A fair performance comparison starts with the same dates and the same return definition. Use this stock and ETF comparison tool to compare two to twenty uploaded series on a common $10,000 starting value.
Put each series on the same starting line
Import dated observations for stocks, ETFs or benchmarks. The chart normalizes each first observation to $10,000. The results show ending value, total change, annualized change for periods of at least 365 days, and the largest peak-to-trough decline visible in the supplied observations.
Loading StockMags Research Lab…
Price change and total return answer different questions
Split-adjusted prices exclude dividends. A properly constructed total-return index incorporates reinvested distributions according to the source’s methodology. The selector labels what you supply; it does not turn raw prices into a total-return history.
Why are missing observations rejected?
Mixing dates can make one investment appear to have a better or worse starting point. This release requires complete observations for every series on the same dates. It does not fill gaps, convert currencies or estimate unavailable values. Choose a common date range and confirm the source’s adjustment method first.
Read drawdown in context
A monthly series can miss a deeper daily decline. The reported drawdown uses only the imported observations. The model also excludes additional deposits, withdrawals, trading costs and taxes. Past performance is not a future return estimate. Inspect diversification separately with the fund overlap tool.
Use these tools for education and research organization. Figures and assumptions are not independently verified. Model outputs do not predict returns or recommend a transaction. Investing involves risk, including loss of principal.
Record your thesis in the free Decision Journal · Explore StockMags Pro
