SHG vs. MGK
Compare and contrast key facts about Shinhan Financial Group Co., Ltd. (SHG) 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: SHG or MGK.
Performance
SHG vs. MGK - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SHG having a 29.81% return and MGK slightly lower at 28.55%. Over the past 10 years, SHG has underperformed MGK with an annualized return of 2.78%, while MGK has yielded a comparatively higher 16.20% annualized return.
SHG
29.81%
-8.02%
6.96%
43.10%
6.04%
2.78%
MGK
28.55%
1.46%
13.71%
34.90%
19.76%
16.20%
Key characteristics
| SHG | MGK | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.00 |
| Sortino Ratio | 1.93 | 2.63 |
| Omega Ratio | 1.24 | 1.36 |
| Calmar Ratio | 1.41 | 2.55 |
| Martin Ratio | 5.41 | 9.71 |
| Ulcer Index | 8.03% | 3.57% |
| Daily Std Dev | 35.02% | 17.35% |
| Max Drawdown | -81.41% | -48.36% |
| Current Drawdown | -16.47% | -2.35% |
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Correlation
The correlation between SHG and MGK is 0.44, 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.
Risk-Adjusted Performance
SHG vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shinhan Financial Group Co., Ltd. (SHG) 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
SHG vs. MGK - Dividend Comparison
SHG's dividend yield for the trailing twelve months is around 4.11%, more than MGK's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHG Shinhan Financial Group Co., Ltd. | 4.11% | 3.87% | 5.54% | 5.23% | 4.47% | 3.96% | 3.91% | 2.91% | 3.35% | 3.10% | 2.14% | 1.37% |
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
SHG vs. MGK - Drawdown Comparison
The maximum SHG drawdown since its inception was -81.41%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for SHG and MGK. For additional features, visit the drawdowns tool.
Volatility
SHG vs. MGK - Volatility Comparison
Shinhan Financial Group Co., Ltd. (SHG) has a higher volatility of 9.62% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.62%. This indicates that SHG'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.