NWG vs. MGC
NWG (NatWest Group plc) is a stock, while MGC (Vanguard Mega Cap ETF) is Large Cap Blend Equities fund tracking the CRSP US Mega Cap Index. Over the past 10 years, NWG returned 18.02%/yr vs 16.30%/yr for MGC. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
NWG vs. MGC - Performance Comparison
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Returns By Period
In the year-to-date period, NWG achieves a 1.26% return, which is significantly lower than MGC's 7.15% return. Over the past 10 years, NWG has outperformed MGC with an annualized return of 18.02%, while MGC has yielded a comparatively lower 16.30% annualized return.
NWG
- 1D
- -1.68%
- 1M
- 8.49%
- YTD
- 1.26%
- 6M
- 0.34%
- 1Y
- 28.80%
- 3Y*
- 53.36%
- 5Y*
- 31.98%
- 10Y*
- 18.02%
MGC
- 1D
- -0.26%
- 1M
- -2.14%
- YTD
- 7.15%
- 6M
- 5.92%
- 1Y
- 22.72%
- 3Y*
- 21.82%
- 5Y*
- 13.53%
- 10Y*
- 16.30%
NWG vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NWG NatWest Group plc | 1.26% | 81.29% | 92.31% | -4.69% | 11.23% | 39.24% | -24.92% | 29.18% | -26.25% | 38.16% |
MGC Vanguard Mega Cap ETF | 7.15% | 19.31% | 27.16% | 29.77% | -19.95% | 27.58% | 21.57% | 31.14% | -3.45% | 22.61% |
Correlation
The correlation between NWG and MGC is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.53 |
The correlation between NWG and MGC has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
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Return for Risk
NWG vs. MGC — Risk / Return Rank
NWG
MGC
NWG vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NatWest Group plc (NWG) and Vanguard Mega Cap ETF (MGC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NWG | MGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.32 | -1.11 |
| Martin ratioReturn relative to average drawdown | 2.98 | 9.94 | -6.95 |
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Drawdowns
NWG vs. MGC - Drawdown Comparison
The maximum NWG drawdown since its inception was -96.96%, which is greater than MGC's maximum drawdown of -52.26%. Use the drawdown chart below to compare losses from any high point for NWG and MGC.
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Drawdown Indicators
| NWG | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.96% | -52.26% | -44.70% |
Max Drawdown (1Y)Largest decline over 1 year | -24.03% | -9.85% | -14.18% |
Max Drawdown (3Y)Largest decline over 3 years | -34.62% | -19.28% | -15.34% |
Max Drawdown (5Y)Largest decline over 5 years | -40.56% | -25.74% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -67.34% | -33.07% | -34.27% |
Current DrawdownCurrent decline from peak | -69.51% | -4.06% | -65.45% |
Average DrawdownAverage peak-to-trough decline | -86.16% | -7.17% | -78.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.68% | 2.29% | +7.39% |
Volatility
NWG vs. MGC - Volatility Comparison
NatWest Group plc (NWG) has a higher volatility of 9.62% compared to Vanguard Mega Cap ETF (MGC) at 5.20%. This indicates that NWG's price experiences larger fluctuations and is considered to be riskier than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NWG | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.62% | 5.20% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 24.81% | 10.28% | +14.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.83% | 13.06% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.64% | 17.39% | +16.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.19% | 18.24% | +18.95% |
Dividends
NWG vs. MGC - Dividend Comparison
NWG's dividend yield for the trailing twelve months is around 5.16%, more than MGC's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGC Vanguard Mega Cap ETF | 0.90% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
NWG NatWest Group plc | 5.16% | 3.69% | 4.36% | 9.42% | 11.57% | 2.74% | 4.59% | 9.75% | 0.91% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NWG and MGC have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NWG has higher volatility (9.62%) compared to MGC (5.20%). In terms of maximum drawdown, NWG dropped -96.96% vs MGC's -52.26%.
MGC currently has the higher Sharpe Ratio (1.75 vs 0.91), 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.
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