^NYATR vs. MFC

In the year-to-date period, ^NYATR achieves a 1.97% return, which is significantly higher than MFC's 1.19% return. Over the past 10 years, ^NYATR has underperformed MFC with an annualized return of 8.29%, while MFC has yielded a comparatively higher 9.93% annualized return.

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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.

The current ^NYATR Sharpe Ratio is 0.56, which is lower than the MFC Sharpe Ratio of 0.90. 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.

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.