower than WPC's 12.87% return. Over the past 10 years, MFC has outperformed WPC with an annualized return of 10.17%, while WPC has yielded a comparatively lower 5.53% annualized return.

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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.

The current MFC Sharpe Ratio is 1.21, which is higher than the WPC Sharpe Ratio of 0.67. 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.

MFC's dividend yield for the trailing twelve months is around 3.90%, less than WPC's 5.80% yield.

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.

Manulife Financial Corporation (MFC) has a higher volatility of 17.15% compared to W. P. Carey Inc. (WPC) at 9.85%. 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.

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.