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MOG-A vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOG-A vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moog Inc (MOG-A) and WisdomTree Japan Opportunities ETF (OPPJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOG-A achieves a 61.26% return, which is significantly higher than OPPJ's 23.60% return. Over the past 10 years, MOG-A has outperformed OPPJ with an annualized return of 22.56%, while OPPJ has yielded a comparatively lower 17.19% annualized return.


MOG-A

1D
-3.71%
1M
-0.78%
6M
42.14%
YTD
61.26%
1Y
112.81%
3Y*
53.44%
5Y*
38.53%
10Y*
22.56%

OPPJ

1D
-2.10%
1M
-2.08%
6M
14.84%
YTD
23.60%
1Y
59.51%
3Y*
33.02%
5Y*
24.42%
10Y*
17.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOG-A vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOG-A
Moog Inc
61.26%24.46%36.82%66.63%9.79%3.39%-6.14%11.41%-10.24%32.23%
OPPJ
WisdomTree Japan Opportunities ETF
23.60%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between MOG-A and OPPJ is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

0.40

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Return for Risk

MOG-A vs. OPPJ — Risk / Return Rank

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

MOG-A
MOG-A Risk / Return Rank: 9797
Overall Rank
MOG-A Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MOG-A Sortino Ratio Rank: 9898
Sortino Ratio Rank
MOG-A Omega Ratio Rank: 9696
Omega Ratio Rank
MOG-A Calmar Ratio Rank: 9696
Calmar Ratio Rank
MOG-A Martin Ratio Rank: 9696
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9393
Overall Rank
OPPJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9393
Martin Ratio Rank
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.

MOG-A vs. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moog Inc (MOG-A) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


MOG-AOPPJDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.55

1.47

+0.08

Calmar ratioReturn relative to maximum drawdown

6.03

6.09

-0.06

Martin ratioReturn relative to average drawdown

18.12

19.33

-1.21

MOG-A vs. OPPJ - Sharpe Ratio Comparison

The current MOG-A Sharpe Ratio is 3.62, which is comparable to the OPPJ Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of MOG-A and OPPJ, 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

MOG-A vs. OPPJ - Drawdown Comparison

The maximum MOG-A drawdown since its inception was -68.21%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for MOG-A and OPPJ.


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Drawdown Indicators


MOG-AOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-68.21%

-39.30%

-28.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.82%

-9.82%

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-33.21%

-16.49%

-16.72%

Max Drawdown (5Y)

Largest decline over 5 years

-33.21%

-16.49%

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-63.71%

-39.30%

-24.41%

Current Drawdown

Current decline from peak

-7.95%

-6.21%

-1.74%

Average Drawdown

Average peak-to-trough decline

-16.27%

-6.48%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

3.09%

+3.16%

Volatility

MOG-A vs. OPPJ - Volatility Comparison

Moog Inc (MOG-A) has a higher volatility of 9.94% compared to WisdomTree Japan Opportunities ETF (OPPJ) at 8.02%. This indicates that MOG-A's price experiences larger fluctuations and is considered to be riskier than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOG-AOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

8.02%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

17.12%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

31.43%

21.04%

+10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.31%

18.31%

+13.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.31%

19.55%

+16.76%

Dividends

MOG-A vs. OPPJ - Dividend Comparison

MOG-A's dividend yield for the trailing twelve months is around 0.30%, less than OPPJ's 1.13% yield.


PositionTTM20252024202320222021202020192018201720162015
MOG-A
Moog Inc
0.30%0.48%0.57%0.75%1.19%1.24%0.95%1.17%0.65%0.00%0.00%0.00%
OPPJ
WisdomTree Japan Opportunities ETF
1.13%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


MOG-A and OPPJ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOG-A has higher volatility (9.94%) compared to OPPJ (8.02%). In terms of maximum drawdown, MOG-A dropped -68.21% vs OPPJ's -39.30%.

MOG-A currently has the higher Sharpe Ratio (3.62 vs 2.85), 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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