MPV vs. USA
Compare and contrast key facts about Barings Participation Investors (MPV) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPV or USA.
Key characteristics
| MPV | USA | |
|---|---|---|
| YTD Return | 12.18% | 26.35% |
| 1Y Return | 36.20% | 34.06% |
| 3Y Return (Ann) | 14.31% | 4.59% |
| 5Y Return (Ann) | 7.06% | 13.31% |
| 10Y Return (Ann) | 9.82% | 12.98% |
| Sharpe Ratio | 2.25 | 2.45 |
| Sortino Ratio | 3.04 | 3.28 |
| Omega Ratio | 1.40 | 1.43 |
| Calmar Ratio | 3.57 | 1.91 |
| Martin Ratio | 11.77 | 16.36 |
| Ulcer Index | 3.13% | 2.10% |
| Daily Std Dev | 16.39% | 13.99% |
| Max Drawdown | -54.02% | -69.38% |
| Current Drawdown | -3.64% | 0.00% |
Fundamentals
| MPV | USA |
|---|
Correlation
The correlation between MPV and USA is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MPV vs. USA - Performance Comparison
In the year-to-date period, MPV achieves a 12.18% return, which is significantly lower than USA's 26.35% return. Over the past 10 years, MPV has underperformed USA with an annualized return of 9.82%, while USA has yielded a comparatively higher 12.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MPV vs. USA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and Liberty All-Star Equity Fund (USA). 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.
Dividends
MPV vs. USA - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 8.87%, less than USA's 9.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 8.87% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% | 8.16% | 8.39% |
USA Liberty All-Star Equity Fund | 9.13% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
MPV vs. USA - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for MPV and USA. For additional features, visit the drawdowns tool.
Volatility
MPV vs. USA - Volatility Comparison
The current volatility for Barings Participation Investors (MPV) is 2.81%, while Liberty All-Star Equity Fund (USA) has a volatility of 4.91%. This indicates that MPV experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MPV vs. USA - Financials Comparison
This section allows you to compare key financial metrics between Barings Participation Investors and Liberty All-Star Equity Fund. 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