MG vs. STLG
MG (Mistras Group, Inc.) is a stock, while STLG (iShares Factors US Growth Style ETF) is Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. Over the past 5 years, MG returned 12.76%/yr vs 18.36%/yr for STLG. At a 0.31 correlation, their price movements are largely independent.
Performance
MG vs. STLG - Performance Comparison
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Returns By Period
In the year-to-date period, MG achieves a 50.75% return, which is significantly higher than STLG's 16.17% return.
MG
- 1D
- 1.76%
- 1M
- 10.36%
- YTD
- 50.75%
- 6M
- 44.58%
- 1Y
- 148.31%
- 3Y*
- 38.87%
- 5Y*
- 12.76%
- 10Y*
- -2.27%
STLG
- 1D
- -2.76%
- 1M
- 0.95%
- YTD
- 16.17%
- 6M
- 14.60%
- 1Y
- 36.49%
- 3Y*
- 30.82%
- 5Y*
- 18.36%
- 10Y*
- —
MG vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MG Mistras Group, Inc. | 50.75% | 39.62% | 23.77% | 48.48% | -33.65% | -4.25% | -42.94% |
STLG iShares Factors US Growth Style ETF | 16.17% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
Correlation
The correlation between MG and STLG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020 | 0.31 |
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Return for Risk
MG vs. STLG — Risk / Return Rank
MG
STLG
MG vs. STLG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MG | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.33 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 10.26 | 2.68 | +7.59 |
| Martin ratioReturn relative to average drawdown | 29.80 | 10.39 | +19.41 |
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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.
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Drawdown Indicators
| MG | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.21% | -31.34% | -57.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.54% | -13.69% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -23.73% | -17.05% |
Max Drawdown (5Y)Largest decline over 5 years | -65.34% | -30.61% | -34.73% |
Max Drawdown (10Y)Largest decline over 10 years | -88.95% | — | — |
Current DrawdownCurrent decline from peak | -29.27% | -4.93% | -24.34% |
Average DrawdownAverage peak-to-trough decline | -40.47% | -7.33% | -33.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 3.52% | +1.48% |
Volatility
MG vs. STLG - Volatility Comparison
Mistras Group, Inc. (MG) has a higher volatility of 11.57% compared to iShares Factors US Growth Style ETF (STLG) at 8.62%. 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.
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Volatility by Period
| MG | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.57% | 8.62% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 24.54% | 15.52% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.95% | 19.23% | +22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.06% | 22.22% | +23.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.33% | 23.98% | +27.35% |
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 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
MG Mistras Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
MG and STLG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MG has higher volatility (11.57%) compared to STLG (8.62%). In terms of maximum drawdown, MG dropped -89.21% vs STLG's -31.34%.
MG currently has the higher Sharpe Ratio (3.56 vs 1.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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