MTC vs. SWVL

Last updated Jun 3, 2026

MTC (Mmtec, Inc.) and SWVL (Swvl Holdings Corp) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 3 years, MTC returned -9.21%/yr vs 8.74%/yr for SWVL. At a 0.01 correlation, their price movements are largely independent.

Performance

MTC vs. SWVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mmtec, Inc. (MTC) and Swvl Holdings Corp (SWVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MTC achieves a 41.81% return, which is significantly higher than SWVL's -19.47% return.

MTC

• 1D: -6.01%
• 1M: -28.89%
• YTD: 41.81%
• 6M: 70.18%
• 1Y: 370.87%
• 3Y*: -9.21%
• 5Y*: -48.29%
• 10Y*: —

SWVL

• 1D: -3.16%
• 1M: -21.54%
• YTD: -19.47%
• 6M: -41.15%
• 1Y: -68.32%
• 3Y*: 8.74%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MTC vs. SWVL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MTC Mmtec, Inc.	41.81%	117.83%	-80.37%	29.03%	-87.40%
SWVL Swvl Holdings Corp	-19.47%	-70.23%	281.39%	-51.14%	-98.54%

Correlation

The correlation between MTC and SWVL is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Apr 1, 2022	0.01

Fundamentals

Market Cap MTC : $74.30M SWVL : $16.53M
EPS MTC : -$2.95 SWVL : -$0.49
PS Ratio MTC : 35.03 SWVL : 0.91
Total Revenue (TTM) MTC : $2.12M SWVL : $18.26M
Gross Profit (TTM) MTC : $4.22M SWVL : $3.93M
EBITDA (TTM) MTC : -$5.70M SWVL : -$3.28M

Return for Risk

MTC vs. SWVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SWVL

SWVL Risk / Return Rank: 6
SWVL Sharpe Ratio Rank: 6
SWVL Sortino Ratio Rank: 5
SWVL Omega Ratio Rank: 6
SWVL Calmar Ratio Rank: 4
SWVL Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTC vs. SWVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mmtec, Inc. (MTC) and Swvl Holdings Corp (SWVL). 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.

	MTC	SWVL	Difference
Sharpe ratio Return per unit of total volatility	0.59	-0.90	+1.49
Sortino ratio Return per unit of downside risk	7.66	-1.59	+9.25
Omega ratio Gain probability vs. loss probability	2.05	0.82	+1.22
Calmar ratio Return relative to maximum drawdown	5.09	-0.94	+6.03
Martin ratio Return relative to average drawdown	18.87	-1.42	+20.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTC vs. SWVL - Sharpe Ratio Comparison

The current MTC Sharpe Ratio is 0.59, which is higher than the SWVL Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of MTC and SWVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MTC	SWVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	-0.90	+1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.50	+0.36

Drawdowns

MTC vs. SWVL - Drawdown Comparison

The maximum MTC drawdown since its inception was -99.98%, roughly equal to the maximum SWVL drawdown of -99.72%. Use the drawdown chart below to compare losses from any high point for MTC and SWVL.

Drawdown Indicators

	MTC	SWVL	Difference
Max Drawdown Largest peak-to-trough decline	-99.98%	-99.72%	-0.26%
Max Drawdown (1Y) Largest decline over 1 year	-73.79%	-72.44%	-1.35%
Max Drawdown (3Y) Largest decline over 3 years	-99.57%	-92.32%	-7.25%
Max Drawdown (5Y) Largest decline over 5 years	-99.82%	—	—
Current Drawdown Current decline from peak	-99.68%	-99.39%	-0.29%
Average Drawdown Average peak-to-trough decline	-91.59%	-93.70%	+2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.90%	48.36%	-28.46%

Volatility

MTC vs. SWVL - Volatility Comparison

Mmtec, Inc. (MTC) has a higher volatility of 45.34% compared to Swvl Holdings Corp (SWVL) at 21.01%. This indicates that MTC's price experiences larger fluctuations and is considered to be riskier than SWVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTC	SWVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	45.34%	21.01%	+24.33%
Volatility (6M) Calculated over the trailing 6-month period	93.82%	63.66%	+30.16%
Volatility (1Y) Calculated over the trailing 1-year period	638.93%	75.89%	+563.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	370.15%	139.96%	+230.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	323.72%	139.96%	+183.76%

Dividends

MTC vs. SWVL - Dividend Comparison

Neither MTC nor SWVL has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both MTC and SWVL in my portfolio?

MTC and SWVL have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTC or SWVL?

MTC has higher volatility (45.34%) compared to SWVL (21.01%). In terms of maximum drawdown, MTC dropped -99.98% vs SWVL's -99.72%.

Which has better risk-adjusted returns?

MTC currently has the higher Sharpe Ratio (0.58 vs -0.90), 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.