MT vs. STLD
Compare and contrast key facts about ArcelorMittal (MT) and Steel Dynamics, Inc. (STLD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MT or STLD.
Key characteristics
| MT | STLD | |
|---|---|---|
| YTD Return | -12.05% | 17.92% |
| 1Y Return | 6.56% | 25.61% |
| 3Y Return (Ann) | -5.44% | 30.28% |
| 5Y Return (Ann) | 9.28% | 37.03% |
| 10Y Return (Ann) | -0.81% | 22.53% |
| Sharpe Ratio | 0.28 | 0.82 |
| Sortino Ratio | 0.58 | 1.47 |
| Omega Ratio | 1.07 | 1.17 |
| Calmar Ratio | 0.09 | 0.96 |
| Martin Ratio | 0.60 | 2.18 |
| Ulcer Index | 13.47% | 12.02% |
| Daily Std Dev | 28.53% | 31.76% |
| Max Drawdown | -97.20% | -87.05% |
| Current Drawdown | -85.56% | -10.70% |
Fundamentals
| MT | STLD | |
|---|---|---|
| Market Cap | $19.80B | $22.50B |
| EPS | -$1.32 | $10.86 |
| PEG Ratio | 0.66 | 10.91 |
| Total Revenue (TTM) | $81.34B | $17.90B |
| Gross Profit (TTM) | $8.46B | $3.08B |
| EBITDA (TTM) | $8.67B | $2.36B |
Correlation
The correlation between MT and STLD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MT vs. STLD - Performance Comparison
In the year-to-date period, MT achieves a -12.05% return, which is significantly lower than STLD's 17.92% return. Over the past 10 years, MT has underperformed STLD with an annualized return of -0.81%, while STLD has yielded a comparatively higher 22.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MT vs. STLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ArcelorMittal (MT) and Steel Dynamics, Inc. (STLD). 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.
Dividends
MT vs. STLD - Dividend Comparison
MT's dividend yield for the trailing twelve months is around 2.04%, more than STLD's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 2.04% | 1.55% | 1.45% | 0.94% | 0.00% | 1.14% | 0.48% | 0.00% | 0.00% | 5.97% | 2.28% | 1.41% |
STLD Steel Dynamics, Inc. | 1.31% | 1.44% | 1.39% | 1.68% | 2.71% | 2.82% | 2.50% | 1.44% | 1.57% | 3.09% | 2.33% | 2.25% |
Drawdowns
MT vs. STLD - Drawdown Comparison
The maximum MT drawdown since its inception was -97.20%, which is greater than STLD's maximum drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for MT and STLD. For additional features, visit the drawdowns tool.
Volatility
MT vs. STLD - Volatility Comparison
The current volatility for ArcelorMittal (MT) is 9.69%, while Steel Dynamics, Inc. (STLD) has a volatility of 16.75%. This indicates that MT experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MT vs. STLD - Financials Comparison
This section allows you to compare key financial metrics between ArcelorMittal and Steel Dynamics, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities