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MRC vs. VXF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

MRC vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MRC Global Inc. (MRC) and Vanguard Extended Market ETF (VXF). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
3.47%
15.68%
MRC
VXF

Key characteristics

Sharpe Ratio

MRC:

0.46

VXF:

1.16

Sortino Ratio

MRC:

1.05

VXF:

1.66

Omega Ratio

MRC:

1.12

VXF:

1.21

Calmar Ratio

MRC:

0.23

VXF:

1.11

Martin Ratio

MRC:

1.60

VXF:

6.37

Ulcer Index

MRC:

10.18%

VXF:

3.31%

Daily Std Dev

MRC:

35.23%

VXF:

18.18%

Max Drawdown

MRC:

-89.55%

VXF:

-58.04%

Current Drawdown

MRC:

-62.76%

VXF:

-6.87%

Returns By Period

In the year-to-date period, MRC achieves a 13.99% return, which is significantly lower than VXF's 18.34% return. Over the past 10 years, MRC has underperformed VXF with an annualized return of -2.36%, while VXF has yielded a comparatively higher 9.61% annualized return.


MRC

YTD

13.99%

1M

-8.73%

6M

3.46%

1Y

13.68%

5Y*

-1.98%

10Y*

-2.36%

VXF

YTD

18.34%

1M

-1.49%

6M

15.91%

1Y

21.06%

5Y*

10.21%

10Y*

9.61%

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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.


Sharpe ratio
The chart of Sharpe ratio for MRC, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.461.16
The chart of Sortino ratio for MRC, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.051.66
The chart of Omega ratio for MRC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.21
The chart of Calmar ratio for MRC, currently valued at 0.23, compared to the broader market0.002.004.006.000.231.11
The chart of Martin ratio for MRC, currently valued at 1.60, compared to the broader market-5.000.005.0010.0015.0020.0025.001.606.37
MRC
VXF

The current MRC Sharpe Ratio is 0.46, which is lower than the VXF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MRC and VXF, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.46
1.16
MRC
VXF

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 0.78%.


TTM20232022202120202019201820172016201520142013
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
0.78%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.76%
-6.87%
MRC
VXF

Volatility

MRC vs. VXF - Volatility Comparison

The current volatility for MRC Global Inc. (MRC) is 5.42%, while Vanguard Extended Market ETF (VXF) has a volatility of 6.36%. This indicates that MRC experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
5.42%
6.36%
MRC
VXF
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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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