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MFIN vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
3.05%
7.42%
MFIN
^SP500TR

Key characteristics

Sharpe Ratio

MFIN:

-0.11

^SP500TR:

1.75

Sortino Ratio

MFIN:

0.14

^SP500TR:

2.36

Omega Ratio

MFIN:

1.02

^SP500TR:

1.32

Calmar Ratio

MFIN:

-0.11

^SP500TR:

2.66

Martin Ratio

MFIN:

-0.32

^SP500TR:

11.02

Ulcer Index

MFIN:

14.95%

^SP500TR:

2.04%

Daily Std Dev

MFIN:

41.53%

^SP500TR:

12.89%

Max Drawdown

MFIN:

-90.32%

^SP500TR:

-55.25%

Current Drawdown

MFIN:

-31.86%

^SP500TR:

-2.12%

Returns By Period

In the year-to-date period, MFIN achieves a -13.42% return, which is significantly lower than ^SP500TR's 2.42% return. Over the past 10 years, MFIN has underperformed ^SP500TR with an annualized return of 0.63%, while ^SP500TR has yielded a comparatively higher 13.06% annualized return.


MFIN

YTD

-13.42%

1M

-13.69%

6M

6.11%

1Y

6.63%

5Y*

6.95%

10Y*

0.63%

^SP500TR

YTD

2.42%

1M

-1.08%

6M

7.42%

1Y

19.81%

5Y*

14.30%

10Y*

13.06%

*Annualized

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Risk-Adjusted Performance

MFIN vs. ^SP500TR — Risk-Adjusted Performance Rank

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

MFIN
The Risk-Adjusted Performance Rank of MFIN is 3838
Overall Rank
The Sharpe Ratio Rank of MFIN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of MFIN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MFIN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of MFIN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MFIN is 3939
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8787
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
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.

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.


Sharpe ratio
The chart of Sharpe ratio for MFIN, currently valued at -0.31, compared to the broader market-2.000.002.00-0.311.75
The chart of Sortino ratio for MFIN, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.006.00-0.162.36
The chart of Omega ratio for MFIN, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.32
The chart of Calmar ratio for MFIN, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.292.66
The chart of Martin ratio for MFIN, currently valued at -1.79, compared to the broader market-10.000.0010.0020.0030.00-1.7911.02
MFIN
^SP500TR

The current MFIN Sharpe Ratio is -0.11, which is lower than the ^SP500TR Sharpe Ratio of 1.75. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.31
1.75
MFIN
^SP500TR

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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.86%
-2.12%
MFIN
^SP500TR

Volatility

MFIN vs. ^SP500TR - Volatility Comparison

Medallion Financial Corp. (MFIN) has a higher volatility of 10.12% compared to S&P 500 Total Return (^SP500TR) at 3.43%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
10.12%
3.43%
MFIN
^SP500TR
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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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