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MPX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MPX and ^SP500TR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

MPX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marine Products Corporation (MPX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.47%
7.90%
MPX
^SP500TR

Key characteristics

Sharpe Ratio

MPX:

-0.14

^SP500TR:

1.97

Sortino Ratio

MPX:

0.08

^SP500TR:

2.63

Omega Ratio

MPX:

1.01

^SP500TR:

1.37

Calmar Ratio

MPX:

-0.11

^SP500TR:

2.93

Martin Ratio

MPX:

-0.48

^SP500TR:

13.00

Ulcer Index

MPX:

11.82%

^SP500TR:

1.90%

Daily Std Dev

MPX:

39.98%

^SP500TR:

12.58%

Max Drawdown

MPX:

-83.21%

^SP500TR:

-55.25%

Current Drawdown

MPX:

-46.88%

^SP500TR:

-3.62%

Returns By Period

In the year-to-date period, MPX achieves a -9.07% return, which is significantly lower than ^SP500TR's 24.66% return. Over the past 10 years, MPX has underperformed ^SP500TR with an annualized return of 6.20%, while ^SP500TR has yielded a comparatively higher 12.99% annualized return.


MPX

YTD

-9.07%

1M

-4.54%

6M

-5.47%

1Y

-4.98%

5Y*

-4.99%

10Y*

6.20%

^SP500TR

YTD

24.66%

1M

-0.72%

6M

7.91%

1Y

26.59%

5Y*

14.57%

10Y*

12.99%

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Risk-Adjusted Performance

MPX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marine Products Corporation (MPX) and S&P 500 Total Return (^SP500TR). 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.


Sharpe ratio
The chart of Sharpe ratio for MPX, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.141.97
The chart of Sortino ratio for MPX, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.082.63
The chart of Omega ratio for MPX, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.37
The chart of Calmar ratio for MPX, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.112.93
The chart of Martin ratio for MPX, currently valued at -0.48, compared to the broader market0.0010.0020.00-0.4813.00
MPX
^SP500TR

The current MPX Sharpe Ratio is -0.14, which is lower than the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of MPX and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.14
1.97
MPX
^SP500TR

Drawdowns

MPX vs. ^SP500TR - Drawdown Comparison

The maximum MPX drawdown since its inception was -83.21%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MPX and ^SP500TR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-46.88%
-3.62%
MPX
^SP500TR

Volatility

MPX vs. ^SP500TR - Volatility Comparison

Marine Products Corporation (MPX) has a higher volatility of 8.38% compared to S&P 500 Total Return (^SP500TR) at 3.62%. This indicates that MPX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.38%
3.62%
MPX
^SP500TR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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