SPH vs. MGK
Compare and contrast key facts about Suburban Propane Partners, L.P. (SPH) and Vanguard Mega Cap Growth ETF (MGK).
MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
SPH vs. MGK - Performance Comparison
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SPH vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | 7.94% | 15.20% | 3.84% | 26.96% | 12.28% | 6.85% | -24.02% | 25.55% | -11.75% | -9.09% |
MGK Vanguard Mega Cap Growth ETF | -10.90% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Returns By Period
In the year-to-date period, SPH achieves a 7.94% return, which is significantly higher than MGK's -10.90% return. Over the past 10 years, SPH has underperformed MGK with an annualized return of 5.38%, while MGK has yielded a comparatively higher 16.84% annualized return.
SPH
- 1D
- -2.57%
- 1M
- -3.00%
- YTD
- 7.94%
- 6M
- 9.25%
- 1Y
- 0.27%
- 3Y*
- 16.75%
- 5Y*
- 13.77%
- 10Y*
- 5.38%
MGK
- 1D
- 3.95%
- 1M
- -4.96%
- YTD
- -10.90%
- 6M
- -8.52%
- 1Y
- 19.40%
- 3Y*
- 22.12%
- 5Y*
- 12.38%
- 10Y*
- 16.84%
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Return for Risk
SPH vs. MGK — Risk / Return Rank
SPH
MGK
SPH vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Suburban Propane Partners, L.P. (SPH) 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.
| SPH | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.84 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.16 | 1.36 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.19 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.16 | -1.22 |
Martin ratioReturn relative to average drawdown | -0.10 | 4.07 | -4.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPH | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.84 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.55 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.77 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.60 | -0.26 |
Correlation
The correlation between SPH and MGK is 0.24, 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
SPH vs. MGK - Dividend Comparison
SPH's dividend yield for the trailing twelve months is around 6.60%, more than MGK's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPH Suburban Propane Partners, L.P. | 6.60% | 7.01% | 7.56% | 7.32% | 8.56% | 8.53% | 12.11% | 10.98% | 12.45% | 13.47% | 11.81% | 14.55% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
SPH vs. MGK - Drawdown Comparison
The maximum SPH drawdown since its inception was -60.60%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for SPH and MGK.
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Drawdown Indicators
| SPH | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.60% | -47.97% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -16.85% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.01% | -36.01% | +16.00% |
Max Drawdown (10Y)Largest decline over 10 years | -56.96% | -36.01% | -20.95% |
Current DrawdownCurrent decline from peak | -5.11% | -13.57% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -7.51% | -5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.51% | 4.81% | +4.70% |
Volatility
SPH vs. MGK - Volatility Comparison
The current volatility for Suburban Propane Partners, L.P. (SPH) is 5.28%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.01%. This indicates that SPH experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPH | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 7.01% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 12.88% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.36% | 23.33% | -0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 22.64% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.16% | 21.82% | +7.34% |