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MKC vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MKC vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in McCormick & Company, Incorporated (MKC) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MKC achieves a -23.92% return, which is significantly lower than BIBL's 21.43% return.


MKC

1D
-0.12%
1M
-3.91%
6M
-16.19%
YTD
-23.92%
1Y
-25.24%
3Y*
-14.49%
5Y*
-7.49%
10Y*
2.06%
ALL TIME*
10.83%

BIBL

1D
0.80%
1M
-2.31%
6M
14.67%
YTD
21.43%
1Y
31.70%
3Y*
18.28%
5Y*
9.07%
10Y*
ALL TIME*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.49M$2.79M$2.92M
$186.44M$185.03M$208.64M

MKC vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKC
McCormick & Company, Incorporated
-23.92%-8.33%13.97%-15.68%-12.65%2.67%14.70%23.65%39.01%4.54%
BIBL
Inspire 100 ETF
21.43%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.42%

Correlation

The correlation between MKC and BIBL is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2017

0.27

The correlation between MKC and BIBL shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MKC vs. BIBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MKC
MKC Risk / Return Rank: 1212
Overall Rank
MKC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MKC Sortino Ratio Rank: 1111
Sortino Ratio Rank
MKC Omega Ratio Rank: 1212
Omega Ratio Rank
MKC Calmar Ratio Rank: 1616
Calmar Ratio Rank
MKC Martin Ratio Rank: 1010
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7979
Overall Rank
BIBL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7474
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7272
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8686
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MKC vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) and Inspire 100 ETF (BIBL). 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.


MKCBIBLDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

0.87

1.30

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.72

3.38

-4.10

Martin ratioReturn relative to average drawdown

-1.34

12.27

-13.61

MKC vs. BIBL - Sharpe Ratio Comparison

The current MKC Sharpe Ratio is -0.86, which is lower than the BIBL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of MKC and BIBL, 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

MKC vs. BIBL - Drawdown Comparison

The maximum MKC drawdown since its inception was -52.02%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for MKC and BIBL.


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Drawdown Indicators


MKCBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-36.12%

-15.90%

Max Drawdown (1Y)

Largest decline over 1 year

-35.79%

-8.94%

-26.85%

Max Drawdown (3Y)

Largest decline over 3 years

-44.28%

-20.60%

-23.68%

Max Drawdown (5Y)

Largest decline over 5 years

-52.02%

-30.85%

-21.17%

Max Drawdown (10Y)

Largest decline over 10 years

-52.02%

Current Drawdown

Current decline from peak

-45.96%

-5.89%

-40.07%

Average Drawdown

Average peak-to-trough decline

-11.15%

-6.96%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.15%

2.46%

+16.69%

Volatility

MKC vs. BIBL - Volatility Comparison

McCormick & Company, Incorporated (MKC) has a higher volatility of 9.04% compared to Inspire 100 ETF (BIBL) at 5.03%. This indicates that MKC's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKCBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

5.03%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

14.49%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

29.79%

17.45%

+12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.94%

19.91%

+5.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

21.10%

+3.37%

Dividends

MKC vs. BIBL - Dividend Comparison

MKC's dividend yield for the trailing twelve months is around 3.71%, more than BIBL's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%
MKC
McCormick & Company, Incorporated
3.71%2.69%2.24%2.32%1.81%1.44%1.68%1.37%1.53%1.89%1.89%1.91%

Frequently Asked Questions


MKC and BIBL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MKC has higher volatility (9.04%) compared to BIBL (5.03%). In terms of maximum drawdown, MKC dropped -52.02% vs BIBL's -36.12%.

BIBL currently has the higher Sharpe Ratio (1.73 vs -0.86), 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.

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