MCO vs. VRTL
MCO (Moody's Corporation) is a stock, while VRTL (GraniteShares 2x Long VRT Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, MCO returned -0.90% vs 249.81% for VRTL. At a 0.00 correlation, their price movements are largely independent.
Performance
MCO vs. VRTL - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -2.71% return, which is significantly lower than VRTL's 153.10% return.
MCO
- 1D
- -0.20%
- 1M
- 10.47%
- 6M
- -7.09%
- YTD
- -2.71%
- 1Y
- -0.90%
- 3Y*
- 12.81%
- 5Y*
- 6.67%
- 10Y*
- 18.10%
VRTL
- 1D
- -1.60%
- 1M
- -5.95%
- 6M
- 126.74%
- YTD
- 153.10%
- 1Y
- 249.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MCO vs. VRTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MCO Moody's Corporation | -2.71% | 9.51% |
VRTL GraniteShares 2x Long VRT Daily ETF | 153.10% | 110.50% |
Correlation
The correlation between MCO and VRTL is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | 0.00 |
The correlation between MCO and VRTL shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MCO vs. VRTL — Risk / Return Rank
MCO
VRTL
MCO vs. VRTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and GraniteShares 2x Long VRT Daily ETF (VRTL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MCO | VRTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 5.30 | -5.34 |
| Martin ratioReturn relative to average drawdown | -0.08 | 11.42 | -11.50 |
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Drawdowns
MCO vs. VRTL - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than VRTL's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MCO and VRTL.
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Drawdown Indicators
| MCO | VRTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -60.58% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -47.45% | +23.84% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | — | — |
Current DrawdownCurrent decline from peak | -7.90% | -41.89% | +33.99% |
Average DrawdownAverage peak-to-trough decline | -17.74% | -16.83% | -0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.61% | 21.98% | -10.37% |
Volatility
MCO vs. VRTL - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 9.15%, while GraniteShares 2x Long VRT Daily ETF (VRTL) has a volatility of 49.42%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than VRTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MCO | VRTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 49.42% | -40.27% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 95.42% | -72.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.36% | 122.96% | -95.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.57% | 127.71% | -101.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 127.71% | -99.99% |
Dividends
MCO vs. VRTL - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.80%, while VRTL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.80% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
VRTL GraniteShares 2x Long VRT Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MCO and VRTL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTL has higher volatility (49.42%) compared to MCO (9.15%). In terms of maximum drawdown, MCO dropped -78.72% vs VRTL's -60.58%.
VRTL currently has the higher Sharpe Ratio (2.05 vs -0.03), 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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