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MKS.L vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKS.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Marks and Spencer Group plc (MKS.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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MKS.L vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MKS.L
Marks and Spencer Group plc
5.91%-11.20%39.13%121.79%-46.72%69.77%-36.16%-4.79%-16.37%-5.11%
VOO
Vanguard S&P 500 ETF
-2.07%9.43%27.16%20.01%-8.44%30.01%14.85%26.37%1.16%11.24%
Different Trading Currencies

MKS.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, MKS.L achieves a 5.91% return, which is significantly higher than VOO's -2.60% return. Over the past 10 years, MKS.L has underperformed VOO with an annualized return of 1.51%, while VOO has yielded a comparatively higher 14.89% annualized return.


MKS.L

1D
3.04%
1M
-8.51%
YTD
5.91%
6M
-4.23%
1Y
-0.94%
3Y*
28.92%
5Y*
18.61%
10Y*
1.51%

VOO

1D
0.00%
1M
-3.73%
YTD
-2.60%
6M
-0.29%
1Y
14.57%
3Y*
15.56%
5Y*
12.76%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Marks and Spencer Group plc

Vanguard S&P 500 ETF

Return for Risk

MKS.L vs. VOO — Risk / Return Rank

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

MKS.L
MKS.L Risk / Return Rank: 3535
Overall Rank
MKS.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MKS.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
MKS.L Omega Ratio Rank: 3232
Omega Ratio Rank
MKS.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
MKS.L Martin Ratio Rank: 3737
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

MKS.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marks and Spencer Group plc (MKS.L) and Vanguard S&P 500 ETF (VOO). 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.


MKS.LVOODifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.79

-0.82

Sortino ratio

Return per unit of downside risk

0.15

1.22

-1.07

Omega ratio

Gain probability vs. loss probability

1.02

1.19

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.15

1.30

-1.45

Martin ratio

Return relative to average drawdown

-0.25

5.24

-5.50

MKS.L vs. VOO - Sharpe Ratio Comparison

The current MKS.L Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of MKS.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MKS.LVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.79

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.81

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.82

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.90

-0.74

Correlation

The correlation between MKS.L and VOO is 0.17, 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.


Dividends

MKS.L vs. VOO - Dividend Comparison

MKS.L's dividend yield for the trailing twelve months is around 1.09%, less than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
MKS.L
Marks and Spencer Group plc
1.09%1.15%0.80%0.37%0.00%0.00%0.00%5.15%7.51%5.90%6.61%4.04%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MKS.L vs. VOO - Drawdown Comparison

The maximum MKS.L drawdown since its inception was -80.60%, which is greater than VOO's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for MKS.L and VOO.


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Drawdown Indicators


MKS.LVOODifference

Max Drawdown

Largest peak-to-trough decline

-80.60%

-33.99%

-46.61%

Max Drawdown (1Y)

Largest decline over 1 year

-21.78%

-11.98%

-9.80%

Max Drawdown (5Y)

Largest decline over 5 years

-63.72%

-24.52%

-39.20%

Max Drawdown (10Y)

Largest decline over 10 years

-74.79%

-33.99%

-40.80%

Current Drawdown

Current decline from peak

-18.35%

-5.55%

-12.80%

Average Drawdown

Average peak-to-trough decline

-30.75%

-3.72%

-27.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.88%

2.55%

+10.33%

Volatility

MKS.L vs. VOO - Volatility Comparison

Marks and Spencer Group plc (MKS.L) has a higher volatility of 9.16% compared to Vanguard S&P 500 ETF (VOO) at 4.52%. This indicates that MKS.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKS.LVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

4.52%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

19.49%

9.42%

+10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

18.52%

+9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.31%

15.81%

+17.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.73%

18.11%

+18.62%