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MGV vs. WHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGV and WHR is 0.60, 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

MGV vs. WHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Value ETF (MGV) and Whirlpool Corporation (WHR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MGV:

0.52

WHR:

-0.22

Sortino Ratio

MGV:

0.90

WHR:

-0.01

Omega Ratio

MGV:

1.13

WHR:

1.00

Calmar Ratio

MGV:

0.67

WHR:

-0.15

Martin Ratio

MGV:

2.53

WHR:

-0.55

Ulcer Index

MGV:

3.51%

WHR:

17.93%

Daily Std Dev

MGV:

15.33%

WHR:

45.40%

Max Drawdown

MGV:

-56.31%

WHR:

-82.49%

Current Drawdown

MGV:

-5.92%

WHR:

-61.39%

Returns By Period

In the year-to-date period, MGV achieves a 0.18% return, which is significantly higher than WHR's -28.88% return. Over the past 10 years, MGV has outperformed WHR with an annualized return of 10.09%, while WHR has yielded a comparatively lower -4.85% annualized return.


MGV

YTD

0.18%

1M

2.96%

6M

-4.26%

1Y

7.43%

5Y*

15.00%

10Y*

10.09%

WHR

YTD

-28.88%

1M

-1.51%

6M

-25.18%

1Y

-9.82%

5Y*

-0.96%

10Y*

-4.85%

*Annualized

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Risk-Adjusted Performance

MGV vs. WHR — Risk-Adjusted Performance Rank

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

MGV
The Risk-Adjusted Performance Rank of MGV is 7070
Overall Rank
The Sharpe Ratio Rank of MGV is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 7373
Martin Ratio Rank

WHR
The Risk-Adjusted Performance Rank of WHR is 4040
Overall Rank
The Sharpe Ratio Rank of WHR is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of WHR is 3737
Sortino Ratio Rank
The Omega Ratio Rank of WHR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of WHR is 4343
Calmar Ratio Rank
The Martin Ratio Rank of WHR is 4141
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.

MGV vs. WHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Value ETF (MGV) and Whirlpool Corporation (WHR). 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 MGV Sharpe Ratio is 0.52, which is higher than the WHR Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of MGV and WHR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MGV vs. WHR - Dividend Comparison

MGV's dividend yield for the trailing twelve months is around 2.30%, less than WHR's 8.75% yield.


TTM20242023202220212020201920182017201620152014
MGV
Vanguard Mega Cap Value ETF
2.30%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%
WHR
Whirlpool Corporation
8.75%6.11%5.75%4.95%2.32%2.69%3.22%4.26%2.55%2.15%2.35%1.48%

Drawdowns

MGV vs. WHR - Drawdown Comparison

The maximum MGV drawdown since its inception was -56.31%, smaller than the maximum WHR drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for MGV and WHR. For additional features, visit the drawdowns tool.


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Volatility

MGV vs. WHR - Volatility Comparison

The current volatility for Vanguard Mega Cap Value ETF (MGV) is 5.19%, while Whirlpool Corporation (WHR) has a volatility of 9.12%. This indicates that MGV experiences smaller price fluctuations and is considered to be less risky than WHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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