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MRVL vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRVL and VOO is 0.59, 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.


-0.50.00.51.00.6

Performance

MRVL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marvell Technology Group Ltd. (MRVL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
652.09%
602.93%
MRVL
VOO

Key characteristics

Sharpe Ratio

MRVL:

1.67

VOO:

2.25

Sortino Ratio

MRVL:

2.34

VOO:

2.98

Omega Ratio

MRVL:

1.29

VOO:

1.42

Calmar Ratio

MRVL:

1.34

VOO:

3.31

Martin Ratio

MRVL:

6.44

VOO:

14.77

Ulcer Index

MRVL:

14.78%

VOO:

1.90%

Daily Std Dev

MRVL:

57.13%

VOO:

12.46%

Max Drawdown

MRVL:

-99.06%

VOO:

-33.99%

Current Drawdown

MRVL:

-42.22%

VOO:

-2.47%

Returns By Period

In the year-to-date period, MRVL achieves a 86.20% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, MRVL has outperformed VOO with an annualized return of 24.13%, while VOO has yielded a comparatively lower 13.08% annualized return.


MRVL

YTD

86.20%

1M

24.53%

6M

55.91%

1Y

86.39%

5Y*

34.69%

10Y*

24.13%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

MRVL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) and Vanguard S&P 500 ETF (VOO). 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 MRVL, currently valued at 1.67, compared to the broader market-4.00-2.000.002.001.672.25
The chart of Sortino ratio for MRVL, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.342.98
The chart of Omega ratio for MRVL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.42
The chart of Calmar ratio for MRVL, currently valued at 2.51, compared to the broader market0.002.004.006.002.513.31
The chart of Martin ratio for MRVL, currently valued at 6.44, compared to the broader market-5.000.005.0010.0015.0020.0025.006.4414.77
MRVL
VOO

The current MRVL Sharpe Ratio is 1.67, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MRVL and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.67
2.25
MRVL
VOO

Dividends

MRVL vs. VOO - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.21%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
MRVL
Marvell Technology Group Ltd.
0.21%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MRVL vs. VOO - Drawdown Comparison

The maximum MRVL drawdown since its inception was -99.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRVL and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.32%
-2.47%
MRVL
VOO

Volatility

MRVL vs. VOO - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 29.46% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that MRVL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.46%
3.75%
MRVL
VOO
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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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