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MHGVY vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MHGVY and ^GSPC is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

MHGVY vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mowi ASA ADR (MHGVY) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
9.63%
6.72%
MHGVY
^GSPC

Key characteristics

Sharpe Ratio

MHGVY:

0.14

^GSPC:

1.62

Sortino Ratio

MHGVY:

0.35

^GSPC:

2.20

Omega Ratio

MHGVY:

1.04

^GSPC:

1.30

Calmar Ratio

MHGVY:

0.07

^GSPC:

2.46

Martin Ratio

MHGVY:

0.31

^GSPC:

10.01

Ulcer Index

MHGVY:

9.57%

^GSPC:

2.08%

Daily Std Dev

MHGVY:

21.38%

^GSPC:

12.88%

Max Drawdown

MHGVY:

-56.79%

^GSPC:

-56.78%

Current Drawdown

MHGVY:

-27.04%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, MHGVY achieves a 12.43% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, MHGVY has underperformed ^GSPC with an annualized return of 9.21%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


MHGVY

YTD

12.43%

1M

2.70%

6M

9.63%

1Y

3.42%

5Y*

-1.92%

10Y*

9.21%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MHGVY vs. ^GSPC — Risk-Adjusted Performance Rank

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

MHGVY
The Risk-Adjusted Performance Rank of MHGVY is 4747
Overall Rank
The Sharpe Ratio Rank of MHGVY is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MHGVY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MHGVY is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MHGVY is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MHGVY is 5050
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
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.

MHGVY vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mowi ASA ADR (MHGVY) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for MHGVY, currently valued at 0.14, compared to the broader market-2.000.002.000.141.62
The chart of Sortino ratio for MHGVY, currently valued at 0.35, compared to the broader market-4.00-2.000.002.004.006.000.352.20
The chart of Omega ratio for MHGVY, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.30
The chart of Calmar ratio for MHGVY, currently valued at 0.07, compared to the broader market0.002.004.006.000.072.46
The chart of Martin ratio for MHGVY, currently valued at 0.31, compared to the broader market-10.000.0010.0020.0030.000.3110.01
MHGVY
^GSPC

The current MHGVY Sharpe Ratio is 0.14, which is lower than the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of MHGVY and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.14
1.62
MHGVY
^GSPC

Drawdowns

MHGVY vs. ^GSPC - Drawdown Comparison

The maximum MHGVY drawdown since its inception was -56.79%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MHGVY and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.04%
-2.13%
MHGVY
^GSPC

Volatility

MHGVY vs. ^GSPC - Volatility Comparison

Mowi ASA ADR (MHGVY) has a higher volatility of 8.21% compared to S&P 500 (^GSPC) at 3.43%. This indicates that MHGVY's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
8.21%
3.43%
MHGVY
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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