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SCOR vs. MIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCOR vs. MIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in comScore, Inc. (SCOR) and VanEck Moody's Analytics IG Corporate Bond ETF (MIG). The values are adjusted to include any dividend payments, if applicable.

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SCOR vs. MIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SCOR
comScore, Inc.
6.77%11.30%-65.03%-28.02%-65.27%34.14%-2.35%
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
-0.30%7.34%3.38%8.88%-14.51%-0.02%1.26%

Returns By Period

In the year-to-date period, SCOR achieves a 6.77% return, which is significantly higher than MIG's -0.30% return.


SCOR

1D
-2.12%
1M
1.91%
YTD
6.77%
6M
-20.50%
1Y
1.02%
3Y*
-34.41%
5Y*
-37.68%
10Y*
-36.10%

MIG

1D
0.56%
1M
-1.92%
YTD
-0.30%
6M
0.21%
1Y
4.81%
3Y*
5.20%
5Y*
1.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SCOR vs. MIG — Risk / Return Rank

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

SCOR
SCOR Risk / Return Rank: 4444
Overall Rank
SCOR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCOR Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCOR Omega Ratio Rank: 4545
Omega Ratio Rank
SCOR Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCOR Martin Ratio Rank: 4343
Martin Ratio Rank

MIG
MIG Risk / Return Rank: 5353
Overall Rank
MIG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 4848
Sortino Ratio Rank
MIG Omega Ratio Rank: 4646
Omega Ratio Rank
MIG Calmar Ratio Rank: 6868
Calmar Ratio Rank
MIG Martin Ratio Rank: 5252
Martin Ratio Rank
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.

SCOR vs. MIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for comScore, Inc. (SCOR) and VanEck Moody's Analytics IG Corporate Bond ETF (MIG). 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.


SCORMIGDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.95

-0.94

Sortino ratio

Return per unit of downside risk

0.73

1.32

-0.60

Omega ratio

Gain probability vs. loss probability

1.08

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.13

1.77

-1.64

Martin ratio

Return relative to average drawdown

0.20

5.18

-4.98

SCOR vs. MIG - Sharpe Ratio Comparison

The current SCOR Sharpe Ratio is 0.01, which is lower than the MIG Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of SCOR and MIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCORMIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.95

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

0.18

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.31

0.13

-0.44

Correlation

The correlation between SCOR and MIG is 0.06, 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.


Dividends

SCOR vs. MIG - Dividend Comparison

SCOR has not paid dividends to shareholders, while MIG's dividend yield for the trailing twelve months is around 4.79%.


TTM202520242023202220212020
SCOR
comScore, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.33%4.81%4.68%4.38%3.06%2.15%0.18%

Drawdowns

SCOR vs. MIG - Drawdown Comparison

The maximum SCOR drawdown since its inception was -99.64%, which is greater than MIG's maximum drawdown of -20.98%. Use the drawdown chart below to compare losses from any high point for SCOR and MIG.


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Drawdown Indicators


SCORMIGDifference

Max Drawdown

Largest peak-to-trough decline

-99.64%

-20.98%

-78.66%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-2.83%

-28.79%

Max Drawdown (5Y)

Largest decline over 5 years

-95.45%

-20.98%

-74.47%

Max Drawdown (10Y)

Largest decline over 10 years

-99.33%

Current Drawdown

Current decline from peak

-99.46%

-1.92%

-97.54%

Average Drawdown

Average peak-to-trough decline

-65.30%

-6.99%

-58.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.59%

0.97%

+19.62%

Volatility

SCOR vs. MIG - Volatility Comparison

comScore, Inc. (SCOR) has a higher volatility of 15.31% compared to VanEck Moody's Analytics IG Corporate Bond ETF (MIG) at 2.03%. This indicates that SCOR's price experiences larger fluctuations and is considered to be riskier than MIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCORMIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.31%

2.03%

+13.28%

Volatility (6M)

Calculated over the trailing 6-month period

41.07%

2.99%

+38.08%

Volatility (1Y)

Calculated over the trailing 1-year period

82.88%

5.08%

+77.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.65%

6.34%

+67.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.45%

6.27%

+65.18%