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MAT vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAT and VTSAX is 0.50, 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.


-0.50.00.51.00.5

Performance

MAT vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mattel, Inc. (MAT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2025FebruaryMarch
158.02%
578.20%
MAT
VTSAX

Key characteristics

Sharpe Ratio

MAT:

-0.06

VTSAX:

0.59

Sortino Ratio

MAT:

0.19

VTSAX:

0.86

Omega Ratio

MAT:

1.02

VTSAX:

1.11

Calmar Ratio

MAT:

-0.04

VTSAX:

0.77

Martin Ratio

MAT:

-0.24

VTSAX:

3.05

Ulcer Index

MAT:

9.40%

VTSAX:

2.68%

Daily Std Dev

MAT:

35.70%

VTSAX:

13.81%

Max Drawdown

MAT:

-81.65%

VTSAX:

-55.34%

Current Drawdown

MAT:

-50.10%

VTSAX:

-10.57%

Returns By Period

In the year-to-date period, MAT achieves a 10.89% return, which is significantly higher than VTSAX's -6.44% return. Over the past 10 years, MAT has underperformed VTSAX with an annualized return of -1.05%, while VTSAX has yielded a comparatively higher 11.54% annualized return.


MAT

YTD

10.89%

1M

-10.02%

6M

6.21%

1Y

-2.67%

5Y*

19.03%

10Y*

-1.05%

VTSAX

YTD

-6.44%

1M

-9.54%

6M

-0.88%

1Y

7.23%

5Y*

16.61%

10Y*

11.54%

*Annualized

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Risk-Adjusted Performance

MAT vs. VTSAX — Risk-Adjusted Performance Rank

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

MAT
The Risk-Adjusted Performance Rank of MAT is 4545
Overall Rank
The Sharpe Ratio Rank of MAT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of MAT is 4242
Sortino Ratio Rank
The Omega Ratio Rank of MAT is 4242
Omega Ratio Rank
The Calmar Ratio Rank of MAT is 4848
Calmar Ratio Rank
The Martin Ratio Rank of MAT is 4646
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6565
Overall Rank
The Sharpe Ratio Rank of VTSAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 7171
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.

MAT vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mattel, Inc. (MAT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 chart of Sharpe ratio for MAT, currently valued at -0.06, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.060.59
The chart of Sortino ratio for MAT, currently valued at 0.18, compared to the broader market-4.00-2.000.002.004.000.190.86
The chart of Omega ratio for MAT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.11
The chart of Calmar ratio for MAT, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00-0.040.77
The chart of Martin ratio for MAT, currently valued at -0.24, compared to the broader market-10.000.0010.0020.00-0.243.05
MAT
VTSAX

The current MAT Sharpe Ratio is -0.06, which is lower than the VTSAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of MAT and VTSAX, 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 Ratio0.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
-0.06
0.59
MAT
VTSAX

Dividends

MAT vs. VTSAX - Dividend Comparison

MAT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
MAT
Mattel, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.92%5.52%5.59%4.91%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.35%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

MAT vs. VTSAX - Drawdown Comparison

The maximum MAT drawdown since its inception was -81.65%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for MAT and VTSAX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-50.10%
-10.57%
MAT
VTSAX

Volatility

MAT vs. VTSAX - Volatility Comparison

Mattel, Inc. (MAT) has a higher volatility of 6.68% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.27%. This indicates that MAT's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%OctoberNovemberDecember2025FebruaryMarch
6.68%
5.27%
MAT
VTSAX