MGK vs. WMB
MGK (Vanguard Mega Cap Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index, while WMB (The Williams Companies, Inc.) is a stock. Over the past 10 years, MGK returned 18.85%/yr vs 19.28%/yr for WMB. At a 0.43 correlation, their price movements are largely independent.
Performance
MGK vs. WMB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MGK achieves a 5.33% return, which is significantly lower than WMB's 21.67% return. Both investments have delivered pretty close results over the past 10 years, with MGK having a 18.85% annualized return and WMB not far ahead at 19.28%.
MGK
- 1D
- 0.22%
- 1M
- -1.87%
- YTD
- 5.33%
- 6M
- 6.21%
- 1Y
- 24.77%
- 3Y*
- 24.17%
- 5Y*
- 14.87%
- 10Y*
- 18.85%
WMB
- 1D
- 1.39%
- 1M
- -6.57%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.40%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
MGK vs. WMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 5.33% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
Correlation
The correlation between MGK and WMB is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.43 |
The correlation between MGK and WMB shifts across timeframes, from -0.08 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MGK vs. WMB — Risk / Return Rank
MGK
WMB
MGK vs. WMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth ETF (MGK) and The Williams Companies, Inc. (WMB). 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.
| MGK | WMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.02 | -0.64 |
| Martin ratioReturn relative to average drawdown | 4.65 | 4.27 | +0.38 |
Loading charts...
Drawdowns
MGK vs. WMB - Drawdown Comparison
The maximum MGK drawdown since its inception was -48.43%, smaller than the maximum WMB drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for MGK and WMB.
Loading charts...
Drawdown Indicators
| MGK | WMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.43% | -98.03% | +49.60% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -12.36% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -12.36% | -11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -36.01% | -23.01% | -13.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -68.08% | +32.07% |
Current DrawdownCurrent decline from peak | -5.63% | -8.55% | +2.92% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -27.07% | +19.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 5.82% | -0.85% |
Volatility
MGK vs. WMB - Volatility Comparison
The current volatility for Vanguard Mega Cap Growth ETF (MGK) is 5.96%, while The Williams Companies, Inc. (WMB) has a volatility of 7.36%. This indicates that MGK experiences smaller price fluctuations and is considered to be less risky than WMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MGK | WMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 7.36% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.29% | 15.58% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 23.00% | -6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.72% | 23.62% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 30.95% | -9.02% |
Dividends
MGK vs. WMB - Dividend Comparison
MGK's dividend yield for the trailing twelve months is around 0.33%, less than WMB's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
WMB The Williams Companies, Inc. | 2.84% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Frequently Asked Questions
MGK and WMB have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMB has higher volatility (7.36%) compared to MGK (5.96%). In terms of maximum drawdown, MGK dropped -48.43% vs WMB's -98.03%.
MGK currently has the higher Sharpe Ratio (1.37 vs 1.08), 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.
Find the right allocation for MGK and WMB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer