MATX vs. MTUM
MATX (Matson, Inc.) is a stock, while MTUM (iShares MSCI USA Momentum Factor ETF) is Momentum fund tracking the MSCI USA Momentum SR Variant Index. Over the past 10 years, MATX returned 21.01%/yr vs 17.19%/yr for MTUM. At a 0.42 correlation, their price movements are largely independent.
Performance
MATX vs. MTUM - Performance Comparison
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Returns By Period
In the year-to-date period, MATX achieves a 52.22% return, which is significantly higher than MTUM's 30.30% return. Over the past 10 years, MATX has outperformed MTUM with an annualized return of 21.01%, while MTUM has yielded a comparatively lower 17.19% annualized return.
MATX
- 1D
- 0.80%
- 1M
- 0.21%
- YTD
- 52.22%
- 6M
- 65.27%
- 1Y
- 68.00%
- 3Y*
- 39.43%
- 5Y*
- 26.04%
- 10Y*
- 21.01%
MTUM
- 1D
- -1.10%
- 1M
- 11.94%
- YTD
- 30.30%
- 6M
- 29.99%
- 1Y
- 40.55%
- 3Y*
- 34.34%
- 5Y*
- 14.96%
- 10Y*
- 17.19%
MATX vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MATX Matson, Inc. | 52.22% | -7.21% | 24.30% | 78.20% | -29.53% | 60.35% | 43.05% | 30.32% | 9.78% | -13.51% |
MTUM iShares MSCI USA Momentum Factor ETF | 30.30% | 22.15% | 32.89% | 9.15% | -18.27% | 13.36% | 29.86% | 27.25% | -1.67% | 37.50% |
Correlation
The correlation between MATX and MTUM is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2013 | 0.42 |
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Return for Risk
MATX vs. MTUM — Risk / Return Rank
MATX
MTUM
MATX vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matson, Inc. (MATX) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.
| MATX | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.53 | -0.69 |
| Martin ratioReturn relative to average drawdown | 8.77 | 14.10 | -5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MATX | MTUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.14 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.82 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.84 | -0.59 |
Drawdowns
MATX vs. MTUM - Drawdown Comparison
The maximum MATX drawdown since its inception was -71.40%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for MATX and MTUM.
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Drawdown Indicators
| MATX | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.40% | -34.08% | -37.32% |
Max Drawdown (1Y)Largest decline over 1 year | -24.05% | -11.54% | -12.51% |
Max Drawdown (3Y)Largest decline over 3 years | -46.90% | -20.99% | -25.91% |
Max Drawdown (5Y)Largest decline over 5 years | -53.63% | -32.28% | -21.35% |
Max Drawdown (10Y)Largest decline over 10 years | -53.63% | -34.08% | -19.55% |
Current DrawdownCurrent decline from peak | -0.71% | -1.10% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -33.33% | -6.21% | -27.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.78% | 2.89% | +4.89% |
Volatility
MATX vs. MTUM - Volatility Comparison
Matson, Inc. (MATX) has a higher volatility of 9.15% compared to iShares MSCI USA Momentum Factor ETF (MTUM) at 7.67%. This indicates that MATX's price experiences larger fluctuations and is considered to be riskier than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MATX | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 7.67% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.89% | 16.51% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.99% | 19.08% | +16.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.74% | 20.60% | +19.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.18% | 21.03% | +21.15% |
Dividends
MATX vs. MTUM - Dividend Comparison
MATX's dividend yield for the trailing twelve months is around 0.77%, more than MTUM's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MATX Matson, Inc. | 0.77% | 1.13% | 0.98% | 1.15% | 1.95% | 1.18% | 1.58% | 2.11% | 2.56% | 2.61% | 2.09% | 1.64% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.60% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
Frequently Asked Questions
MATX and MTUM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MATX has higher volatility (9.15%) compared to MTUM (7.67%). In terms of maximum drawdown, MATX dropped -71.40% vs MTUM's -34.08%.
MTUM currently has the higher Sharpe Ratio (2.14 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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