MOG-A vs. SPDW
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 22.17%/yr vs 10.02%/yr for SPDW. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
MOG-A vs. SPDW - Performance Comparison
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Returns By Period
In the year-to-date period, MOG-A achieves a 60.37% return, which is significantly higher than SPDW's 14.31% return. Over the past 10 years, MOG-A has outperformed SPDW with an annualized return of 22.17%, while SPDW has yielded a comparatively lower 10.02% annualized return.
MOG-A
- 1D
- -7.01%
- 1M
- -6.60%
- 6M
- 27.91%
- YTD
- 60.37%
- 1Y
- 104.72%
- 3Y*
- 55.17%
- 5Y*
- 39.21%
- 10Y*
- 22.17%
- ALL TIME*
- 15.91%
SPDW
- 1D
- -0.71%
- 1M
- -0.02%
- 6M
- 8.06%
- YTD
- 14.31%
- 1Y
- 29.86%
- 3Y*
- 18.18%
- 5Y*
- 9.68%
- 10Y*
- 10.02%
- ALL TIME*
- 5.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MOG-A Moog Inc | $142.64M | $122.67M | $119.34M |
| $139.26M | $163.06M | $165.12M |
MOG-A vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOG-A Moog Inc | 60.37% | 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 | 14.31% | 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 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2007 | 0.54 |
The correlation between MOG-A and SPDW has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.
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Return for Risk
MOG-A vs. SPDW — Risk / Return Rank
MOG-A
SPDW
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.
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-A | SPDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.32 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 2.56 | +2.91 |
| Martin ratioReturn relative to average drawdown | 16.12 | 9.68 | +6.44 |
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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.
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Drawdown Indicators
| MOG-A | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.45% | -2.11% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -16.26% | -12.82% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.37% | 3.05% | +3.32% |
Volatility
MOG-A vs. SPDW - Volatility Comparison
Moog Inc (MOG-A) has a higher volatility of 14.65% compared to SPDR Portfolio World ex-US ETF (SPDW) at 5.26%. 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.
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Volatility by Period
| MOG-A | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.65% | 5.26% | +9.39% |
Volatility (6M)Calculated over the trailing 6-month period | 27.14% | 15.21% | +11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.18% | 17.09% | +16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.62% | 16.77% | +14.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.50% | 17.13% | +19.37% |
Dividends
MOG-A vs. SPDW - Dividend Comparison
MOG-A's dividend yield for the trailing twelve months is around 0.30%, less than SPDW's 3.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPDW SPDR Portfolio World ex-US ETF | 3.03% | 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
MOG-A and SPDW have a correlation of 0.46, 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 (14.65%) compared to SPDW (5.26%). In terms of maximum drawdown, MOG-A dropped -68.21% vs SPDW's -60.02%.
MOG-A currently has the higher Sharpe Ratio (3.11 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.
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