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MNRO vs. ENZL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MNRO vs. ENZL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monro, Inc. (MNRO) and iShares MSCI New Zealand ETF (ENZL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MNRO achieves a -36.98% return, which is significantly lower than ENZL's 4.40% return. Over the past 10 years, MNRO has underperformed ENZL with an annualized return of -12.61%, while ENZL has yielded a comparatively higher 2.99% annualized return.


MNRO

1D
-8.89%
1M
-28.82%
6M
-32.54%
YTD
-36.98%
1Y
-7.54%
3Y*
-26.57%
5Y*
-23.76%
10Y*
-12.61%
ALL TIME*
3.58%

ENZL

1D
-0.93%
1M
4.18%
6M
0.69%
YTD
4.40%
1Y
7.11%
3Y*
0.97%
5Y*
-2.78%
10Y*
2.99%
ALL TIME*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.05M$5.22M$3.06M
$17.09M$14.62M$18.34M

MNRO vs. ENZL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNRO
Monro, Inc.
-36.98%-13.81%-11.99%-33.10%-20.59%11.13%-30.65%15.00%22.21%0.97%
ENZL
iShares MSCI New Zealand ETF
4.40%2.47%-4.86%2.95%-16.18%-11.39%20.04%30.09%0.35%24.04%

Correlation

The correlation between MNRO and ENZL is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.20

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.23

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2010

0.25

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Return for Risk

MNRO vs. ENZL — Risk / Return Rank

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

MNRO
MNRO Risk / Return Rank: 3838
Overall Rank
MNRO Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MNRO Sortino Ratio Rank: 3838
Sortino Ratio Rank
MNRO Omega Ratio Rank: 3838
Omega Ratio Rank
MNRO Calmar Ratio Rank: 3939
Calmar Ratio Rank
MNRO Martin Ratio Rank: 3838
Martin Ratio Rank

ENZL
ENZL Risk / Return Rank: 2020
Overall Rank
ENZL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ENZL Sortino Ratio Rank: 1919
Sortino Ratio Rank
ENZL Omega Ratio Rank: 1919
Omega Ratio Rank
ENZL Calmar Ratio Rank: 1919
Calmar Ratio Rank
ENZL Martin Ratio Rank: 2020
Martin Ratio Rank
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.

MNRO vs. ENZL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monro, Inc. (MNRO) and iShares MSCI New Zealand ETF (ENZL). 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.


MNROENZLDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.03

1.08

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.16

0.49

-0.65

Martin ratioReturn relative to average drawdown

-0.38

1.30

-1.68

MNRO vs. ENZL - Sharpe Ratio Comparison

The current MNRO Sharpe Ratio is -0.13, which is lower than the ENZL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of MNRO and ENZL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MNRO vs. ENZL - Drawdown Comparison

The maximum MNRO drawdown since its inception was -84.13%, which is greater than ENZL's maximum drawdown of -42.44%. Use the drawdown chart below to compare losses from any high point for MNRO and ENZL.


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Drawdown Indicators


MNROENZLDifference

Max Drawdown

Largest peak-to-trough decline

-84.13%

-42.44%

-41.69%

Max Drawdown (1Y)

Largest decline over 1 year

-46.96%

-12.90%

-34.06%

Max Drawdown (3Y)

Largest decline over 3 years

-62.77%

-20.67%

-42.10%

Max Drawdown (5Y)

Largest decline over 5 years

-78.69%

-36.86%

-41.83%

Max Drawdown (10Y)

Largest decline over 10 years

-84.13%

-42.44%

-41.69%

Current Drawdown

Current decline from peak

-82.77%

-26.11%

-56.66%

Average Drawdown

Average peak-to-trough decline

-26.43%

-12.93%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.99%

4.83%

+15.16%

Volatility

MNRO vs. ENZL - Volatility Comparison

Monro, Inc. (MNRO) has a higher volatility of 28.72% compared to iShares MSCI New Zealand ETF (ENZL) at 4.20%. This indicates that MNRO's price experiences larger fluctuations and is considered to be riskier than ENZL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNROENZLDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.72%

4.20%

+24.52%

Volatility (6M)

Calculated over the trailing 6-month period

44.82%

13.72%

+31.10%

Volatility (1Y)

Calculated over the trailing 1-year period

57.04%

15.89%

+41.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.85%

18.58%

+28.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.11%

20.37%

+22.74%

Dividends

MNRO vs. ENZL - Dividend Comparison

MNRO's dividend yield for the trailing twelve months is around 9.14%, more than ENZL's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
ENZL
iShares MSCI New Zealand ETF
2.16%2.23%2.13%3.00%1.62%2.46%1.66%3.35%3.60%3.69%4.79%4.29%
MNRO
Monro, Inc.
9.14%5.59%4.52%3.82%2.43%1.68%1.65%1.10%1.13%1.25%1.15%0.88%

Frequently Asked Questions


MNRO and ENZL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNRO has higher volatility (28.72%) compared to ENZL (4.20%). In terms of maximum drawdown, MNRO dropped -84.13% vs ENZL's -42.44%.

ENZL currently has the higher Sharpe Ratio (0.40 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.

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