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MP vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MP vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MP Materials Corp. (MP) and iShares Core High Dividend ETF (HDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MP achieves a -10.02% return, which is significantly lower than HDV's 18.49% return.


MP

1D
-8.09%
1M
-20.32%
6M
-31.84%
YTD
-10.02%
1Y
-22.36%
3Y*
22.29%
5Y*
6.56%
10Y*

HDV

1D
2.57%
1M
3.57%
6M
13.53%
YTD
18.49%
1Y
23.14%
3Y*
16.44%
5Y*
11.92%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MP vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MP
MP Materials Corp.
-10.02%223.85%-21.41%-18.25%-46.54%41.19%224.95%
HDV
iShares Core High Dividend ETF
18.49%11.90%14.16%1.72%7.05%19.45%8.86%

Correlation

The correlation between MP and HDV 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 (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2020

0.23

The correlation between MP and HDV shifts across timeframes, from -0.10 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MP vs. HDV — Risk / Return Rank

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

MP
MP Risk / Return Rank: 3232
Overall Rank
MP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MP Sortino Ratio Rank: 3434
Sortino Ratio Rank
MP Omega Ratio Rank: 3333
Omega Ratio Rank
MP Calmar Ratio Rank: 3030
Calmar Ratio Rank
MP Martin Ratio Rank: 3232
Martin Ratio Rank

HDV
HDV Risk / Return Rank: 8585
Overall Rank
HDV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
HDV Omega Ratio Rank: 8181
Omega Ratio Rank
HDV Calmar Ratio Rank: 9191
Calmar Ratio Rank
HDV Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MP vs. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MP Materials Corp. (MP) and iShares Core High Dividend ETF (HDV). 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.


MPHDVDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.42

4.49

-4.90

Martin ratioReturn relative to average drawdown

-0.65

12.27

-12.91

MP vs. HDV - Sharpe Ratio Comparison

The current MP Sharpe Ratio is -0.30, which is lower than the HDV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of MP and HDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MP vs. HDV - Drawdown Comparison

The maximum MP drawdown since its inception was -81.99%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for MP and HDV.


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Drawdown Indicators


MPHDVDifference

Max Drawdown

Largest peak-to-trough decline

-81.99%

-37.04%

-44.95%

Max Drawdown (1Y)

Largest decline over 1 year

-53.92%

-5.18%

-48.74%

Max Drawdown (3Y)

Largest decline over 3 years

-57.53%

-10.49%

-47.04%

Max Drawdown (5Y)

Largest decline over 5 years

-81.99%

-15.42%

-66.57%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

Current Drawdown

Current decline from peak

-53.92%

0.00%

-53.92%

Average Drawdown

Average peak-to-trough decline

-42.63%

-3.07%

-39.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.68%

1.89%

+32.79%

Volatility

MP vs. HDV - Volatility Comparison

MP Materials Corp. (MP) has a higher volatility of 15.90% compared to iShares Core High Dividend ETF (HDV) at 5.12%. This indicates that MP's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MPHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.90%

5.12%

+10.78%

Volatility (6M)

Calculated over the trailing 6-month period

51.39%

8.63%

+42.76%

Volatility (1Y)

Calculated over the trailing 1-year period

73.83%

10.72%

+63.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.74%

12.95%

+56.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.44%

15.77%

+56.67%

Dividends

MP vs. HDV - Dividend Comparison

MP has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 3.11%.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
3.11%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
MP
MP Materials Corp.
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


MP and HDV 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.

MP has higher volatility (15.90%) compared to HDV (5.12%). In terms of maximum drawdown, MP dropped -81.99% vs HDV's -37.04%.

HDV currently has the higher Sharpe Ratio (2.17 vs -0.30), 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.

Portfolio Optimizer

Find the right allocation for MP and HDV

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