MRVL vs. USFR

Last updated Jun 5, 2026

MRVL (Marvell Technology Group Ltd.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 10 years, MRVL returned 42.37%/yr vs 2.47%/yr for USFR. At a 0.01 correlation, their price movements are largely independent.

Performance

MRVL vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marvell Technology Group Ltd. (MRVL) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MRVL achieves a 272.81% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, MRVL has outperformed USFR with an annualized return of 42.37%, while USFR has yielded a comparatively lower 2.47% annualized return.

MRVL

• 1D: 4.90%
• 1M: 87.51%
• YTD: 272.81%
• 6M: 222.66%
• 1Y: 378.56%
• 3Y*: 76.60%
• 5Y*: 45.96%
• 10Y*: 42.37%

USFR

• 1D: 0.00%
• 1M: 0.27%
• YTD: 1.60%
• 6M: 1.96%
• 1Y: 4.01%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MRVL vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MRVL Marvell Technology Group Ltd.	272.81%	-22.82%	83.79%	63.68%	-57.48%	84.62%	80.25%	65.74%	-23.62%	56.89%
USFR WisdomTree Floating Rate Treasury Fund	1.60%	4.23%	5.47%	5.18%	1.98%	-0.03%	0.56%	2.02%	2.01%	1.03%

Correlation

The correlation between MRVL and USFR is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014	0.01

The correlation between MRVL and USFR shifts across timeframes, from -0.15 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MRVL vs. USFR — Risk / Return Rank

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

MRVL

MRVL Risk / Return Rank: 98
MRVL Sharpe Ratio Rank: 99
MRVL Sortino Ratio Rank: 98
MRVL Omega Ratio Rank: 97
MRVL Calmar Ratio Rank: 99
MRVL Martin Ratio Rank: 98

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

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.

MRVL vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) and WisdomTree Floating Rate Treasury Fund (USFR). 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.

	MRVL	USFR	Difference
Sharpe ratio: Return per unit of total volatility	5.71	15.01	-9.30
Sortino ratio: Return per unit of downside risk	5.02	50.39	-45.37
Omega ratio: Gain probability vs. loss probability	1.66	13.37	-11.71
Calmar ratio: Return relative to maximum drawdown	14.47	202.38	-187.90
Martin ratio: Return relative to average drawdown	33.69	783.80	-750.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MRVL vs. USFR - Sharpe Ratio Comparison

The current MRVL Sharpe Ratio is 5.71, which is lower than the USFR Sharpe Ratio of 15.01. The chart below compares the historical Sharpe Ratios of MRVL and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MRVL	USFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.71	15.01	-9.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	9.25	-8.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	3.07	-2.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	1.60	-1.36

Drawdowns

MRVL vs. USFR - Drawdown Comparison

The maximum MRVL drawdown since its inception was -91.60%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for MRVL and USFR.

Drawdown Indicators

	MRVL	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-91.60%	-1.36%	-90.24%
Max Drawdown (1Y) Largest decline over 1 year	-26.36%	-0.02%	-26.34%
Max Drawdown (3Y) Largest decline over 3 years	-60.79%	-0.06%	-60.73%
Max Drawdown (5Y) Largest decline over 5 years	-61.88%	-0.18%	-61.70%
Max Drawdown (10Y) Largest decline over 10 years	-61.88%	-0.80%	-61.08%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-46.78%	-0.16%	-46.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.30%	0.01%	+11.29%

Volatility

MRVL vs. USFR - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 32.84% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that MRVL's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MRVL	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.84%	0.06%	+32.78%
Volatility (6M) Calculated over the trailing 6-month period	50.62%	0.18%	+50.44%
Volatility (1Y) Calculated over the trailing 1-year period	67.00%	0.27%	+66.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	60.94%	0.40%	+60.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.39%	0.81%	+50.58%

Dividends

MRVL vs. USFR - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.08%, less than USFR's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MRVL Marvell Technology Group Ltd.	0.08%	0.28%	0.22%	0.40%	0.65%	0.21%	0.50%	0.90%	1.48%	1.12%	1.73%	2.72%
USFR WisdomTree Floating Rate Treasury Fund	3.91%	4.15%	5.17%	5.12%	1.78%	0.01%	0.40%	2.08%	1.67%	1.03%	0.29%	0.00%

Frequently Asked Questions

Can I hold both MRVL and USFR in my portfolio?

MRVL and USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MRVL or USFR?

MRVL has higher volatility (32.84%) compared to USFR (0.06%). In terms of maximum drawdown, MRVL dropped -91.60% vs USFR's -1.36%.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (15.01 vs 5.71), 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.