MPV vs. MCI
MPV (Barings Participation Investors) and MCI (Barings Corporate Investors) are both stocks. Both operate in the Asset Management industry within the Financial Services sector. Over the past 10 years, MPV returned 9.59%/yr vs 7.80%/yr for MCI. At a 0.18 correlation, their price movements are largely independent.
Performance
MPV vs. MCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MPV achieves a 10.71% return, which is significantly higher than MCI's -2.18% return. Over the past 10 years, MPV has outperformed MCI with an annualized return of 9.59%, while MCI has yielded a comparatively lower 7.80% annualized return.
MPV
- 1D
- -0.75%
- 1M
- 3.85%
- YTD
- 10.71%
- 6M
- -3.38%
- 1Y
- -3.02%
- 3Y*
- 20.03%
- 5Y*
- 13.91%
- 10Y*
- 9.59%
MCI
- 1D
- -2.20%
- 1M
- 2.21%
- YTD
- -2.18%
- 6M
- -8.20%
- 1Y
- -11.02%
- 3Y*
- 14.75%
- 5Y*
- 11.36%
- 10Y*
- 7.80%
MPV vs. MCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 10.71% | 0.74% | 20.52% | 39.14% | -10.73% | 31.93% | -21.01% | 14.57% | 14.84% | 7.04% |
MCI Barings Corporate Investors | -2.18% | -3.74% | 20.83% | 44.49% | -5.91% | 29.03% | -15.77% | 23.40% | 4.35% | 6.48% |
Correlation
The correlation between MPV and MCI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1989 | 0.18 |
Over the past year, MPV and MCI have become more correlated (0.44) than their long-term average of 0.18, meaning their price movements have been converging.
Fundamentals
MPV:
$2.84
MCI:
$1.56
MPV:
6.07
MCI:
11.12
MPV:
0.42
MCI:
0.14
MPV:
4.85
MCI:
8.66
MPV:
$38.16M
MCI:
$41.06M
MPV:
$38.32M
MCI:
$41.06M
MPV:
$0.00
MCI:
$0.00
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MPV vs. MCI — Risk / Return Rank
MPV
MCI
MPV vs. MCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and Barings Corporate Investors (MCI). 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.
| MPV | MCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.93 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.47 | +0.31 |
| Martin ratioReturn relative to average drawdown | -0.39 | -0.91 | +0.52 |
Loading charts...
Drawdowns
MPV vs. MCI - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum MCI drawdown of -57.08%. Use the drawdown chart below to compare losses from any high point for MPV and MCI.
Loading charts...
Drawdown Indicators
| MPV | MCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -57.08% | +3.06% |
Max Drawdown (1Y)Largest decline over 1 year | -19.76% | -23.76% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.76% | -27.58% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -27.58% | +4.95% |
Max Drawdown (10Y)Largest decline over 10 years | -54.02% | -44.64% | -9.38% |
Current DrawdownCurrent decline from peak | -11.17% | -23.24% | +12.07% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -9.64% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.72% | 12.08% | -4.36% |
Volatility
MPV vs. MCI - Volatility Comparison
The current volatility for Barings Participation Investors (MPV) is 6.02%, while Barings Corporate Investors (MCI) has a volatility of 6.74%. This indicates that MPV experiences smaller price fluctuations and is considered to be less risky than MCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MPV | MCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 6.74% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.56% | 15.37% | +4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.18% | 22.07% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 21.91% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.85% | 24.67% | +1.18% |
Dividends
MPV vs. MCI - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 8.59%, less than MCI's 9.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCI Barings Corporate Investors | 9.22% | 8.82% | 8.29% | 7.70% | 7.31% | 6.01% | 7.28% | 7.12% | 8.16% | 7.86% | 7.75% | 6.96% |
MPV Barings Participation Investors | 8.59% | 9.31% | 9.19% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% |
Financials
MPV vs. MCI - Financials Comparison
This section allows you to compare key financial metrics between Barings Participation Investors and Barings Corporate Investors. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MPV and MCI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCI has higher volatility (6.74%) compared to MPV (6.02%). In terms of maximum drawdown, MPV dropped -54.02% vs MCI's -57.08%.
MPV currently has the higher Sharpe Ratio (-0.12 vs -0.50), 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.
Find the right allocation for MPV and MCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer