MOG-A vs. SPDW

Last updated Jun 4, 2026

MOG-A (Moog Inc) is a stock, while SPDW (SPDR Portfolio World ex-US ETF) is Foreign Large Cap Equities fund tracking the S&P Developed Ex-U.S. BMI Index. Over the past 10 years, MOG-A returned 22.31%/yr vs 10.09%/yr for SPDW. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

MOG-A vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moog Inc (MOG-A) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MOG-A achieves a 53.83% return, which is significantly higher than SPDW's 15.00% return. Over the past 10 years, MOG-A has outperformed SPDW with an annualized return of 22.31%, while SPDW has yielded a comparatively lower 10.09% annualized return.

MOG-A

• 1D: 0.16%
• 1M: 21.92%
• YTD: 53.83%
• 6M: 59.62%
• 1Y: 104.40%
• 3Y*: 55.24%
• 5Y*: 33.93%
• 10Y*: 22.31%

SPDW

• 1D: -0.87%
• 1M: 5.56%
• YTD: 15.00%
• 6M: 18.06%
• 1Y: 32.15%
• 3Y*: 19.77%
• 5Y*: 9.38%
• 10Y*: 10.09%

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

MOG-A vs. SPDW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MOG-A Moog Inc	53.83%	24.46%	36.82%	66.63%	9.79%	3.39%	-6.14%	11.41%	-10.24%	32.23%
SPDW SPDR Portfolio World ex-US ETF	15.00%	34.75%	3.55%	17.81%	-15.98%	11.45%	9.90%	22.41%	-14.22%	25.81%

Correlation

The correlation between MOG-A and SPDW is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Apr 27, 2007	0.54

The correlation between MOG-A and SPDW shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MOG-A vs. SPDW — 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: 94
MOG-A Sharpe Ratio Rank: 96
MOG-A Sortino Ratio Rank: 96
MOG-A Omega Ratio Rank: 94
MOG-A Calmar Ratio Rank: 92
MOG-A Martin Ratio Rank: 93

SPDW

SPDW Risk / Return Rank: 59
SPDW Sharpe Ratio Rank: 60
SPDW Sortino Ratio Rank: 59
SPDW Omega Ratio Rank: 59
SPDW Calmar Ratio Rank: 55
SPDW Martin Ratio Rank: 60

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. SPDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moog Inc (MOG-A) and SPDR Portfolio World ex-US ETF (SPDW). 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.

	MOG-A	SPDW	Difference
Sharpe ratio Return per unit of total volatility	3.44	2.07	+1.37
Sortino ratio Return per unit of downside risk	4.29	2.87	+1.43
Omega ratio Gain probability vs. loss probability	1.54	1.37	+0.16
Calmar ratio Return relative to maximum drawdown	5.58	2.80	+2.78
Martin ratio Return relative to average drawdown	16.68	10.93	+5.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MOG-A vs. SPDW - Sharpe Ratio Comparison

The current MOG-A Sharpe Ratio is 3.44, which is higher than the SPDW Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of MOG-A and SPDW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MOG-A	SPDW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.44	2.07	+1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.09	0.57	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	0.59	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.24	+0.19

Drawdowns

MOG-A vs. SPDW - Drawdown Comparison

The maximum MOG-A drawdown since its inception was -68.21%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for MOG-A and SPDW.

Drawdown Indicators

	MOG-A	SPDW	Difference
Max Drawdown Largest peak-to-trough decline	-68.21%	-60.02%	-8.19%
Max Drawdown (1Y) Largest decline over 1 year	-18.82%	-11.55%	-7.27%
Max Drawdown (3Y) Largest decline over 3 years	-33.21%	-13.53%	-19.68%
Max Drawdown (5Y) Largest decline over 5 years	-33.21%	-30.21%	-3.00%
Max Drawdown (10Y) Largest decline over 10 years	-63.71%	-34.98%	-28.73%
Current Drawdown Current decline from peak	0.00%	-0.87%	+0.87%
Average Drawdown Average peak-to-trough decline	-16.32%	-12.91%	-3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.28%	2.95%	+3.33%

Volatility

MOG-A vs. SPDW - Volatility Comparison

Moog Inc (MOG-A) has a higher volatility of 10.27% compared to SPDR Portfolio World ex-US ETF (SPDW) at 5.63%. This indicates that MOG-A's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MOG-A	SPDW	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.27%	5.63%	+4.64%
Volatility (6M) Calculated over the trailing 6-month period	23.48%	13.17%	+10.31%
Volatility (1Y) Calculated over the trailing 1-year period	30.49%	15.60%	+14.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.18%	16.49%	+14.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.28%	17.26%	+19.02%

Dividends

MOG-A vs. SPDW - Dividend Comparison

MOG-A's dividend yield for the trailing twelve months is around 0.32%, less than SPDW's 2.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MOG-A Moog Inc	0.32%	0.48%	0.57%	0.75%	1.19%	1.24%	0.95%	1.17%	0.65%	0.00%	0.00%	0.00%
SPDW SPDR Portfolio World ex-US ETF	2.87%	3.30%	3.19%	2.75%	3.12%	3.04%	1.87%	3.13%	3.08%	1.86%	3.11%	2.78%

Frequently Asked Questions

Can I hold both MOG-A and SPDW in my portfolio?

MOG-A and SPDW have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MOG-A or SPDW?

MOG-A has higher volatility (10.27%) compared to SPDW (5.63%). In terms of maximum drawdown, MOG-A dropped -68.21% vs SPDW's -60.02%.

Which has better risk-adjusted returns?

MOG-A currently has the higher Sharpe Ratio (3.44 vs 2.07), 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.