MTG vs. SRLN

In the year-to-date period, MTG achieves a 12.71% return, which is significantly higher than SRLN's 1.77% return. Over the past 10 years, MTG has outperformed SRLN with an annualized return of 10.87%, while SRLN has yielded a comparatively lower 3.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MGIC Investment Corporation (MTG) and SPDR Blackstone Senior Loan ETF (SRLN). 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.

The current MTG Sharpe Ratio is 1.22, which is lower than the SRLN Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of MTG and SRLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MTG's dividend yield for the trailing twelve months is around 1.97%, less than SRLN's 8.24% yield.

The maximum MTG drawdown since its inception was -98.86%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for MTG and SRLN.

MGIC Investment Corporation (MTG) has a higher volatility of 5.88% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.79%. This indicates that MTG's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.