PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MP vs. X
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MP and X is 0.33, 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.


-0.50.00.51.00.3

Performance

MP vs. X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MP Materials Corp. (MP) and United States Steel Corporation (X). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
18.27%
-16.55%
MP
X

Key characteristics

Sharpe Ratio

MP:

-0.21

X:

-0.87

Sortino Ratio

MP:

0.09

X:

-1.07

Omega Ratio

MP:

1.01

X:

0.84

Calmar Ratio

MP:

-0.15

X:

-0.44

Martin Ratio

MP:

-0.47

X:

-1.82

Ulcer Index

MP:

25.46%

X:

19.70%

Daily Std Dev

MP:

57.37%

X:

41.05%

Max Drawdown

MP:

-81.99%

X:

-97.15%

Current Drawdown

MP:

-72.23%

X:

-81.73%

Fundamentals

Market Cap

MP:

$3.00B

X:

$7.37B

EPS

MP:

-$0.52

X:

$1.58

Total Revenue (TTM)

MP:

$184.07M

X:

$16.29B

Gross Profit (TTM)

MP:

$68.88M

X:

$1.30B

EBITDA (TTM)

MP:

$12.57M

X:

$1.31B

Returns By Period

In the year-to-date period, MP achieves a -18.49% return, which is significantly higher than X's -36.99% return.


MP

YTD

-18.49%

1M

-10.21%

6M

18.36%

1Y

-10.90%

5Y*

N/A

10Y*

N/A

X

YTD

-36.99%

1M

-21.55%

6M

-17.39%

1Y

-35.89%

5Y*

21.43%

10Y*

2.37%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MP vs. X - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MP Materials Corp. (MP) and United States Steel Corporation (X). 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 MP, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.19-0.87
The chart of Sortino ratio for MP, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.12-1.07
The chart of Omega ratio for MP, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.84
The chart of Calmar ratio for MP, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.13-0.89
The chart of Martin ratio for MP, currently valued at -0.43, compared to the broader market0.0010.0020.00-0.43-1.82
MP
X

The current MP Sharpe Ratio is -0.21, which is higher than the X Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of MP and X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.19
-0.87
MP
X

Dividends

MP vs. X - Dividend Comparison

MP has not paid dividends to shareholders, while X's dividend yield for the trailing twelve months is around 0.66%.


TTM20232022202120202019201820172016201520142013
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%
X
United States Steel Corporation
0.66%0.41%0.80%0.34%0.24%1.75%1.10%0.57%0.61%2.51%0.75%0.68%

Drawdowns

MP vs. X - Drawdown Comparison

The maximum MP drawdown since its inception was -81.99%, smaller than the maximum X drawdown of -97.15%. Use the drawdown chart below to compare losses from any high point for MP and X. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-72.23%
-38.18%
MP
X

Volatility

MP vs. X - Volatility Comparison

MP Materials Corp. (MP) has a higher volatility of 21.84% compared to United States Steel Corporation (X) at 16.68%. This indicates that MP's price experiences larger fluctuations and is considered to be riskier than X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
21.84%
16.68%
MP
X

Financials

MP vs. X - Financials Comparison

This section allows you to compare key financial metrics between MP Materials Corp. and United States Steel Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab