PortfoliosLab logo
MGA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGA and VOO is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MGA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magna International Inc. (MGA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MGA:

-0.64

VOO:

0.52

Sortino Ratio

MGA:

-0.76

VOO:

0.89

Omega Ratio

MGA:

0.91

VOO:

1.13

Calmar Ratio

MGA:

-0.33

VOO:

0.57

Martin Ratio

MGA:

-1.40

VOO:

2.18

Ulcer Index

MGA:

15.55%

VOO:

4.85%

Daily Std Dev

MGA:

33.77%

VOO:

19.11%

Max Drawdown

MGA:

-79.31%

VOO:

-33.99%

Current Drawdown

MGA:

-61.93%

VOO:

-7.67%

Returns By Period

In the year-to-date period, MGA achieves a -15.62% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, MGA has underperformed VOO with an annualized return of -1.88%, while VOO has yielded a comparatively higher 12.42% annualized return.


MGA

YTD

-15.62%

1M

8.31%

6M

-17.87%

1Y

-22.37%

5Y*

0.98%

10Y*

-1.88%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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

MGA vs. VOO — Risk-Adjusted Performance Rank

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

MGA
The Risk-Adjusted Performance Rank of MGA is 1919
Overall Rank
The Sharpe Ratio Rank of MGA is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of MGA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MGA is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MGA is 3030
Calmar Ratio Rank
The Martin Ratio Rank of MGA is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

MGA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Magna International Inc. (MGA) and Vanguard S&P 500 ETF (VOO). 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.


The current MGA Sharpe Ratio is -0.64, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of MGA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MGA vs. VOO - Dividend Comparison

MGA's dividend yield for the trailing twelve months is around 5.49%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
MGA
Magna International Inc.
5.49%4.55%3.11%3.20%2.13%2.26%2.66%2.90%1.94%2.30%2.17%1.40%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MGA vs. VOO - Drawdown Comparison

The maximum MGA drawdown since its inception was -79.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MGA and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MGA vs. VOO - Volatility Comparison

Magna International Inc. (MGA) has a higher volatility of 9.66% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that MGA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...