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MNSO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MNSO and VOO is 0.30, 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.


-0.50.00.51.00.3

Performance

MNSO vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MINISO Group Holding Limited (MNSO) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
21.48%
81.34%
MNSO
VOO

Key characteristics

Sharpe Ratio

MNSO:

0.45

VOO:

2.25

Sortino Ratio

MNSO:

1.08

VOO:

2.98

Omega Ratio

MNSO:

1.13

VOO:

1.42

Calmar Ratio

MNSO:

0.47

VOO:

3.31

Martin Ratio

MNSO:

1.18

VOO:

14.77

Ulcer Index

MNSO:

23.37%

VOO:

1.90%

Daily Std Dev

MNSO:

61.45%

VOO:

12.46%

Max Drawdown

MNSO:

-86.59%

VOO:

-33.99%

Current Drawdown

MNSO:

-27.05%

VOO:

-2.47%

Returns By Period

In the year-to-date period, MNSO achieves a 18.14% return, which is significantly lower than VOO's 26.02% return.


MNSO

YTD

18.14%

1M

31.86%

6M

14.75%

1Y

22.96%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

MNSO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MINISO Group Holding Limited (MNSO) 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.


Sharpe ratio
The chart of Sharpe ratio for MNSO, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.452.25
The chart of Sortino ratio for MNSO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.082.98
The chart of Omega ratio for MNSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.42
The chart of Calmar ratio for MNSO, currently valued at 0.47, compared to the broader market0.002.004.006.000.473.31
The chart of Martin ratio for MNSO, currently valued at 1.18, compared to the broader market-5.000.005.0010.0015.0020.0025.001.1814.77
MNSO
VOO

The current MNSO Sharpe Ratio is 0.45, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MNSO 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.45
2.25
MNSO
VOO

Dividends

MNSO vs. VOO - Dividend Comparison

MNSO's dividend yield for the trailing twelve months is around 2.42%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
MNSO
MINISO Group Holding Limited
2.42%2.02%1.60%1.51%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MNSO vs. VOO - Drawdown Comparison

The maximum MNSO drawdown since its inception was -86.59%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MNSO and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.05%
-2.47%
MNSO
VOO

Volatility

MNSO vs. VOO - Volatility Comparison

MINISO Group Holding Limited (MNSO) has a higher volatility of 22.84% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that MNSO'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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
22.84%
3.75%
MNSO
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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