MG vs. STLG
Compare and contrast key facts about Mistras Group, Inc. (MG) and iShares Factors US Growth Style ETF (STLG).
STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MG or STLG.
Key characteristics
| MG | STLG | |
|---|---|---|
| YTD Return | 20.49% | 9.98% |
| 1Y Return | 16.36% | 40.23% |
| 3Y Return (Ann) | -6.79% | 10.39% |
| Sharpe Ratio | 0.31 | 2.73 |
| Daily Std Dev | 48.52% | 14.91% |
| Max Drawdown | -89.21% | -31.34% |
| Current Drawdown | -67.28% | -5.70% |
Correlation
The correlation between MG and STLG is 0.30, 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
MG vs. STLG - Performance Comparison
In the year-to-date period, MG achieves a 20.49% return, which is significantly higher than STLG's 9.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
MG vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mistras Group, Inc. (MG) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
MG vs. STLG - Dividend Comparison
MG has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
MG Mistras Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.64% | 0.75% | 1.85% | 0.67% | 0.75% |
Drawdowns
MG vs. STLG - Drawdown Comparison
The maximum MG drawdown since its inception was -89.21%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for MG and STLG. For additional features, visit the drawdowns tool.
Volatility
MG vs. STLG - Volatility Comparison
Mistras Group, Inc. (MG) has a higher volatility of 7.48% compared to iShares Factors US Growth Style ETF (STLG) at 4.67%. This indicates that MG's price experiences larger fluctuations and is considered to be riskier than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.