MKC vs. VGT
MKC (McCormick & Company, Incorporated) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, MKC returned 2.06%/yr vs 24.06%/yr for VGT. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
MKC vs. VGT - 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 VGT's 20.36% return. Over the past 10 years, MKC has underperformed VGT with an annualized return of 2.06%, while VGT has yielded a comparatively higher 24.06% annualized 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%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $186.44M | $185.03M | $208.64M | |
| $440.89M | $515.41M | $573.34M |
MKC vs. VGT - 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% | 11.34% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between MKC and VGT is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.28 |
Correlation (3Y) Balances recent behavior with more history. | -0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.30 |
The correlation between MKC and VGT shifts across timeframes, from -0.28 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MKC vs. VGT — Risk / Return Rank
MKC
VGT
MKC vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McCormick & Company, Incorporated (MKC) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.94 | -2.66 |
| Martin ratioReturn relative to average drawdown | -1.34 | 5.23 | -6.57 |
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Drawdowns
MKC vs. VGT - Drawdown Comparison
The maximum MKC drawdown since its inception was -52.02%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MKC and VGT.
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Drawdown Indicators
| MKC | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -54.63% | +2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -35.79% | -16.40% | -19.39% |
Max Drawdown (3Y)Largest decline over 3 years | -44.57% | -27.23% | -17.34% |
Max Drawdown (5Y)Largest decline over 5 years | -52.02% | -35.07% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -52.02% | -35.07% | -16.95% |
Current DrawdownCurrent decline from peak | -45.96% | -9.93% | -36.03% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -7.95% | -3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.15% | 6.07% | +13.08% |
Volatility
MKC vs. VGT - Volatility Comparison
McCormick & Company, Incorporated (MKC) has a higher volatility of 9.04% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that MKC's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKC | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 8.42% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 23.96% | 20.14% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.79% | 24.28% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.94% | 25.83% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.47% | 24.89% | -0.42% |
Dividends
MKC vs. VGT - Dividend Comparison
MKC's dividend yield for the trailing twelve months is around 3.71%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
MKC and VGT have a correlation of -0.28, 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 VGT (8.42%). In terms of maximum drawdown, MKC dropped -52.02% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 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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