TSN vs. MGV

Last updated Jun 4, 2026

TSN (Tyson Foods, Inc.) is a stock, while MGV (Vanguard Mega Cap Value ETF) is Large Cap Value Equities fund tracking the CRSP US Mega Cap Value Index. Over the past 10 years, TSN returned 1.52%/yr vs 12.82%/yr for MGV. At a 0.46 correlation, their price movements are largely independent.

Performance

TSN vs. MGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tyson Foods, Inc. (TSN) and Vanguard Mega Cap Value ETF (MGV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSN achieves a -1.00% return, which is significantly lower than MGV's 13.14% return. Over the past 10 years, TSN has underperformed MGV with an annualized return of 1.52%, while MGV has yielded a comparatively higher 12.82% annualized return.

TSN

• 1D: -4.20%
• 1M: -16.26%
• YTD: -1.00%
• 6M: 2.21%
• 1Y: 5.89%
• 3Y*: 7.25%
• 5Y*: -3.24%
• 10Y*: 1.52%

MGV

• 1D: 0.08%
• 1M: 5.09%
• YTD: 13.14%
• 6M: 13.88%
• 1Y: 26.98%
• 3Y*: 18.87%
• 5Y*: 11.92%
• 10Y*: 12.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSN vs. MGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSN Tyson Foods, Inc.	-1.00%	5.68%	10.47%	-10.44%	-26.90%	38.47%	-27.35%	73.91%	-32.82%	33.27%
MGV Vanguard Mega Cap Value ETF	13.14%	15.45%	16.94%	9.16%	-1.22%	25.93%	2.50%	25.54%	-4.13%	16.85%

Correlation

The correlation between TSN and MGV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007	0.46

The correlation between TSN and MGV shifts across timeframes, from 0.30 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TSN vs. MGV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSN

TSN Risk / Return Rank: 47
TSN Sharpe Ratio Rank: 50
TSN Sortino Ratio Rank: 43
TSN Omega Ratio Rank: 41
TSN Calmar Ratio Rank: 49
TSN Martin Ratio Rank: 54

MGV

MGV Risk / Return Rank: 82
MGV Sharpe Ratio Rank: 83
MGV Sortino Ratio Rank: 85
MGV Omega Ratio Rank: 81
MGV Calmar Ratio Rank: 80
MGV Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSN vs. MGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tyson Foods, Inc. (TSN) and Vanguard Mega Cap Value ETF (MGV). 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.

	TSN	MGV	Difference
Sharpe ratio: Return per unit of total volatility	0.25	2.76	-2.51
Sortino ratio: Return per unit of downside risk	0.54	3.93	-3.39
Omega ratio: Gain probability vs. loss probability	1.06	1.50	-0.43
Calmar ratio: Return relative to maximum drawdown	0.36	4.22	-3.86
Martin ratio: Return relative to average drawdown	1.21	16.07	-14.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSN vs. MGV - Sharpe Ratio Comparison

The current TSN Sharpe Ratio is 0.25, which is lower than the MGV Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of TSN and MGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSN	MGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	2.76	-2.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	0.88	-1.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.79	-0.73
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.48	-0.29

Drawdowns

TSN vs. MGV - Drawdown Comparison

The maximum TSN drawdown since its inception was -81.50%, which is greater than MGV's maximum drawdown of -55.87%. Use the drawdown chart below to compare losses from any high point for TSN and MGV.

Drawdown Indicators

	TSN	MGV	Difference
Max Drawdown Largest peak-to-trough decline	-81.50%	-55.87%	-25.63%
Max Drawdown (1Y) Largest decline over 1 year	-16.26%	-6.42%	-9.84%
Max Drawdown (3Y) Largest decline over 3 years	-20.34%	-13.18%	-7.16%
Max Drawdown (5Y) Largest decline over 5 years	-52.11%	-16.54%	-35.57%
Max Drawdown (10Y) Largest decline over 10 years	-52.45%	-35.41%	-17.04%
Current Drawdown Current decline from peak	-33.44%	0.00%	-33.44%
Average Drawdown Average peak-to-trough decline	-23.76%	-7.70%	-16.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.87%	1.68%	+3.19%

Volatility

TSN vs. MGV - Volatility Comparison

Tyson Foods, Inc. (TSN) has a higher volatility of 8.16% compared to Vanguard Mega Cap Value ETF (MGV) at 2.46%. This indicates that TSN's price experiences larger fluctuations and is considered to be riskier than MGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSN	MGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	2.46%	+5.70%
Volatility (6M) Calculated over the trailing 6-month period	18.77%	7.46%	+11.31%
Volatility (1Y) Calculated over the trailing 1-year period	24.14%	9.83%	+14.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.78%	13.56%	+11.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.00%	16.33%	+11.67%

Dividends

TSN vs. MGV - Dividend Comparison

TSN's dividend yield for the trailing twelve months is around 3.56%, more than MGV's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGV Vanguard Mega Cap Value ETF	1.88%	2.04%	2.31%	2.48%	2.45%	2.17%	2.47%	2.69%	2.65%	2.34%	2.53%	2.59%
TSN Tyson Foods, Inc.	3.56%	3.43%	3.43%	3.59%	2.99%	2.06%	2.65%	1.70%	2.39%	1.11%	1.09%	0.84%

Frequently Asked Questions

Can I hold both TSN and MGV in my portfolio?

TSN and MGV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSN or MGV?

TSN has higher volatility (8.16%) compared to MGV (2.46%). In terms of maximum drawdown, TSN dropped -81.50% vs MGV's -55.87%.

Which has better risk-adjusted returns?

MGV currently has the higher Sharpe Ratio (2.76 vs 0.25), 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.