WHR vs. MGV
WHR (Whirlpool Corporation) 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, WHR returned -10.85%/yr vs 12.76%/yr for MGV. Their 0.59 correlation means they have sometimes moved together and sometimes differently.
Performance
WHR vs. MGV - Performance Comparison
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Returns By Period
In the year-to-date period, WHR achieves a -43.35% return, which is significantly lower than MGV's 17.26% return. Over the past 10 years, WHR has underperformed MGV with an annualized return of -10.85%, while MGV has yielded a comparatively higher 12.76% annualized return.
WHR
- 1D
- 4.56%
- 1M
- 5.87%
- 6M
- -48.88%
- YTD
- -43.35%
- 1Y
- -49.44%
- 3Y*
- -30.35%
- 5Y*
- -25.17%
- 10Y*
- -10.85%
- ALL TIME*
- 3.87%
MGV
- 1D
- 0.42%
- 1M
- -0.09%
- 6M
- 10.64%
- YTD
- 17.26%
- 1Y
- 29.26%
- 3Y*
- 18.40%
- 5Y*
- 12.90%
- 10Y*
- 12.76%
- ALL TIME*
- 9.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $37.79M | $38.66M | $40.05M | |
| $85.82M | $91.42M | $120.69M |
WHR vs. MGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WHR Whirlpool Corporation | -43.35% | -33.03% | 0.60% | -9.09% | -37.16% | 33.26% | 26.52% | 42.83% | -34.50% | -4.89% |
MGV Vanguard Mega Cap Value ETF | 17.26% | 15.45% | 16.94% | 9.16% | -1.22% | 25.93% | 2.50% | 25.54% | -4.13% | 16.85% |
Correlation
The correlation between WHR and MGV is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.49 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.59 |
Over the past year, the correlation between WHR and MGV has dropped to 0.34 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
WHR vs. MGV — Risk / Return Rank
WHR
MGV
WHR vs. MGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Whirlpool Corporation (WHR) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WHR | MGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.95 | ||
| Sortino ratioReturn per unit of downside risk | -5.67 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.52 | -0.71 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 4.58 | -5.38 |
| Martin ratioReturn relative to average drawdown | -1.40 | 17.81 | -19.21 |
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Drawdowns
WHR vs. MGV - Drawdown Comparison
The maximum WHR drawdown since its inception was -82.49%, which is greater than MGV's maximum drawdown of -56.07%. Use the drawdown chart below to compare losses from any high point for WHR and MGV.
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Drawdown Indicators
| WHR | MGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.49% | -56.07% | -26.42% |
Max Drawdown (1Y)Largest decline over 1 year | -61.66% | -6.42% | -55.24% |
Max Drawdown (3Y)Largest decline over 3 years | -71.14% | -13.18% | -57.96% |
Max Drawdown (5Y)Largest decline over 5 years | -81.10% | -16.54% | -64.56% |
Max Drawdown (10Y)Largest decline over 10 years | -81.77% | -35.41% | -46.36% |
Current DrawdownCurrent decline from peak | -79.40% | -0.93% | -78.47% |
Average DrawdownAverage peak-to-trough decline | -23.26% | -7.73% | -15.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.31% | 1.65% | +33.66% |
Volatility
WHR vs. MGV - Volatility Comparison
Whirlpool Corporation (WHR) has a higher volatility of 14.21% compared to Vanguard Mega Cap Value ETF (MGV) at 2.77%. This indicates that WHR'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.
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Volatility by Period
| WHR | MGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.21% | 2.77% | +11.44% |
Volatility (6M)Calculated over the trailing 6-month period | 38.46% | 7.85% | +30.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.75% | 10.21% | +36.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.25% | 13.55% | +26.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.14% | 16.30% | +22.84% |
Dividends
WHR vs. MGV - Dividend Comparison
WHR's dividend yield for the trailing twelve months is around 9.60%, more than MGV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 1.86% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
WHR Whirlpool Corporation | 9.60% | 7.35% | 6.11% | 5.75% | 4.95% | 2.32% | 2.69% | 3.22% | 4.26% | 2.55% | 2.15% | 2.35% |
Frequently Asked Questions
WHR and MGV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WHR has higher volatility (14.21%) compared to MGV (2.77%). In terms of maximum drawdown, WHR dropped -82.49% vs MGV's -56.07%.
MGV currently has the higher Sharpe Ratio (2.88 vs -1.06), 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.
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