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MVRL vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MVRL and VDC 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.


-0.50.00.51.0
Correlation: 0.6

Performance

MVRL vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
15.73%
61.90%
MVRL
VDC

Key characteristics

Sharpe Ratio

MVRL:

0.01

VDC:

0.87

Sortino Ratio

MVRL:

0.25

VDC:

1.32

Omega Ratio

MVRL:

1.03

VDC:

1.17

Calmar Ratio

MVRL:

0.01

VDC:

1.27

Martin Ratio

MVRL:

0.06

VDC:

4.14

Ulcer Index

MVRL:

8.61%

VDC:

2.74%

Daily Std Dev

MVRL:

34.22%

VDC:

13.04%

Max Drawdown

MVRL:

-60.01%

VDC:

-34.24%

Current Drawdown

MVRL:

-46.84%

VDC:

-3.11%

Returns By Period

In the year-to-date period, MVRL achieves a -4.13% return, which is significantly lower than VDC's 3.67% return.


MVRL

YTD

-4.13%

1M

-11.22%

6M

-9.04%

1Y

3.03%

5Y*

N/A

10Y*

N/A

VDC

YTD

3.67%

1M

1.73%

6M

2.64%

1Y

10.82%

5Y*

10.76%

10Y*

8.32%

*Annualized

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MVRL vs. VDC - Expense Ratio Comparison

MVRL has a 0.95% expense ratio, which is higher than VDC's 0.10% expense ratio.


Expense ratio chart for MVRL: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MVRL: 0.95%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

MVRL vs. VDC — Risk-Adjusted Performance Rank

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

MVRL
The Risk-Adjusted Performance Rank of MVRL is 2222
Overall Rank
The Sharpe Ratio Rank of MVRL is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MVRL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of MVRL is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MVRL is 2020
Calmar Ratio Rank
The Martin Ratio Rank of MVRL is 2020
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7878
Overall Rank
The Sharpe Ratio Rank of VDC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MVRL vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) and Vanguard Consumer Staples ETF (VDC). 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 chart of Sharpe ratio for MVRL, currently valued at 0.01, compared to the broader market-1.000.001.002.003.004.00
MVRL: 0.01
VDC: 0.87
The chart of Sortino ratio for MVRL, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
MVRL: 0.25
VDC: 1.32
The chart of Omega ratio for MVRL, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
MVRL: 1.03
VDC: 1.17
The chart of Calmar ratio for MVRL, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
MVRL: 0.01
VDC: 1.27
The chart of Martin ratio for MVRL, currently valued at 0.06, compared to the broader market0.0020.0040.0060.00
MVRL: 0.06
VDC: 4.14

The current MVRL Sharpe Ratio is 0.01, which is lower than the VDC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of MVRL and VDC, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.01
0.87
MVRL
VDC

Dividends

MVRL vs. VDC - Dividend Comparison

MVRL's dividend yield for the trailing twelve months is around 21.57%, more than VDC's 2.40% yield.


TTM20242023202220212020201920182017201620152014
MVRL
ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN
21.57%19.27%18.69%25.21%12.97%5.63%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

MVRL vs. VDC - Drawdown Comparison

The maximum MVRL drawdown since its inception was -60.01%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for MVRL and VDC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.84%
-3.11%
MVRL
VDC

Volatility

MVRL vs. VDC - Volatility Comparison

ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN (MVRL) has a higher volatility of 24.12% compared to Vanguard Consumer Staples ETF (VDC) at 7.97%. This indicates that MVRL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.12%
7.97%
MVRL
VDC