MGA vs. ORR
MGA (Magna International Inc.) is a stock, while ORR (Militia Long/Short Equity ETF) is Long-Short fund actively managed by Militia Investments. Over the past year, MGA returned 94.42% vs 25.94% for ORR. At a 0.28 correlation, their price movements are largely independent.
Performance
MGA vs. ORR - Performance Comparison
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Returns By Period
In the year-to-date period, MGA achieves a 29.87% return, which is significantly higher than ORR's 4.60% return.
MGA
- 1D
- 0.06%
- 1M
- 15.36%
- YTD
- 29.87%
- 6M
- 39.84%
- 1Y
- 94.42%
- 3Y*
- 14.53%
- 5Y*
- -4.62%
- 10Y*
- 8.67%
ORR
- 1D
- -0.67%
- 1M
- 0.38%
- YTD
- 4.60%
- 6M
- 8.08%
- 1Y
- 25.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MGA vs. ORR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MGA Magna International Inc. | 29.87% | 36.43% |
ORR Militia Long/Short Equity ETF | 4.60% | 32.15% |
Correlation
The correlation between MGA and ORR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.28 |
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Return for Risk
MGA vs. ORR — Risk / Return Rank
MGA
ORR
MGA vs. ORR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MGA) and Militia Long/Short Equity ETF (ORR). 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.
| MGA | ORR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.33 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 2.64 | +1.40 |
| Martin ratioReturn relative to average drawdown | 12.19 | 7.13 | +5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGA | ORR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 1.93 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.74 | -1.27 |
Drawdowns
MGA vs. ORR - Drawdown Comparison
The maximum MGA drawdown since its inception was -79.01%, which is greater than ORR's maximum drawdown of -9.85%. Use the drawdown chart below to compare losses from any high point for MGA and ORR.
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Drawdown Indicators
| MGA | ORR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.01% | -9.85% | -69.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -9.85% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -48.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -66.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -66.02% | — | — |
Current DrawdownCurrent decline from peak | -21.04% | -8.57% | -12.47% |
Average DrawdownAverage peak-to-trough decline | -21.41% | -2.18% | -19.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 3.65% | +4.13% |
Volatility
MGA vs. ORR - Volatility Comparison
Magna International Inc. (MGA) has a higher volatility of 10.11% compared to Militia Long/Short Equity ETF (ORR) at 4.06%. This indicates that MGA's price experiences larger fluctuations and is considered to be riskier than ORR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGA | ORR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 4.06% | +6.05% |
Volatility (6M)Calculated over the trailing 6-month period | 28.09% | 10.92% | +17.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.18% | 13.52% | +21.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.64% | 15.34% | +20.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.45% | 15.34% | +20.11% |
Dividends
MGA vs. ORR - Dividend Comparison
MGA's dividend yield for the trailing twelve months is around 2.88%, while ORR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGA Magna International Inc. | 2.88% | 3.64% | 4.55% | 3.11% | 4.23% | 2.13% | 2.26% | 2.66% | 2.18% | 1.94% | 2.30% | 1.90% |
ORR Militia Long/Short Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MGA and ORR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGA has higher volatility (10.11%) compared to ORR (4.06%). In terms of maximum drawdown, MGA dropped -79.01% vs ORR's -9.85%.
MGA currently has the higher Sharpe Ratio (2.70 vs 1.93), 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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