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^NYATR vs. MFC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^NYATR and MFC is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

^NYATR vs. MFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Composite Total Return (^NYATR) and Manulife Financial Corporation (MFC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
7.90%
22.62%
^NYATR
MFC

Key characteristics

Sharpe Ratio

^NYATR:

1.72

MFC:

1.70

Sortino Ratio

^NYATR:

2.42

MFC:

2.48

Omega Ratio

^NYATR:

1.31

MFC:

1.31

Calmar Ratio

^NYATR:

2.87

MFC:

3.13

Martin Ratio

^NYATR:

8.28

MFC:

8.17

Ulcer Index

^NYATR:

2.21%

MFC:

4.31%

Daily Std Dev

^NYATR:

10.61%

MFC:

20.66%

Max Drawdown

^NYATR:

-37.81%

MFC:

-83.74%

Current Drawdown

^NYATR:

-0.44%

MFC:

-2.63%

Returns By Period

In the year-to-date period, ^NYATR achieves a 5.75% return, which is significantly higher than MFC's 3.61% return. Over the past 10 years, ^NYATR has underperformed MFC with an annualized return of 8.79%, while MFC has yielded a comparatively higher 11.37% annualized return.


^NYATR

YTD

5.75%

1M

1.44%

6M

7.90%

1Y

18.43%

5Y*

10.14%

10Y*

8.79%

MFC

YTD

3.61%

1M

3.18%

6M

22.62%

1Y

39.16%

5Y*

16.85%

10Y*

11.37%

*Annualized

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Risk-Adjusted Performance

^NYATR vs. MFC — Risk-Adjusted Performance Rank

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

^NYATR
The Risk-Adjusted Performance Rank of ^NYATR is 8080
Overall Rank
The Sharpe Ratio Rank of ^NYATR is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NYATR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ^NYATR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^NYATR is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^NYATR is 7777
Martin Ratio Rank

MFC
The Risk-Adjusted Performance Rank of MFC is 8989
Overall Rank
The Sharpe Ratio Rank of MFC is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MFC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of MFC is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MFC is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MFC is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^NYATR vs. MFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Composite Total Return (^NYATR) and Manulife Financial Corporation (MFC). 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 ^NYATR, currently valued at 1.72, compared to the broader market-0.500.000.501.001.502.002.501.721.70
The chart of Sortino ratio for ^NYATR, currently valued at 2.42, compared to the broader market0.001.002.003.002.422.48
The chart of Omega ratio for ^NYATR, currently valued at 1.31, compared to the broader market1.001.101.201.301.401.501.311.31
The chart of Calmar ratio for ^NYATR, currently valued at 2.87, compared to the broader market0.001.002.003.002.873.13
The chart of Martin ratio for ^NYATR, currently valued at 8.28, compared to the broader market0.005.0010.0015.0020.008.288.17
^NYATR
MFC

The current ^NYATR Sharpe Ratio is 1.72, which is comparable to the MFC Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ^NYATR and MFC, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.72
1.70
^NYATR
MFC

Drawdowns

^NYATR vs. MFC - Drawdown Comparison

The maximum ^NYATR drawdown since its inception was -37.81%, smaller than the maximum MFC drawdown of -83.74%. Use the drawdown chart below to compare losses from any high point for ^NYATR and MFC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.44%
-2.63%
^NYATR
MFC

Volatility

^NYATR vs. MFC - Volatility Comparison

The current volatility for NYSE Composite Total Return (^NYATR) is 2.47%, while Manulife Financial Corporation (MFC) has a volatility of 8.04%. This indicates that ^NYATR experiences smaller price fluctuations and is considered to be less risky than MFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
2.47%
8.04%
^NYATR
MFC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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