MNST vs. SPYV

Last updated Jun 13, 2026

MNST (Monster Beverage Corporation) is a stock, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value Index. Over the past 10 years, MNST returned 13.79%/yr vs 12.08%/yr for SPYV. At a 0.35 correlation, their price movements are largely independent.

Performance

MNST vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monster Beverage Corporation (MNST) and SPDR Portfolio S&P 500 Value ETF (SPYV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNST achieves a 21.08% return, which is significantly higher than SPYV's 8.25% return. Over the past 10 years, MNST has outperformed SPYV with an annualized return of 13.79%, while SPYV has yielded a comparatively lower 12.08% annualized return.

MNST

• 1D: 0.87%
• 1M: 8.17%
• YTD: 21.08%
• 6M: 25.50%
• 1Y: 47.21%
• 3Y*: 16.85%
• 5Y*: 14.70%
• 10Y*: 13.79%

SPYV

• 1D: 0.69%
• 1M: 1.59%
• YTD: 8.25%
• 6M: 8.02%
• 1Y: 21.87%
• 3Y*: 15.13%
• 5Y*: 10.98%
• 10Y*: 12.08%

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

MNST vs. SPYV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MNST Monster Beverage Corporation	21.08%	45.87%	-8.77%	13.48%	5.72%	3.85%	45.52%	29.11%	-22.23%	42.74%
SPYV SPDR Portfolio S&P 500 Value ETF	8.25%	13.18%	12.24%	22.20%	-5.28%	24.91%	1.38%	31.70%	-9.01%	15.40%

Correlation

The correlation between MNST and SPYV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000	0.35

The correlation between MNST and SPYV shifts across timeframes, from 0.19 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

MNST vs. SPYV — Risk / Return Rank

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

MNST

MNST Risk / Return Rank: 85
MNST Sharpe Ratio Rank: 87
MNST Sortino Ratio Rank: 86
MNST Omega Ratio Rank: 86
MNST Calmar Ratio Rank: 81
MNST Martin Ratio Rank: 83

SPYV

SPYV Risk / Return Rank: 75
SPYV Sharpe Ratio Rank: 75
SPYV Sortino Ratio Rank: 76
SPYV Omega Ratio Rank: 73
SPYV Calmar Ratio Rank: 75
SPYV Martin Ratio Rank: 77

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.

MNST vs. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monster Beverage Corporation (MNST) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.

	MNST	SPYV	Difference
Sharpe ratio: Return per unit of total volatility	1.74	2.08	-0.34
Sortino ratio: Return per unit of downside risk	2.66	2.92	-0.26
Omega ratio: Gain probability vs. loss probability	1.35	1.37	-0.02
Calmar ratio: Return relative to maximum drawdown	2.60	3.33	-0.74
Martin ratio: Return relative to average drawdown	7.37	12.73	-5.35

MNST vs. SPYV - Sharpe Ratio Comparison

The current MNST Sharpe Ratio is 1.74, which is comparable to the SPYV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of MNST and SPYV, 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

MNST vs. SPYV - Drawdown Comparison

The maximum MNST drawdown since its inception was -69.17%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for MNST and SPYV.

Drawdown Indicators

	MNST	SPYV	Difference
Max Drawdown Largest peak-to-trough decline	-69.17%	-58.45%	-10.72%
Max Drawdown (1Y) Largest decline over 1 year	-17.70%	-6.22%	-11.48%
Max Drawdown (3Y) Largest decline over 3 years	-26.04%	-17.54%	-8.50%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-17.89%	-8.73%
Max Drawdown (10Y) Largest decline over 10 years	-30.42%	-36.89%	+6.47%
Current Drawdown Current decline from peak	0.00%	-0.18%	+0.18%
Average Drawdown Average peak-to-trough decline	-20.66%	-8.71%	-11.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.22%	1.63%	+4.59%

Volatility

MNST vs. SPYV - Volatility Comparison

Monster Beverage Corporation (MNST) has a higher volatility of 5.50% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.70%. This indicates that MNST's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MNST	SPYV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	2.70%	+2.80%
Volatility (6M) Calculated over the trailing 6-month period	20.03%	7.26%	+12.77%
Volatility (1Y) Calculated over the trailing 1-year period	26.43%	9.97%	+16.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.60%	14.42%	+10.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.25%	16.94%	+9.31%

Dividends

MNST vs. SPYV - Dividend Comparison

MNST has not paid dividends to shareholders, while SPYV's dividend yield for the trailing twelve months is around 1.68%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MNST Monster Beverage Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYV SPDR Portfolio S&P 500 Value ETF	1.68%	1.77%	2.29%	1.75%	2.22%	2.10%	2.38%	2.25%	2.97%	2.77%	2.39%	2.53%

Frequently Asked Questions

Can I hold both MNST and SPYV in my portfolio?

MNST and SPYV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNST or SPYV?

MNST has higher volatility (5.50%) compared to SPYV (2.70%). In terms of maximum drawdown, MNST dropped -69.17% vs SPYV's -58.45%.

Which has better risk-adjusted returns?

SPYV currently has the higher Sharpe Ratio (2.08 vs 1.74), 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.