MFIN vs. ^SP500TR
Compare and contrast key facts about Medallion Financial Corp. (MFIN) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MFIN or ^SP500TR.
Key characteristics
| MFIN | ^SP500TR | |
|---|---|---|
| YTD Return | -16.07% | 20.78% |
| 1Y Return | 12.38% | 33.64% |
| 3Y Return (Ann) | 3.70% | 11.16% |
| 5Y Return (Ann) | 6.40% | 15.65% |
| 10Y Return (Ann) | -0.96% | 13.23% |
| Sharpe Ratio | 0.21 | 2.46 |
| Daily Std Dev | 44.42% | 12.76% |
| Max Drawdown | -90.32% | -55.25% |
| Current Drawdown | -34.04% | -0.19% |
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.
Performance
MFIN vs. ^SP500TR - Performance Comparison
In the year-to-date period, MFIN achieves a -16.07% return, which is significantly lower than ^SP500TR's 20.78% return. Over the past 10 years, MFIN has underperformed ^SP500TR with an annualized return of -0.96%, while ^SP500TR has yielded a comparatively higher 13.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MFIN vs. ^SP500TR - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
MFIN vs. ^SP500TR - Volatility Comparison
Medallion Financial Corp. (MFIN) has a higher volatility of 7.10% compared to S&P 500 Total Return (^SP500TR) at 4.31%. 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.