MRP vs. VYM
MRP (Millrose Properties, Inc) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past year, MRP returned 9.26% vs 26.16% for VYM. At a 0.48 correlation, their price movements are largely independent.
Performance
MRP vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, MRP achieves a -2.83% return, which is significantly lower than VYM's 12.47% return.
MRP
- 1D
- -1.04%
- 1M
- -6.80%
- YTD
- -2.83%
- 6M
- -9.24%
- 1Y
- 9.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.43%
- 1M
- 3.38%
- YTD
- 12.47%
- 6M
- 12.01%
- 1Y
- 26.16%
- 3Y*
- 18.88%
- 5Y*
- 11.48%
- 10Y*
- 11.90%
MRP vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MRP Millrose Properties, Inc | -2.83% | 18.79% |
VYM Vanguard High Dividend Yield ETF | 12.47% | 11.30% |
Correlation
The correlation between MRP and VYM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2025 | 0.48 |
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Return for Risk
MRP vs. VYM — Risk / Return Rank
MRP
VYM
MRP vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Millrose Properties, Inc (MRP) and Vanguard High Dividend Yield ETF (VYM). 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.
| MRP | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.46 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 3.93 | -3.45 |
| Martin ratioReturn relative to average drawdown | 0.97 | 14.76 | -13.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRP | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 2.56 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.51 | -0.15 |
Drawdowns
MRP vs. VYM - Drawdown Comparison
The maximum MRP drawdown since its inception was -20.64%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for MRP and VYM.
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Drawdown Indicators
| MRP | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.64% | -56.98% | +36.34% |
Max Drawdown (1Y)Largest decline over 1 year | -19.39% | -6.69% | -12.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -16.39% | -0.43% | -15.96% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -7.19% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 1.78% | +7.76% |
Volatility
MRP vs. VYM - Volatility Comparison
Millrose Properties, Inc (MRP) has a higher volatility of 10.57% compared to Vanguard High Dividend Yield ETF (VYM) at 2.77%. This indicates that MRP's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRP | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 2.77% | +7.80% |
Volatility (6M)Calculated over the trailing 6-month period | 20.00% | 7.67% | +12.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.19% | 10.28% | +15.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.11% | 13.96% | +18.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.11% | 16.34% | +15.77% |
Dividends
MRP vs. VYM - Dividend Comparison
MRP's dividend yield for the trailing twelve months is around 10.64%, more than VYM's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRP Millrose Properties, Inc | 10.64% | 6.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.19% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
MRP and VYM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRP has higher volatility (10.57%) compared to VYM (2.77%). In terms of maximum drawdown, MRP dropped -20.64% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.56 vs 0.36), 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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