PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SCOR vs. MIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCOR vs. MIG

Last updated Jun 4, 2026

SCOR (comScore, Inc.) is a stock, while MIG (VanEck Moody's Analytics IG Corporate Bond ETF) is Corporate Bonds fund tracking the MVIS Moody's Analytics US Investment Grade Corporate Bond Index (TR Gross) (MVCI). Over the past 5 years, SCOR returned -39.14%/yr vs 0.97%/yr for MIG. At a 0.07 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, SCOR achieves a 22.00% return, which is significantly higher than MIG's 0.39% return.

SCOR

1D
-2.46%
1M
8.04%
YTD
22.00%
6M
12.01%
1Y
53.98%
3Y*
-23.34%
5Y*
-39.14%
10Y*
-35.64%

MIG

1D
-0.19%
1M
0.41%
YTD
0.39%
6M
-0.01%
1Y
5.37%
3Y*
5.64%
5Y*
0.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCOR vs. MIG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SCOR
comScore, Inc.		22.00%11.30%-65.03%-28.02%-65.27%34.14%-2.35%
MIG
VanEck Moody's Analytics IG Corporate Bond ETF		0.39%7.34%3.38%8.88%-14.51%-0.02%1.26%

Correlation

The correlation between SCOR and MIG is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

comScore, Inc.

VanEck Moody's Analytics IG Corporate Bond ETF

Often compared with MIG:
MIG vs. IGEBMIG vs. CLOIMIG vs. SGOVMIG vs. GABFMIG vs. SPIBMIG vs. BSCQMIG vs. IBDS

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: 6868
Overall Rank
SCOR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SCOR Sortino Ratio Rank: 7171
Sortino Ratio Rank
SCOR Omega Ratio Rank: 6666
Omega Ratio Rank
SCOR Calmar Ratio Rank: 7272
Calmar Ratio Rank
SCOR Martin Ratio Rank: 6868
Martin Ratio Rank
MIG
MIG Risk / Return Rank: 3636
Overall Rank
MIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 3535
Sortino Ratio Rank
MIG Omega Ratio Rank: 3434
Omega Ratio Rank
MIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
MIG Martin Ratio Rank: 3535
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 ratioReturn per unit of total volatility
0.65
1.27

-0.62

Sortino ratioReturn per unit of downside risk
1.76
1.84

-0.08

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.72

1.90

-0.19

Martin ratioReturn relative to average drawdown

3.25

5.24

-1.99

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCOR vs. MIG - Sharpe Ratio Comparison

The current SCOR Sharpe Ratio is 0.65, which is lower than the MIG Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SCOR and MIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

SCORMIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.27

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.15

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.50

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.14

-0.44

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.

Loading charts...

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 (3Y)

Largest decline over 3 years

-77.67%

-5.61%

-72.06%

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

-99.39%

-1.24%

-98.15%

Average Drawdown

Average peak-to-trough decline

-65.61%

-6.81%

-58.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.68%

1.03%

+15.65%

Volatility

SCOR vs. MIG - Volatility Comparison

comScore, Inc. (SCOR) has a higher volatility of 19.57% compared to VanEck Moody's Analytics IG Corporate Bond ETF (MIG) at 1.47%. 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.

Loading charts...

Volatility by Period

SCORMIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.57%

1.47%

+18.10%

Volatility (6M)

Calculated over the trailing 6-month period

44.49%

3.13%

+41.36%

Volatility (1Y)

Calculated over the trailing 1-year period

83.63%

4.26%

+79.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.43%

6.35%

+68.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

6.22%

+65.73%

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 4.78%.

PositionTTM202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF		4.78%4.81%4.68%4.38%3.06%2.15%0.18%
SCOR
comScore, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SCOR and MIG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCOR has higher volatility (19.57%) compared to MIG (1.47%). In terms of maximum drawdown, SCOR dropped -99.64% vs MIG's -20.98%.

MIG currently has the higher Sharpe Ratio (1.27 vs 0.65), 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.

Portfolio Optimizer

Find the right allocation for SCOR and MIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer