MT vs. VTI
MT (ArcelorMittal) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, MT returned 15.68%/yr vs 14.67%/yr for VTI. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
MT vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MT achieves a 45.35% return, which is significantly higher than VTI's 10.96% return. Over the past 10 years, MT has outperformed VTI with an annualized return of 15.68%, while VTI has yielded a comparatively lower 14.67% annualized return.
MT
- 1D
- -0.24%
- 1M
- -6.91%
- 6M
- 38.42%
- YTD
- 45.35%
- 1Y
- 93.51%
- 3Y*
- 35.27%
- 5Y*
- 18.07%
- 10Y*
- 15.68%
VTI
- 1D
- -0.78%
- 1M
- 1.22%
- 6M
- 8.45%
- YTD
- 10.96%
- 1Y
- 21.85%
- 3Y*
- 19.76%
- 5Y*
- 12.01%
- 10Y*
- 14.67%
MT vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 45.35% | 100.13% | -16.92% | 10.28% | -16.44% | 40.29% | 30.56% | -14.14% | -35.85% | 47.53% |
VTI Vanguard Total Stock Market ETF | 10.96% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between MT and VTI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.53 |
The correlation between MT and VTI has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
MT vs. VTI — Risk / Return Rank
MT
VTI
MT vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ArcelorMittal (MT) and Vanguard Total Stock Market ETF (VTI). 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.
| MT | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 2.46 | +0.80 |
| Martin ratioReturn relative to average drawdown | 10.57 | 10.78 | -0.21 |
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Drawdowns
MT vs. VTI - Drawdown Comparison
The maximum MT drawdown since its inception was -97.34%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MT and VTI.
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Drawdown Indicators
| MT | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.34% | -55.45% | -41.89% |
Max Drawdown (1Y)Largest decline over 1 year | -28.84% | -8.92% | -19.92% |
Max Drawdown (3Y)Largest decline over 3 years | -30.83% | -19.30% | -11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -45.99% | -25.36% | -20.63% |
Max Drawdown (10Y)Largest decline over 10 years | -81.10% | -35.00% | -46.10% |
Current DrawdownCurrent decline from peak | -61.56% | -0.94% | -60.62% |
Average DrawdownAverage peak-to-trough decline | -69.38% | -8.00% | -61.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.03% | +6.86% |
Volatility
MT vs. VTI - Volatility Comparison
ArcelorMittal (MT) has a higher volatility of 15.22% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. This indicates that MT's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MT | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.22% | 4.08% | +11.14% |
Volatility (6M)Calculated over the trailing 6-month period | 37.32% | 10.13% | +27.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.19% | 12.85% | +30.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 17.51% | +22.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.55% | 18.29% | +26.26% |
Dividends
MT vs. VTI - Dividend Comparison
MT's dividend yield for the trailing twelve months is around 0.87%, less than VTI's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 0.87% | 1.21% | 2.16% | 1.55% | 1.45% | 0.94% | 0.00% | 1.14% | 0.48% | 0.00% | 0.00% | 4.03% |
VTI Vanguard Total Stock Market ETF | 1.05% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
MT and VTI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MT has higher volatility (15.22%) compared to VTI (4.08%). In terms of maximum drawdown, MT dropped -97.34% vs VTI's -55.45%.
MT currently has the higher Sharpe Ratio (2.18 vs 1.71), 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.
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