MNR vs. VOO
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 -4.32% vs 23.69% for VOO. At a 0.14 correlation, their price movements are largely independent.
Performance
MNR vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MNR achieves a 23.99% return, which is significantly higher than VOO's 8.19% return.
MNR
- 1D
- 0.24%
- 1M
- -10.46%
- YTD
- 23.99%
- 6M
- 23.32%
- 1Y
- -4.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -1.42%
- 1M
- -1.34%
- YTD
- 8.19%
- 6M
- 7.24%
- 1Y
- 23.69%
- 3Y*
- 20.78%
- 5Y*
- 13.13%
- 10Y*
- 15.61%
MNR vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 23.99% | -26.21% | 23.43% | -13.21% |
VOO Vanguard S&P 500 ETF | 8.19% | 17.82% | 24.98% | 12.69% |
Correlation
The correlation between MNR and VOO is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2023 | 0.14 |
The correlation between MNR and VOO shifts across timeframes, from -0.02 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MNR vs. VOO — Risk / Return Rank
MNR
VOO
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 ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 2.67 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.31 | 11.96 | -12.27 |
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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.
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Drawdown Indicators
| MNR | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -33.99% | -0.71% |
Max Drawdown (1Y)Largest decline over 1 year | -27.08% | -8.90% | -18.18% |
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 DrawdownCurrent decline from peak | -17.23% | -3.14% | -14.09% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -3.68% | -11.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.15% | 1.99% | +12.16% |
Volatility
MNR vs. VOO - Volatility Comparison
Monmouth Real Estate Investment Corporation (MNR) has a higher volatility of 7.53% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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.
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Volatility by Period
| MNR | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 4.83% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 9.82% | +12.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.27% | 12.46% | +15.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.88% | 16.91% | +11.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.88% | 18.02% | +10.86% |
Dividends
MNR vs. VOO - Dividend Comparison
MNR's dividend yield for the trailing twelve months is around 14.47%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNR Monmouth Real Estate Investment Corporation | 14.47% | 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 | 1.05% | 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
MNR and VOO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNR has higher volatility (7.53%) compared to VOO (4.83%). In terms of maximum drawdown, MNR dropped -34.70% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.91 vs -0.15), 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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