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MIG vs. SCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIG vs. SCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics IG Corporate Bond ETF (MIG) and comScore, Inc. (SCOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIG achieves a 0.60% return, which is significantly lower than SCOR's 6.00% return.


MIG

1D
0.12%
1M
0.77%
YTD
0.60%
6M
0.76%
1Y
4.62%
3Y*
5.71%
5Y*
0.81%
10Y*

SCOR

1D
-2.96%
1M
7.49%
YTD
6.00%
6M
0.73%
1Y
42.36%
3Y*
-27.09%
5Y*
-40.60%
10Y*
-36.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIG vs. SCOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
0.60%7.34%3.38%8.88%-14.51%-0.02%1.44%
SCOR
comScore, Inc.
6.00%11.30%-65.03%-28.02%-65.27%34.14%-1.58%

Correlation

The correlation between MIG and SCOR 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

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

0.07

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Return for Risk

MIG vs. SCOR — Risk / Return Rank

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

MIG
MIG Risk / Return Rank: 3232
Overall Rank
MIG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 3232
Sortino Ratio Rank
MIG Omega Ratio Rank: 3030
Omega Ratio Rank
MIG Calmar Ratio Rank: 3535
Calmar Ratio Rank
MIG Martin Ratio Rank: 3232
Martin Ratio Rank

SCOR
SCOR Risk / Return Rank: 6565
Overall Rank
SCOR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCOR Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCOR Omega Ratio Rank: 6464
Omega Ratio Rank
SCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
SCOR Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MIG vs. SCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) and comScore, Inc. (SCOR). 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.


MIGSCORDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.64

1.35

+0.29

Martin ratioReturn relative to average drawdown

4.37

2.49

+1.88

MIG vs. SCOR - Sharpe Ratio Comparison

The current MIG Sharpe Ratio is 1.09, which is higher than the SCOR Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MIG and SCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MIG vs. SCOR - Drawdown Comparison

The maximum MIG drawdown since its inception was -20.98%, smaller than the maximum SCOR drawdown of -99.64%. Use the drawdown chart below to compare losses from any high point for MIG and SCOR.


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Drawdown Indicators


MIGSCORDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-99.64%

+78.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-31.62%

+28.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-77.67%

+72.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-95.45%

+74.47%

Max Drawdown (10Y)

Largest decline over 10 years

-99.33%

Current Drawdown

Current decline from peak

-1.03%

-99.47%

+98.44%

Average Drawdown

Average peak-to-trough decline

-6.75%

-65.69%

+58.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

17.04%

-15.98%

Volatility

MIG vs. SCOR - Volatility Comparison

The current volatility for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) is 1.16%, while comScore, Inc. (SCOR) has a volatility of 23.27%. This indicates that MIG experiences smaller price fluctuations and is considered to be less risky than SCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGSCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

23.27%

-22.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

46.33%

-43.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.25%

84.45%

-80.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

74.50%

-68.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

72.09%

-65.89%

Dividends

MIG vs. SCOR - Dividend Comparison

MIG's dividend yield for the trailing twelve months is around 4.77%, while SCOR has not paid dividends to shareholders.


PositionTTM202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.77%4.81%4.68%4.38%3.06%2.15%0.18%
SCOR
comScore, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MIG and SCOR 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.

SCOR has higher volatility (23.27%) compared to MIG (1.16%). In terms of maximum drawdown, MIG dropped -20.98% vs SCOR's -99.64%.

MIG currently has the higher Sharpe Ratio (1.09 vs 0.50), 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.

Portfolio Optimizer

Find the right allocation for MIG and SCOR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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