MPNGY vs. FXI
MPNGY (Meituan ADR) is a stock, while FXI (iShares China Large-Cap ETF) is China Equities fund tracking the FTSE China 50 Index. Over the past 5 years, MPNGY returned -15.56%/yr vs 0.26%/yr for FXI. Their 0.77 correlation means they have sometimes moved together and sometimes differently.
Performance
MPNGY vs. FXI - Performance Comparison
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Returns By Period
In the year-to-date period, MPNGY achieves a -10.08% return, which is significantly lower than FXI's -3.96% return.
MPNGY
- 1D
- -0.29%
- 1M
- 31.25%
- 6M
- -3.89%
- YTD
- -10.08%
- 1Y
- -22.95%
- 3Y*
- -13.68%
- 5Y*
- -15.56%
- 10Y*
- —
- ALL TIME*
- -0.19%
FXI
- 1D
- -0.05%
- 1M
- 14.38%
- 6M
- -7.16%
- YTD
- -3.96%
- 1Y
- 0.93%
- 3Y*
- 9.88%
- 5Y*
- 0.26%
- 10Y*
- 2.81%
- ALL TIME*
- 5.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $773.89M | $798.32M | $975.73M | |
MPNGY Meituan ADR | $3.54M | $4.66M | $6.35M |
MPNGY vs. FXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MPNGY Meituan ADR | -10.08% | -32.00% | 84.72% | -52.51% | -23.47% | -22.79% | 189.35% | 7.62% |
FXI iShares China Large-Cap ETF | -3.96% | 28.95% | 28.98% | -12.42% | -20.66% | -20.06% | 8.92% | 5.84% |
Correlation
The correlation between MPNGY and FXI is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2019 | 0.77 |
The correlation between MPNGY and FXI shifts across timeframes, from 0.66 (1 year) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MPNGY vs. FXI — Risk / Return Rank
MPNGY
FXI
MPNGY vs. FXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) and iShares China Large-Cap ETF (FXI). 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.
| MPNGY | FXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.01 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.03 | -0.44 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.07 | -0.72 |
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Drawdowns
MPNGY vs. FXI - Drawdown Comparison
The maximum MPNGY drawdown since its inception was -86.40%, which is greater than FXI's maximum drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for MPNGY and FXI.
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Drawdown Indicators
| MPNGY | FXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.40% | -72.68% | -13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -48.50% | -22.94% | -25.56% |
Max Drawdown (3Y)Largest decline over 3 years | -70.63% | -25.56% | -45.07% |
Max Drawdown (5Y)Largest decline over 5 years | -79.07% | -49.88% | -29.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.81% | — |
Current DrawdownCurrent decline from peak | -79.62% | -24.37% | -55.25% |
Average DrawdownAverage peak-to-trough decline | -54.80% | -31.21% | -23.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.62% | 10.00% | +18.62% |
Volatility
MPNGY vs. FXI - Volatility Comparison
Meituan ADR (MPNGY) has a higher volatility of 11.10% compared to iShares China Large-Cap ETF (FXI) at 5.14%. This indicates that MPNGY's price experiences larger fluctuations and is considered to be riskier than FXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPNGY | FXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 5.14% | +5.96% |
Volatility (6M)Calculated over the trailing 6-month period | 34.14% | 14.61% | +19.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.35% | 20.32% | +22.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.70% | 31.44% | +29.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.70% | 27.60% | +33.10% |
Dividends
MPNGY vs. FXI - Dividend Comparison
MPNGY has not paid dividends to shareholders, while FXI's dividend yield for the trailing twelve months is around 1.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 1.86% | 2.42% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% |
MPNGY Meituan ADR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPNGY and FXI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPNGY has higher volatility (11.10%) compared to FXI (5.14%). In terms of maximum drawdown, MPNGY dropped -86.40% vs FXI's -72.68%.
FXI currently has the higher Sharpe Ratio (-0.04 vs -0.54), 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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