MG vs. STLG

Last updated Jun 4, 2026

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 10.53%/yr vs 20.26%/yr for STLG. At a 0.31 correlation, their price movements are largely independent.

Performance

MG vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mistras Group, Inc. (MG) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MG achieves a 39.13% return, which is significantly higher than STLG's 21.29% return.

MG

• 1D: -2.44%
• 1M: -5.83%
• YTD: 39.13%
• 6M: 48.90%
• 1Y: 133.11%
• 3Y*: 36.70%
• 5Y*: 10.53%
• 10Y*: -3.45%

STLG

• 1D: -0.72%
• 1M: 11.92%
• YTD: 21.29%
• 6M: 21.80%
• 1Y: 43.57%
• 3Y*: 33.60%
• 5Y*: 20.26%
• 10Y*: —

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

MG vs. STLG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MG Mistras Group, Inc.	39.13%	39.62%	23.77%	48.48%	-33.65%	-4.25%	-44.53%
STLG iShares Factors US Growth Style ETF	21.29%	21.49%	37.42%	42.86%	-26.75%	27.99%	26.51%

Correlation

The correlation between MG and STLG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jan 17, 2020	0.31

Return for Risk

MG vs. STLG — Risk / Return Rank

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

MG

MG Risk / Return Rank: 96
MG Sharpe Ratio Rank: 95
MG Sortino Ratio Rank: 96
MG Omega Ratio Rank: 94
MG Calmar Ratio Rank: 97
MG Martin Ratio Rank: 97

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 74
STLG Sortino Ratio Rank: 69
STLG Omega Ratio Rank: 67
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 69

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.

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.

	MG	STLG	Difference
Sharpe ratio Return per unit of total volatility	3.25	2.45	+0.80
Sortino ratio Return per unit of downside risk	4.52	3.18	+1.34
Omega ratio Gain probability vs. loss probability	1.55	1.41	+0.14
Calmar ratio Return relative to maximum drawdown	9.21	3.20	+6.01
Martin ratio Return relative to average drawdown	27.36	12.85	+14.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MG vs. STLG - Sharpe Ratio Comparison

The current MG Sharpe Ratio is 3.25, which is higher than the STLG Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of MG and STLG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MG	STLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	2.45	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	0.93	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.90	-0.85

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.

Drawdown Indicators

	MG	STLG	Difference
Max Drawdown Largest 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	-66.87%	-30.61%	-36.26%
Max Drawdown (10Y) Largest decline over 10 years	-88.95%	—	—
Current Drawdown Current decline from peak	-34.72%	-0.73%	-33.99%
Average Drawdown Average peak-to-trough decline	-40.51%	-7.36%	-33.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	3.40%	+1.48%

Volatility

MG vs. STLG - Volatility Comparison

Mistras Group, Inc. (MG) has a higher volatility of 12.12% compared to iShares Factors US Growth Style ETF (STLG) at 5.03%. 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.

Volatility by Period

	MG	STLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.12%	5.03%	+7.09%
Volatility (6M) Calculated over the trailing 6-month period	24.36%	13.89%	+10.47%
Volatility (1Y) Calculated over the trailing 1-year period	41.15%	17.89%	+23.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.15%	21.97%	+24.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.28%	23.89%	+27.39%

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 0.25%.

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	0.25%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%

Frequently Asked Questions

Can I hold both MG and STLG in my portfolio?

MG and STLG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MG or STLG?

MG has higher volatility (12.12%) compared to STLG (5.03%). In terms of maximum drawdown, MG dropped -89.21% vs STLG's -31.34%.

Which has better risk-adjusted returns?

MG currently has the higher Sharpe Ratio (3.25 vs 2.45), 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.