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RTX vs. MGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RTX and MGV is 0.65, 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

RTX vs. MGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raytheon Technologies Corporation (RTX) and Vanguard Mega Cap Value ETF (MGV). The values are adjusted to include any dividend payments, if applicable.

250.00%260.00%270.00%280.00%290.00%300.00%310.00%320.00%NovemberDecember2025FebruaryMarchApril
276.28%
282.00%
RTX
MGV

Key characteristics

Sharpe Ratio

RTX:

0.88

MGV:

0.55

Sortino Ratio

RTX:

1.29

MGV:

0.86

Omega Ratio

RTX:

1.21

MGV:

1.12

Calmar Ratio

RTX:

1.41

MGV:

0.64

Martin Ratio

RTX:

5.03

MGV:

2.60

Ulcer Index

RTX:

4.52%

MGV:

3.25%

Daily Std Dev

RTX:

25.76%

MGV:

15.28%

Max Drawdown

RTX:

-52.67%

MGV:

-56.31%

Current Drawdown

RTX:

-10.09%

MGV:

-7.44%

Returns By Period

In the year-to-date period, RTX achieves a 5.93% return, which is significantly higher than MGV's -1.43% return. Over the past 10 years, RTX has underperformed MGV with an annualized return of 7.89%, while MGV has yielded a comparatively higher 10.04% annualized return.


RTX

YTD

5.93%

1M

-10.09%

6M

-1.54%

1Y

23.39%

5Y*

16.90%

10Y*

7.89%

MGV

YTD

-1.43%

1M

-4.89%

6M

-3.73%

1Y

7.64%

5Y*

14.27%

10Y*

10.04%

*Annualized

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Risk-Adjusted Performance

RTX vs. MGV — Risk-Adjusted Performance Rank

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

RTX
The Risk-Adjusted Performance Rank of RTX is 8282
Overall Rank
The Sharpe Ratio Rank of RTX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of RTX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of RTX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of RTX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RTX is 8787
Martin Ratio Rank

MGV
The Risk-Adjusted Performance Rank of MGV is 6666
Overall Rank
The Sharpe Ratio Rank of MGV is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MGV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MGV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MGV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of MGV is 7070
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.

RTX vs. MGV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Raytheon Technologies Corporation (RTX) and Vanguard Mega Cap Value ETF (MGV). 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 RTX, currently valued at 0.88, compared to the broader market-2.00-1.000.001.002.003.00
RTX: 0.88
MGV: 0.55
The chart of Sortino ratio for RTX, currently valued at 1.29, compared to the broader market-6.00-4.00-2.000.002.004.00
RTX: 1.29
MGV: 0.86
The chart of Omega ratio for RTX, currently valued at 1.21, compared to the broader market0.501.001.502.00
RTX: 1.21
MGV: 1.12
The chart of Calmar ratio for RTX, currently valued at 1.41, compared to the broader market0.001.002.003.004.005.00
RTX: 1.41
MGV: 0.64
The chart of Martin ratio for RTX, currently valued at 5.03, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RTX: 5.03
MGV: 2.60

The current RTX Sharpe Ratio is 0.88, which is higher than the MGV Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RTX and MGV, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.88
0.55
RTX
MGV

Dividends

RTX vs. MGV - Dividend Comparison

RTX's dividend yield for the trailing twelve months is around 2.07%, less than MGV's 2.34% yield.


TTM20242023202220212020201920182017201620152014
RTX
Raytheon Technologies Corporation
2.07%2.14%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%
MGV
Vanguard Mega Cap Value ETF
2.34%2.31%2.48%2.45%2.17%2.47%2.69%2.65%2.34%2.53%2.59%2.26%

Drawdowns

RTX vs. MGV - Drawdown Comparison

The maximum RTX drawdown since its inception was -52.67%, smaller than the maximum MGV drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for RTX and MGV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.09%
-7.44%
RTX
MGV

Volatility

RTX vs. MGV - Volatility Comparison

Raytheon Technologies Corporation (RTX) has a higher volatility of 17.90% compared to Vanguard Mega Cap Value ETF (MGV) at 11.09%. This indicates that RTX's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.90%
11.09%
RTX
MGV