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MRC vs. VXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


MRC

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VXF

1D
-1.02%
1M
4.75%
YTD
13.78%
6M
12.61%
1Y
28.88%
3Y*
19.75%
5Y*
6.53%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRC vs. VXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRC
MRC Global Inc.
0.00%7.82%16.08%-4.92%68.31%3.77%-51.39%11.53%-27.72%-16.49%
VXF
Vanguard Extended Market ETF
13.78%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%

Correlation

The correlation between MRC and VXF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2012

0.51

Over the past year, the correlation between MRC and VXF has dropped to 0.24 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

MRC vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRC

VXF
VXF Risk / Return Rank: 5050
Overall Rank
VXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXF Omega Ratio Rank: 4444
Omega Ratio Rank
VXF Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXF Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRC vs. VXF - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MRC vs. VXF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRCVXFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

Drawdowns

MRC vs. VXF - Drawdown Comparison


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Drawdown Indicators


MRCVXFDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-26.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-1.02%

Average Drawdown

Average peak-to-trough decline

-9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

MRC vs. VXF - Volatility Comparison


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Volatility by Period


MRCVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

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 1.02%.


PositionTTM20252024202320222021202020192018201720162015
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
1.02%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions


MRC and VXF have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for MRC and VXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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