MPV vs. VOO
MPV (Barings Participation Investors) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, MPV returned 8.71%/yr vs 15.17%/yr for VOO. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
MPV vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MPV achieves a 4.35% return, which is significantly lower than VOO's 11.72% return. Over the past 10 years, MPV has underperformed VOO with an annualized return of 8.71%, while VOO has yielded a comparatively higher 15.17% annualized return.
MPV
- 1D
- -0.18%
- 1M
- -0.61%
- 6M
- -11.09%
- YTD
- 4.35%
- 1Y
- -7.64%
- 3Y*
- 17.09%
- 5Y*
- 11.68%
- 10Y*
- 8.71%
- ALL TIME*
- 9.16%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $311.11K | $252.14K | $238.89K | |
| $3.97B | $3.80B | $5.49B |
MPV vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 4.35% | 0.74% | 20.52% | 39.14% | -10.73% | 31.93% | -21.01% | 14.57% | 14.84% | 7.04% |
VOO Vanguard S&P 500 ETF | 11.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between MPV and VOO is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.11 |
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Return for Risk
MPV vs. VOO — Risk / Return Rank
MPV
VOO
MPV vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 2.63 | -3.00 |
| Martin ratioReturn relative to average drawdown | -0.82 | 11.23 | -12.06 |
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Drawdowns
MPV vs. VOO - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MPV and VOO.
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Drawdown Indicators
| MPV | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -33.99% | -20.03% |
Max Drawdown (1Y)Largest decline over 1 year | -20.76% | -8.90% | -11.86% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -18.69% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -24.52% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -54.02% | -33.99% | -20.03% |
Current DrawdownCurrent decline from peak | -16.27% | 0.00% | -16.27% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -3.67% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 2.08% | +7.23% |
Volatility
MPV vs. VOO - Volatility Comparison
Barings Participation Investors (MPV) has a higher volatility of 5.66% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that MPV's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPV | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.81% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 10.18% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.18% | 12.80% | +12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.31% | 16.95% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.92% | 18.02% | +7.90% |
Dividends
MPV vs. VOO - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 9.12%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 9.12% | 9.31% | 9.19% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MPV and VOO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPV has higher volatility (5.66%) compared to VOO (3.81%). In terms of maximum drawdown, MPV dropped -54.02% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 vs -0.30), 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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