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SWVL vs. MGK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SWVL vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Swvl Holdings Corp (SWVL) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-33.33%
14.44%
SWVL
MGK

Returns By Period

In the year-to-date period, SWVL achieves a 298.45% return, which is significantly higher than MGK's 29.84% return.


SWVL

YTD

298.45%

1M

73.25%

6M

-33.23%

1Y

641.11%

5Y (annualized)

N/A

10Y (annualized)

N/A

MGK

YTD

29.84%

1M

2.48%

6M

14.43%

1Y

34.64%

5Y (annualized)

20.09%

10Y (annualized)

16.31%

Key characteristics


SWVLMGK
Sharpe Ratio3.752.09
Sortino Ratio3.382.73
Omega Ratio1.481.38
Calmar Ratio6.522.68
Martin Ratio12.7610.16
Ulcer Index50.89%3.57%
Daily Std Dev173.10%17.34%
Max Drawdown-99.72%-48.36%
Current Drawdown-97.36%-1.37%

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Correlation

-0.50.00.51.00.2

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.

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.


Sharpe ratio
The chart of Sharpe ratio for SWVL, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.003.752.09
The chart of Sortino ratio for SWVL, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.382.73
The chart of Omega ratio for SWVL, currently valued at 1.48, compared to the broader market0.501.001.502.001.481.38
The chart of Calmar ratio for SWVL, currently valued at 6.52, compared to the broader market0.002.004.006.006.522.68
The chart of Martin ratio for SWVL, currently valued at 12.76, compared to the broader market-10.000.0010.0020.0030.0012.7610.16
SWVL
MGK

The current SWVL Sharpe Ratio is 3.75, which is higher than the MGK Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SWVL and MGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
3.75
2.09
SWVL
MGK

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%.


TTM20232022202120202019201820172016201520142013
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-97.36%
-1.37%
SWVL
MGK

Volatility

SWVL vs. MGK - Volatility Comparison

Swvl Holdings Corp (SWVL) has a higher volatility of 32.85% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.68%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JuneJulyAugustSeptemberOctoberNovember
32.85%
5.68%
SWVL
MGK