MKC vs. BIBL
MKC (McCormick & Company, Incorporated) is a stock, while BIBL (Inspire 100 ETF) is Large Cap Growth Equities fund tracking the Inspire 100 Index. Over the past 5 years, MKC returned -7.49%/yr vs 9.07%/yr for BIBL. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
MKC vs. BIBL - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BIBL Inspire 100 ETF | $2.49M | $2.79M | $2.92M |
| $186.44M | $185.03M | $208.64M |
MKC vs. BIBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
MKC
BIBL
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.
| MKC | BIBL | Difference | |
|---|---|---|---|
| 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 |
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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
| MKC | BIBL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -45.96% | -5.89% | -40.07% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -6.96% | -4.19% |
Ulcer IndexDepth 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
| MKC | BIBL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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