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MMAT vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MMAT and VT is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MMAT vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meta Materials Inc. (MMAT) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
8.41%
MMAT
VT

Key characteristics

Returns By Period


MMAT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VT

YTD

5.12%

1M

4.32%

6M

8.41%

1Y

18.59%

5Y*

10.56%

10Y*

9.53%

*Annualized

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Risk-Adjusted Performance

MMAT vs. VT — Risk-Adjusted Performance Rank

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

MMAT
The Risk-Adjusted Performance Rank of MMAT is 1616
Overall Rank
The Sharpe Ratio Rank of MMAT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of MMAT is 2020
Sortino Ratio Rank
The Omega Ratio Rank of MMAT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MMAT is 00
Calmar Ratio Rank
The Martin Ratio Rank of MMAT is 1010
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7171
Overall Rank
The Sharpe Ratio Rank of VT is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7575
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.

MMAT vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Materials Inc. (MMAT) and Vanguard Total World Stock ETF (VT). 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 MMAT, currently valued at -0.28, compared to the broader market-2.000.002.004.00-0.281.75
The chart of Sortino ratio for MMAT, currently valued at -0.30, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.302.37
The chart of Omega ratio for MMAT, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.32
The chart of Calmar ratio for MMAT, currently valued at -1.00, compared to the broader market0.002.004.006.00-1.002.58
The chart of Martin ratio for MMAT, currently valued at -1.36, compared to the broader market-10.000.0010.0020.0030.00-1.3610.24
MMAT
VT


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.28
1.75
MMAT
VT

Dividends

MMAT vs. VT - Dividend Comparison

MMAT has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.86%.


TTM20242023202220212020201920182017201620152014
MMAT
Meta Materials Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.86%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

MMAT vs. VT - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
0
MMAT
VT

Volatility

MMAT vs. VT - Volatility Comparison

The current volatility for Meta Materials Inc. (MMAT) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.05%. This indicates that MMAT experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%SeptemberOctoberNovemberDecember2025February0
3.05%
MMAT
VT
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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.

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