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 17.84%/yr vs 15.31%/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 40.56% return, which is significantly higher than VTI's 10.35% return. Over the past 10 years, MT has outperformed VTI with an annualized return of 17.84%, while VTI has yielded a comparatively lower 15.31% annualized return.
MT
- 1D
- 0.54%
- 1M
- -3.53%
- YTD
- 40.56%
- 6M
- 42.09%
- 1Y
- 115.18%
- 3Y*
- 35.82%
- 5Y*
- 18.31%
- 10Y*
- 17.84%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
MT vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 40.56% | 100.13% | -16.92% | 10.28% | -16.44% | 40.29% | 30.56% | -14.14% | -35.85% | 47.53% |
VTI Vanguard Total Stock Market ETF | 10.35% | 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 0.52, 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 | 0.52 |
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 | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 3.06 | +0.96 |
| Martin ratioReturn relative to average drawdown | 13.85 | 13.68 | +0.17 |
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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 | -62.82% | -1.48% | -61.34% |
Average DrawdownAverage peak-to-trough decline | -69.39% | -8.01% | -61.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.35% | 1.99% | +6.36% |
Volatility
MT vs. VTI - Volatility Comparison
ArcelorMittal (MT) has a higher volatility of 14.41% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. 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 | 14.41% | 4.74% | +9.67% |
Volatility (6M)Calculated over the trailing 6-month period | 36.14% | 9.96% | +26.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.49% | 12.76% | +29.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.91% | 17.49% | +22.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.91% | 18.35% | +26.56% |
Dividends
MT vs. VTI - Dividend Comparison
MT's dividend yield for the trailing twelve months is around 0.90%, less than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 0.90% | 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 | 1.02% | 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 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MT has higher volatility (14.41%) compared to VTI (4.74%). In terms of maximum drawdown, MT dropped -97.34% vs VTI's -55.45%.
MT currently has the higher Sharpe Ratio (2.73 vs 2.14), 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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