MRC vs. VXF
Compare and contrast key facts about MRC Global Inc. (MRC) and Vanguard Extended Market ETF (VXF).
VXF is a passively managed fund by Vanguard that tracks the performance of the S&P Completion Index. It was launched on Dec 27, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRC or VXF.
Performance
MRC vs. VXF - Performance Comparison
Returns By Period
In the year-to-date period, MRC achieves a 21.71% return, which is significantly higher than VXF's 19.10% return. Over the past 10 years, MRC has underperformed VXF with an annualized return of -5.02%, while VXF has yielded a comparatively higher 9.81% annualized return.
MRC
21.71%
6.35%
-1.76%
23.84%
-0.25%
-5.02%
VXF
19.10%
3.40%
12.25%
34.55%
11.15%
9.81%
Key characteristics
| MRC | VXF | |
|---|---|---|
| Sharpe Ratio | 0.78 | 2.01 |
| Sortino Ratio | 1.51 | 2.76 |
| Omega Ratio | 1.18 | 1.34 |
| Calmar Ratio | 0.39 | 1.43 |
| Martin Ratio | 2.79 | 11.36 |
| Ulcer Index | 9.88% | 3.17% |
| Daily Std Dev | 35.44% | 17.95% |
| Max Drawdown | -89.55% | -58.04% |
| Current Drawdown | -60.24% | -3.62% |
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Correlation
The correlation between MRC and VXF is 0.52, 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.
Risk-Adjusted Performance
MRC vs. VXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MRC Global Inc. (MRC) and Vanguard Extended Market ETF (VXF). 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
MRC vs. VXF - Dividend Comparison
MRC has not paid dividends to shareholders, while VXF's dividend yield for the trailing twelve months is around 1.12%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRC MRC Global Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXF Vanguard Extended Market ETF | 1.12% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.14% |
Drawdowns
MRC vs. VXF - Drawdown Comparison
The maximum MRC drawdown since its inception was -89.55%, which is greater than VXF's maximum drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for MRC and VXF. For additional features, visit the drawdowns tool.
Volatility
MRC vs. VXF - Volatility Comparison
MRC Global Inc. (MRC) has a higher volatility of 15.86% compared to Vanguard Extended Market ETF (VXF) at 6.34%. This indicates that MRC's price experiences larger fluctuations and is considered to be riskier than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.