WMB vs. MGK
WMB (The Williams Companies, Inc.) is a stock, while MGK (Vanguard Mega Cap Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Mega Cap Growth Index. Over the past 10 years, WMB returned 19.28%/yr vs 18.85%/yr for MGK. At a 0.43 correlation, their price movements are largely independent.
Performance
WMB vs. MGK - Performance Comparison
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Returns By Period
In the year-to-date period, WMB achieves a 21.67% return, which is significantly higher than MGK's 5.33% return. Both investments have delivered pretty close results over the past 10 years, with WMB having a 19.28% annualized return and MGK not far behind at 18.85%.
WMB
- 1D
- 1.39%
- 1M
- -6.57%
- YTD
- 21.67%
- 6M
- 22.42%
- 1Y
- 24.40%
- 3Y*
- 38.58%
- 5Y*
- 26.67%
- 10Y*
- 19.28%
MGK
- 1D
- 0.22%
- 1M
- -1.87%
- YTD
- 5.33%
- 6M
- 6.21%
- 1Y
- 24.77%
- 3Y*
- 24.17%
- 5Y*
- 14.87%
- 10Y*
- 18.85%
WMB vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMB The Williams Companies, Inc. | 21.67% | 14.91% | 62.35% | 11.86% | 32.83% | 38.36% | -8.20% | 14.18% | -23.88% | 2.02% |
MGK Vanguard Mega Cap Growth ETF | 5.33% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Correlation
The correlation between WMB and MGK is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2007 | 0.43 |
The correlation between WMB and MGK shifts across timeframes, from -0.08 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMB vs. MGK — Risk / Return Rank
WMB
MGK
WMB vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.
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.
| WMB | MGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.37 | +0.64 |
| Martin ratioReturn relative to average drawdown | 4.27 | 4.65 | -0.38 |
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Drawdowns
WMB vs. MGK - Drawdown Comparison
The maximum WMB drawdown since its inception was -98.03%, which is greater than MGK's maximum drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for WMB and MGK.
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Drawdown Indicators
| WMB | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.03% | -48.43% | -49.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.36% | -16.85% | +4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -12.36% | -23.36% | +11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.01% | -36.01% | +13.00% |
Max Drawdown (10Y)Largest decline over 10 years | -68.08% | -36.01% | -32.07% |
Current DrawdownCurrent decline from peak | -8.55% | -5.63% | -2.92% |
Average DrawdownAverage peak-to-trough decline | -27.07% | -7.58% | -19.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 4.97% | +0.85% |
Volatility
WMB vs. MGK - Volatility Comparison
The Williams Companies, Inc. (WMB) has a higher volatility of 7.36% compared to Vanguard Mega Cap Growth ETF (MGK) at 5.96%. This indicates that WMB'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.
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Volatility by Period
| WMB | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 5.96% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 13.29% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 16.87% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 22.72% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.95% | 21.93% | +9.02% |
Dividends
WMB vs. MGK - Dividend Comparison
WMB's dividend yield for the trailing twelve months is around 3.54%, more than MGK's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
WMB The Williams Companies, Inc. | 2.84% | 3.33% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% |
Frequently Asked Questions
WMB and MGK have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMB has higher volatility (7.36%) compared to MGK (5.96%). In terms of maximum drawdown, WMB dropped -98.03% vs MGK's -48.43%.
MGK currently has the higher Sharpe Ratio (1.37 vs 1.08), 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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