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MTR Corp Ltd ADR (MTCPY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US5537684095
Industry
Railroads
IPO Date
Oct 5, 2000

Highlights

Market Cap
$25.29B
Enterprise Value
$103.52B
EPS (TTM)
$14.36
PE Ratio
0.85
PEG Ratio
0.04
Total Revenue (TTM)
$115.42B
Gross Profit (TTM)
$24.31B
EBITDA (TTM)
$38.24B
Year Range
$9.25 - $14.41
ROA (TTM)
7.47%
ROE (TTM)
15.50%

Share Price Chart


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MTR Corp Ltd ADR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MTR Corp Ltd ADR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

MTR Corp Ltd ADR (MTCPY) has returned 5.63% so far this year and 30.56% over the past 12 months.


MTR Corp Ltd ADR

1D
0.00%
1M
-14.15%
YTD
5.63%
6M
20.69%
1Y
30.56%
3Y*
-4.75%
5Y*
-2.76%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2017, MTCPY's average daily return is +0.02%, while the average monthly return is +0.24%. At this rate, your investment would double in approximately 24.1 years.

Historically, 47% of months were positive and 53% were negative. The best month was Feb 2026 with a return of +37.7%, while the worst month was Mar 2026 at -14.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MTCPY closed higher 16% of trading days. The best single day was Feb 24, 2026 with a return of +39.8%, while the worst single day was Mar 31, 2025 at -14.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-10.66%37.73%-14.15%5.63%
2025-7.94%0.61%-0.61%2.55%7.72%1.96%4.49%-6.06%-2.16%-0.89%13.94%1.18%13.79%
2024-13.32%0.91%3.06%-9.78%11.95%-6.95%4.00%5.30%3.32%7.29%-10.23%4.36%-3.65%
20234.93%-0.59%0.00%-11.17%7.48%-8.20%-2.83%-4.34%-5.42%0.00%-10.63%8.33%-22.18%
20221.96%-0.12%-6.21%4.90%7.89%-7.23%1.46%-2.67%-9.81%-2.89%5.99%9.69%0.84%
20213.10%-1.73%0.00%-0.96%2.29%-0.99%4.98%0.44%0.00%-8.52%3.81%-4.76%-3.09%

Benchmark Metrics

MTR Corp Ltd ADR has an annualized alpha of 4.22%, beta of 0.09, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 12, 2017.

  • This stock participated in 6.30% of S&P 500 Index downside but only 2.22% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.22%
Beta
0.09
0.00
Upside Capture
2.22%
Downside Capture
6.30%

Return for Risk

Risk / Return Rank

MTCPY ranks 69 for risk / return — better than 69% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MTCPY Risk / Return Rank: 6969
Overall Rank
MTCPY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
MTCPY Sortino Ratio Rank: 7272
Sortino Ratio Rank
MTCPY Omega Ratio Rank: 9595
Omega Ratio Rank
MTCPY Calmar Ratio Rank: 5858
Calmar Ratio Rank
MTCPY Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for MTR Corp Ltd ADR (MTCPY) and compare them to a chosen benchmark (S&P 500 Index).


MTCPYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.90

-0.28

Sortino ratio

Return per unit of downside risk

1.72

1.39

+0.33

Omega ratio

Gain probability vs. loss probability

1.51

1.21

+0.30

Calmar ratio

Return relative to maximum drawdown

0.72

1.40

-0.68

Martin ratio

Return relative to average drawdown

1.60

6.61

-5.01

Explore MTCPY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

MTR Corp Ltd ADR provided a 4.13% dividend yield over the last twelve months, with an annual payout of $0.50 per share. The company has been increasing its dividends for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.50$0.50$0.50$0.50$0.55$0.47$0.43$0.09$0.39$1.26

Dividend yield

4.13%4.37%4.72%4.33%3.58%3.00%2.54%0.47%2.44%7.07%

Monthly Dividends

The table displays the monthly dividend distributions for MTR Corp Ltd ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.50
2024$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.50
2023$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.50
2022$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.55
2021$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.47

Dividend Yield & Payout


Dividend Yield

MTR Corp Ltd ADR has a dividend yield of 4.13%, which is quite average when compared to the overall market.

Payout Ratio

MTR Corp Ltd ADR has a payout ratio of 70.75%, which is quite average when compared to the overall market. This suggests that MTR Corp Ltd ADR strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MTR Corp Ltd ADR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MTR Corp Ltd ADR was 50.90%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current MTR Corp Ltd ADR drawdown is 29.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.9%Jul 17, 20191161Apr 16, 2024
-23.12%Sep 20, 2017148Nov 1, 201848Apr 12, 2019196
-8.48%Apr 15, 201914May 13, 20199Jun 19, 201923
-3.82%Jul 2, 20192Jul 8, 20196Jul 16, 20198
-3.12%Aug 14, 20171Aug 14, 20172Aug 16, 20173

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of MTR Corp Ltd ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how MTR Corp Ltd ADR is priced in the market compared to other companies in the Railroads industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for MTCPY, comparing it with other companies in the Railroads industry. Currently, MTCPY has a P/E ratio of 0.8. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for MTCPY compared to other companies in the Railroads industry. MTCPY currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for MTCPY relative to other companies in the Railroads industry. Currently, MTCPY has a P/S ratio of 0.2. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for MTCPY in comparison with other companies in the Railroads industry. Currently, MTCPY has a P/B value of 0.1. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items