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MT vs. STLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.5

Performance

MT vs. STLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ArcelorMittal (MT) and Steel Dynamics, Inc. (STLD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-1.12%
-7.75%
MT
STLD

Key characteristics

Sharpe Ratio

MT:

-0.57

STLD:

-0.08

Sortino Ratio

MT:

-0.65

STLD:

0.12

Omega Ratio

MT:

0.92

STLD:

1.01

Calmar Ratio

MT:

-0.19

STLD:

-0.09

Martin Ratio

MT:

-1.19

STLD:

-0.19

Ulcer Index

MT:

13.90%

STLD:

12.70%

Daily Std Dev

MT:

28.69%

STLD:

31.66%

Max Drawdown

MT:

-97.20%

STLD:

-87.05%

Current Drawdown

MT:

-86.33%

STLD:

-25.03%

Fundamentals

Market Cap

MT:

$19.30B

STLD:

$18.53B

EPS

MT:

-$1.32

STLD:

$10.84

PEG Ratio

MT:

0.66

STLD:

10.91

Total Revenue (TTM)

MT:

$80.26B

STLD:

$17.90B

Gross Profit (TTM)

MT:

$23.66B

STLD:

$3.07B

EBITDA (TTM)

MT:

$7.98B

STLD:

$2.72B

Returns By Period

In the year-to-date period, MT achieves a -16.76% return, which is significantly lower than STLD's -1.01% return. Over the past 10 years, MT has underperformed STLD with an annualized return of -0.39%, while STLD has yielded a comparatively higher 22.29% annualized return.


MT

YTD

-16.76%

1M

-7.58%

6M

-1.04%

1Y

-17.54%

5Y*

6.68%

10Y*

-0.39%

STLD

YTD

-1.01%

1M

-20.19%

6M

-9.08%

1Y

-3.71%

5Y*

30.26%

10Y*

22.29%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for MT, currently valued at -0.57, compared to the broader market-4.00-2.000.002.00-0.57-0.08
The chart of Sortino ratio for MT, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.00-0.650.12
The chart of Omega ratio for MT, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.01
The chart of Calmar ratio for MT, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.09
The chart of Martin ratio for MT, currently valued at -1.19, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.19-0.19
MT
STLD

The current MT Sharpe Ratio is -0.57, which is lower than the STLD Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of MT and STLD, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
-0.08
MT
STLD

Dividends

MT vs. STLD - Dividend Comparison

MT's dividend yield for the trailing twelve months is around 2.16%, more than STLD's 1.56% yield.


TTM20232022202120202019201820172016201520142013
MT
ArcelorMittal
2.16%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.
1.56%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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.33%
-25.03%
MT
STLD

Volatility

MT vs. STLD - Volatility Comparison

ArcelorMittal (MT) has a higher volatility of 8.56% compared to Steel Dynamics, Inc. (STLD) at 7.06%. This indicates that MT's price experiences larger fluctuations and is considered to be riskier than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
8.56%
7.06%
MT
STLD

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.


Quarterly
Annual

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


Values in USD except per share items
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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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