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 -7.25% vs 303.87% for VRTL. At a 0.03 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 -11.55% return, which is significantly lower than VRTL's 185.71% return.
MCO
- 1D
- 1.31%
- 1M
- 0.15%
- YTD
- -11.55%
- 6M
- -12.65%
- 1Y
- -7.25%
- 3Y*
- 10.97%
- 5Y*
- 5.21%
- 10Y*
- 18.14%
VRTL
- 1D
- -0.73%
- 1M
- -12.00%
- YTD
- 185.71%
- 6M
- 167.27%
- 1Y
- 303.87%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MCO vs. VRTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MCO Moody's Corporation | -11.55% | 9.51% |
VRTL GraniteShares 2x Long VRT Daily ETF | 185.71% | 110.50% |
Correlation
The correlation between MCO and VRTL is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | 0.03 |
The correlation between MCO and VRTL shifts across timeframes, from -0.10 (1 year) to 0.03 (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 | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.36 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 6.45 | -6.76 |
| Martin ratioReturn relative to average drawdown | -0.64 | 15.04 | -15.68 |
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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 | -16.27% | -34.40% | +18.13% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -15.99% | -1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 20.32% | -9.02% |
Volatility
MCO vs. VRTL - Volatility Comparison
The current volatility for Moody's Corporation (MCO) is 7.01%, while GraniteShares 2x Long VRT Daily ETF (VRTL) has a volatility of 43.67%. 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 | 7.01% | 43.67% | -36.66% |
Volatility (6M)Calculated over the trailing 6-month period | 22.35% | 92.00% | -69.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.68% | 119.79% | -93.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.36% | 126.68% | -100.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.74% | 126.68% | -98.94% |
Dividends
MCO vs. VRTL - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.88%, 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 | 0.88% | 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 -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTL has higher volatility (43.67%) compared to MCO (7.01%). In terms of maximum drawdown, MCO dropped -78.72% vs VRTL's -60.58%.
VRTL currently has the higher Sharpe Ratio (2.56 vs -0.27), 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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