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MYCN vs. QCON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCN vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street My2034 Corporate Bond ETF (MYCN) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MYCN

1D
-0.55%
1M
-0.73%
YTD
-0.02%
6M
0.13%
1Y
6.06%
3Y*
5Y*
10Y*

QCON

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYCN vs. QCON - Yearly Performance Comparison


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Return for Risk

MYCN vs. QCON — Risk / Return Rank

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

MYCN
MYCN Risk / Return Rank: 4242
Overall Rank
MYCN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MYCN Sortino Ratio Rank: 4343
Sortino Ratio Rank
MYCN Omega Ratio Rank: 4040
Omega Ratio Rank
MYCN Calmar Ratio Rank: 4444
Calmar Ratio Rank
MYCN Martin Ratio Rank: 4444
Martin Ratio Rank

QCON
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.

MYCN vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street My2034 Corporate Bond ETF (MYCN) and American Century Quality Convertible Securities ETF (QCON). 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.


MYCNQCONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.01

Martin ratioReturn relative to average drawdown

6.66

MYCN vs. QCON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MYCNQCONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

Drawdowns

MYCN vs. QCON - Drawdown Comparison

The maximum MYCN drawdown since its inception was -5.01%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MYCN and QCON.


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Drawdown Indicators


MYCNQCONDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

0.00%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

Current Drawdown

Current decline from peak

-1.66%

0.00%

-1.66%

Average Drawdown

Average peak-to-trough decline

-1.26%

0.00%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

Volatility

MYCN vs. QCON - Volatility Comparison


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Volatility by Period


MYCNQCONDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.48%

0.00%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

0.00%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

0.00%

+5.64%

MYCN vs. QCON - Expense Ratio Comparison

MYCN has a 0.15% expense ratio, which is lower than QCON's 0.32% expense ratio.


Dividends

MYCN vs. QCON - Dividend Comparison

MYCN's dividend yield for the trailing twelve months is around 5.02%, while QCON has not paid dividends to shareholders.


Frequently Asked Questions


On fees, MYCN is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYCN is cheaper with a 0.15% expense ratio, compared with 0.32% for QCON.

MYCN has the higher dividend yield at 5.02%, compared with 0.00% for QCON.

They also come from different issuers: State Street and American Century. Their fees differ too: 0.15% for MYCN and 0.32% for QCON.

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