RUN vs. MGK
Compare and contrast key facts about Sunrun Inc. (RUN) and Vanguard Mega Cap Growth ETF (MGK).
MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUN or MGK.
Performance
RUN vs. MGK - Performance Comparison
Returns By Period
In the year-to-date period, RUN achieves a -49.62% return, which is significantly lower than MGK's 28.82% return.
RUN
-49.62%
-35.78%
-16.82%
-11.62%
-7.64%
N/A
MGK
28.82%
1.67%
14.70%
35.19%
19.71%
16.29%
Key characteristics
| RUN | MGK | |
|---|---|---|
| Sharpe Ratio | -0.16 | 2.02 |
| Sortino Ratio | 0.41 | 2.65 |
| Omega Ratio | 1.05 | 1.37 |
| Calmar Ratio | -0.16 | 2.58 |
| Martin Ratio | -0.48 | 9.79 |
| Ulcer Index | 30.70% | 3.57% |
| Daily Std Dev | 90.30% | 17.35% |
| Max Drawdown | -90.84% | -48.36% |
| Current Drawdown | -89.75% | -2.15% |
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Correlation
The correlation between RUN and MGK is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
RUN vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and Vanguard Mega Cap Growth ETF (MGK). 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.
Dividends
RUN vs. MGK - Dividend Comparison
RUN has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUN Sunrun Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
RUN vs. MGK - Drawdown Comparison
The maximum RUN drawdown since its inception was -90.84%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for RUN and MGK. For additional features, visit the drawdowns tool.
Volatility
RUN vs. MGK - Volatility Comparison
Sunrun Inc. (RUN) has a higher volatility of 41.96% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.64%. This indicates that RUN's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.