MFIN vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Medallion Financial Corp. (MFIN) and S&P 500 Total Return (^SP500TR).

Performance

MFIN vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Medallion Financial Corp. (MFIN) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

MFIN vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MFIN Medallion Financial Corp.	-16.75%	15.09%	0.15%	43.96%	28.37%	18.37%	-32.60%	55.01%	32.86%	16.89%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, MFIN achieves a -16.75% return, which is significantly lower than ^SP500TR's -3.64% return. Over the past 10 years, MFIN has underperformed ^SP500TR with an annualized return of 1.77%, while ^SP500TR has yielded a comparatively higher 14.17% annualized return.

MFIN

• 1D: -1.29%
• 1M: -17.87%
• YTD: -16.75%
• 6M: -12.69%
• 1Y: 1.67%
• 3Y*: 8.38%
• 5Y*: 7.42%
• 10Y*: 1.77%

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MFIN vs. ^SP500TR — Risk / Return Rank

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

MFIN

MFIN Risk / Return Rank: 40
MFIN Sharpe Ratio Rank: 42
MFIN Sortino Ratio Rank: 37
MFIN Omega Ratio Rank: 35
MFIN Calmar Ratio Rank: 43
MFIN Martin Ratio Rank: 44

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

MFIN vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Medallion Financial Corp. (MFIN) and S&P 500 Total Return (^SP500TR). 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.

	MFIN	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.05	1.00	-0.95
Sortino ratio Return per unit of downside risk	0.32	1.52	-1.20
Omega ratio Gain probability vs. loss probability	1.04	1.23	-0.20
Calmar ratio Return relative to maximum drawdown	0.08	1.54	-1.46
Martin ratio Return relative to average drawdown	0.29	7.32	-7.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFIN vs. ^SP500TR - Sharpe Ratio Comparison

The current MFIN Sharpe Ratio is 0.05, which is lower than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MFIN and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MFIN	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.05	1.00	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.71	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.79	-0.76
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.62	-0.55

Correlation

The correlation between MFIN and ^SP500TR is 0.29, 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.

Drawdowns

MFIN vs. ^SP500TR - Drawdown Comparison

The maximum MFIN drawdown since its inception was -90.32%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MFIN and ^SP500TR.

Drawdown Indicators

	MFIN	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-90.32%	-55.25%	-35.07%
Max Drawdown (1Y) Largest decline over 1 year	-24.95%	-12.12%	-12.83%
Max Drawdown (5Y) Largest decline over 5 years	-41.06%	-24.49%	-16.57%
Max Drawdown (10Y) Largest decline over 10 years	-85.16%	-33.79%	-51.37%
Current Drawdown Current decline from peak	-24.60%	-5.55%	-19.05%
Average Drawdown Average peak-to-trough decline	-43.52%	-8.20%	-35.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.96%	2.55%	+4.41%

Volatility

MFIN vs. ^SP500TR - Volatility Comparison

Medallion Financial Corp. (MFIN) has a higher volatility of 11.62% compared to S&P 500 Total Return (^SP500TR) at 5.38%. This indicates that MFIN's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFIN	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.62%	5.38%	+6.24%
Volatility (6M) Calculated over the trailing 6-month period	23.49%	9.55%	+13.94%
Volatility (1Y) Calculated over the trailing 1-year period	32.28%	18.32%	+13.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.46%	16.90%	+24.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.59%	18.05%	+41.54%