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 15.47%/yr vs 14.63%/yr for VTI. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
MT vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, MT achieves a 54.65% return, which is significantly higher than VTI's 10.49% return. Over the past 10 years, MT has outperformed VTI with an annualized return of 15.47%, while VTI has yielded a comparatively lower 14.63% annualized return.
MT
- 1D
- 1.15%
- 1M
- 10.63%
- 6M
- 30.58%
- YTD
- 54.65%
- 1Y
- 129.25%
- 3Y*
- 37.27%
- 5Y*
- 16.43%
- 10Y*
- 15.47%
- ALL TIME*
- 1.93%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $109.13M | $116.87M | $127.49M | |
| $1.06B | $1.16B | $1.24B |
MT vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 54.65% | 100.13% | -16.92% | 10.28% | -16.44% | 40.29% | 30.56% | -14.14% | -35.85% | 47.53% |
VTI Vanguard Total Stock Market ETF | 10.49% | 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 have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.51 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.23 | +2.10 |
| Martin ratioReturn relative to average drawdown | 14.15 | 9.62 | +4.53 |
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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 | -59.10% | -1.36% | -57.74% |
Average DrawdownAverage peak-to-trough decline | -69.36% | -7.99% | -61.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.82% | 2.07% | +6.75% |
Volatility
MT vs. VTI - Volatility Comparison
ArcelorMittal (MT) has a higher volatility of 11.90% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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 | 11.90% | 3.46% | +8.44% |
Volatility (6M)Calculated over the trailing 6-month period | 37.25% | 10.24% | +27.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.18% | 13.10% | +30.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.86% | 17.51% | +22.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.45% | 18.30% | +26.15% |
Dividends
MT vs. VTI - Dividend Comparison
MT's dividend yield for the trailing twelve months is around 0.82%, less than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MT ArcelorMittal | 0.82% | 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 | 1.06% | 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 (11.90%) compared to VTI (3.46%). In terms of maximum drawdown, MT dropped -97.34% vs VTI's -55.45%.
MT currently has the higher Sharpe Ratio (2.90 vs 1.52), 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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