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SCOR vs. MIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, SCOR achieves a 7.69% return, which is significantly higher than MIG's -0.79% return.


SCOR

1D
-6.04%
1M
-0.71%
6M
-17.16%
YTD
7.69%
1Y
26.81%
3Y*
-23.12%
5Y*
-38.60%
10Y*
-34.91%
ALL TIME*
-19.50%

MIG

1D
-0.27%
1M
-1.68%
6M
-1.30%
YTD
-0.79%
1Y
1.46%
3Y*
5.17%
5Y*
0.24%
10Y*
ALL TIME*
0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.27K$55.30K$57.12K
$58.05K$70.75K$209.56K

SCOR vs. MIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SCOR
comScore, Inc.
7.69%11.30%-65.03%-28.02%-65.27%34.14%-1.58%
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
-0.79%7.34%3.38%8.88%-14.51%-0.02%1.44%

Correlation

The correlation between SCOR and MIG is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

0.07

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Return for Risk

SCOR vs. MIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SCOR
SCOR Risk / Return Rank: 6565
Overall Rank
SCOR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCOR Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCOR Omega Ratio Rank: 6464
Omega Ratio Rank
SCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
SCOR Martin Ratio Rank: 6464
Martin Ratio Rank

MIG
MIG Risk / Return Rank: 2323
Overall Rank
MIG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 2121
Sortino Ratio Rank
MIG Omega Ratio Rank: 2121
Omega Ratio Rank
MIG Calmar Ratio Rank: 2525
Calmar Ratio Rank
MIG Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


SCORMIGDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratioReturn relative to maximum drawdown

1.08

0.77

+0.31

Martin ratioReturn relative to average drawdown

1.87

1.84

+0.03

SCOR vs. MIG - Sharpe Ratio Comparison

The current SCOR Sharpe Ratio is 0.40, which is comparable to the MIG Sharpe Ratio of 0.51. 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.


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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 (3Y)

Largest decline over 3 years

-77.67%

-4.65%

-73.02%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

-20.98%

-73.44%

Max Drawdown (10Y)

Largest decline over 10 years

-99.33%

Current Drawdown

Current decline from peak

-99.46%

-2.40%

-97.06%

Average Drawdown

Average peak-to-trough decline

-65.88%

-6.65%

-59.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.11%

1.18%

+16.93%

Volatility

SCOR vs. MIG - Volatility Comparison

comScore, Inc. (SCOR) has a higher volatility of 18.51% compared to VanEck Moody's Analytics IG Corporate Bond ETF (MIG) at 1.22%. 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

18.51%

1.22%

+17.29%

Volatility (6M)

Calculated over the trailing 6-month period

47.68%

3.30%

+44.38%

Volatility (1Y)

Calculated over the trailing 1-year period

84.32%

4.25%

+80.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.70%

6.36%

+68.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.02%

6.17%

+65.85%

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 4.77%.


PositionTTM202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.34%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 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCOR has higher volatility (18.51%) compared to MIG (1.22%). In terms of maximum drawdown, SCOR dropped -99.64% vs MIG's -20.98%.

MIG currently has the higher Sharpe Ratio (0.51 vs 0.40), 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.

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