SWVL vs. MGK
Compare and contrast key facts about Swvl Holdings Corp (SWVL) 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: SWVL or MGK.
Key characteristics
| SWVL | MGK | |
|---|---|---|
| YTD Return | 125.81% | 31.38% |
| 1Y Return | 297.89% | 43.56% |
| Sharpe Ratio | 1.75 | 2.44 |
| Sortino Ratio | 2.72 | 3.15 |
| Omega Ratio | 1.38 | 1.44 |
| Calmar Ratio | 2.99 | 3.13 |
| Martin Ratio | 6.03 | 11.91 |
| Ulcer Index | 49.42% | 3.56% |
| Daily Std Dev | 170.04% | 17.37% |
| Max Drawdown | -99.72% | -48.36% |
| Current Drawdown | -98.50% | 0.00% |
Correlation
The correlation between SWVL and MGK is 0.16, 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.
Performance
SWVL vs. MGK - Performance Comparison
In the year-to-date period, SWVL achieves a 125.81% return, which is significantly higher than MGK's 31.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWVL vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swvl Holdings Corp (SWVL) 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
SWVL vs. MGK - Dividend Comparison
SWVL has not paid dividends to shareholders, while MGK's dividend yield for the trailing twelve months is around 0.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWVL Swvl Holdings Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
SWVL vs. MGK - Drawdown Comparison
The maximum SWVL drawdown since its inception was -99.72%, which is greater than MGK's maximum drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for SWVL and MGK. For additional features, visit the drawdowns tool.
Volatility
SWVL vs. MGK - Volatility Comparison
Swvl Holdings Corp (SWVL) has a higher volatility of 17.84% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.27%. This indicates that SWVL'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.