PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MAT vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

MAT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mattel, Inc. (MAT) and undefined (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2025FebruaryMarch
24.38%
556.03%
MAT
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MAT vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) and undefined (undefined). 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 MAT, currently valued at -0.06, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.060.69
The chart of Sortino ratio for MAT, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.190.99
The chart of Omega ratio for MAT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.13
The chart of Calmar ratio for MAT, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00-0.040.93
The chart of Martin ratio for MAT, currently valued at -0.24, compared to the broader market-10.000.0010.0020.00-0.243.71
MAT
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
-0.06
0.69
MAT
VOO

Drawdowns

MAT vs. VOO - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-50.10%
-10.04%
MAT
VOO

Volatility

MAT vs. VOO - Volatility Comparison

Mattel, Inc. (MAT) has a higher volatility of 6.68% compared to undefined (VOO) at 5.12%. This indicates that MAT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2025FebruaryMarch
6.68%
5.12%
MAT
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab