MNR vs. VOO

Last updated Aug 1, 2026

MNR (Monmouth Real Estate Investment Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past year, MNR returned 6.22% vs 21.58% for VOO. Their 0.13 correlation means their historical movements had little consistent relationship.

Performance

MNR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monmouth Real Estate Investment Corporation (MNR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNR achieves a 34.44% return, which is significantly higher than VOO's 10.16% return.

MNR

• 1D: 1.19%
• 1M: 8.25%
• 6M: 26.96%
• YTD: 34.44%
• 1Y: 6.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.22%

VOO

• 1D: 0.71%
• 1M: 0.26%
• 6M: 8.58%
• YTD: 10.16%
• 1Y: 21.58%
• 3Y*: 19.42%
• 5Y*: 12.83%
• 10Y*: 15.14%
• ALL TIME*: 14.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MNR Monmouth Real Estate Investment Corporation	$3.14M	$3.23M	$5.19M
VOO Vanguard S&P 500 ETF	$3.82B	$3.78B	$5.44B

MNR vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MNR Monmouth Real Estate Investment Corporation	34.44%	-26.21%	23.43%	-13.21%
VOO Vanguard S&P 500 ETF	10.16%	17.82%	24.98%	12.69%

Correlation

The correlation between MNR and VOO 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 (All Time) Calculated using the full available price history since Oct 25, 2023	0.13

The correlation between MNR and VOO shifts across timeframes, from -0.04 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MNR vs. VOO — Risk / Return Rank

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

MNR

MNR Risk / Return Rank: 47
MNR Sharpe Ratio Rank: 50
MNR Sortino Ratio Rank: 42
MNR Omega Ratio Rank: 42
MNR Calmar Ratio Rank: 49
MNR Martin Ratio Rank: 49

VOO

VOO Risk / Return Rank: 68
VOO Sharpe Ratio Rank: 68
VOO Sortino Ratio Rank: 65
VOO Omega Ratio Rank: 66
VOO Calmar Ratio Rank: 64
VOO Martin Ratio Rank: 76

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.

MNR vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monmouth Real Estate Investment Corporation (MNR) 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.

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.

	MNR	VOO	Difference
Sharpe ratio: Return per unit of total volatility	0.13	1.53	-1.40
Sortino ratio: Return per unit of downside risk	0.36	2.13	-1.77
Omega ratio: Gain probability vs. loss probability	1.05	1.28	-0.23
Calmar ratio: Return relative to maximum drawdown	0.16	2.21	-2.05
Martin ratio: Return relative to average drawdown	0.31	9.44	-9.13

MNR vs. VOO - Sharpe Ratio Comparison

The current MNR Sharpe Ratio is 0.13, which is lower than the VOO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of MNR and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MNR vs. VOO - Drawdown Comparison

The maximum MNR drawdown since its inception was -34.70%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MNR and VOO.

Drawdown Indicators

	MNR	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-34.70%	-33.99%	-0.71%
Max Drawdown (1Y) Largest decline over 1 year	-23.49%	-8.90%	-14.59%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-10.26%	-1.38%	-8.88%
Average Drawdown Average peak-to-trough decline	-14.80%	-3.67%	-11.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.58%	2.08%	+10.50%

Volatility

MNR vs. VOO - Volatility Comparison

Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 4.86% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that MNR'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.

Volatility by Period

	MNR	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	3.54%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	21.28%	10.10%	+11.18%
Volatility (1Y) Calculated over the trailing 1-year period	27.58%	12.82%	+14.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.50%	16.93%	+11.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.50%	18.01%	+10.49%

Dividends

MNR vs. VOO - Dividend Comparison

MNR's dividend yield for the trailing twelve months is around 13.34%, more than VOO's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MNR Monmouth Real Estate Investment Corporation	13.34%	17.57%	18.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.07%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Frequently Asked Questions

Can I hold both MNR and VOO in my portfolio?

MNR and VOO 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.

Which is riskier, MNR or VOO?

MNR has higher volatility (4.86%) compared to VOO (3.54%). In terms of maximum drawdown, MNR dropped -34.70% vs VOO's -33.99%.

Which has better risk-adjusted returns?

VOO currently has the higher Sharpe Ratio (1.53 vs 0.13), 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.