PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MTD vs. EW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTD and EW is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

MTD vs. EW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mettler-Toledo International Inc. (MTD) and Edwards Lifesciences Corporation (EW). The values are adjusted to include any dividend payments, if applicable.

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,934.18%
5,340.73%
MTD
EW

Key characteristics

Sharpe Ratio

MTD:

0.11

EW:

0.02

Sortino Ratio

MTD:

0.42

EW:

0.31

Omega Ratio

MTD:

1.05

EW:

1.06

Calmar Ratio

MTD:

0.11

EW:

0.02

Martin Ratio

MTD:

0.39

EW:

0.05

Ulcer Index

MTD:

9.35%

EW:

19.18%

Daily Std Dev

MTD:

32.47%

EW:

41.62%

Max Drawdown

MTD:

-61.43%

EW:

-54.32%

Current Drawdown

MTD:

-27.71%

EW:

-42.75%

Fundamentals

Market Cap

MTD:

$26.60B

EW:

$43.72B

EPS

MTD:

$37.07

EW:

$2.59

PE Ratio

MTD:

34.01

EW:

28.62

PEG Ratio

MTD:

2.66

EW:

6.79

Total Revenue (TTM)

MTD:

$3.76B

EW:

$5.87B

Gross Profit (TTM)

MTD:

$2.20B

EW:

$4.57B

EBITDA (TTM)

MTD:

$1.17B

EW:

$1.70B

Returns By Period

In the year-to-date period, MTD achieves a 1.47% return, which is significantly higher than EW's -1.89% return. Over the past 10 years, MTD has outperformed EW with an annualized return of 15.15%, while EW has yielded a comparatively lower 13.26% annualized return.


MTD

YTD

1.47%

1M

5.47%

6M

-15.90%

1Y

1.79%

5Y*

9.20%

10Y*

15.15%

EW

YTD

-1.89%

1M

7.58%

6M

-17.70%

1Y

-0.19%

5Y*

-1.03%

10Y*

13.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MTD vs. EW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and Edwards Lifesciences Corporation (EW). 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 MTD, currently valued at 0.11, compared to the broader market-4.00-2.000.002.000.110.02
The chart of Sortino ratio for MTD, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.420.31
The chart of Omega ratio for MTD, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.06
The chart of Calmar ratio for MTD, currently valued at 0.11, compared to the broader market0.002.004.006.000.110.02
The chart of Martin ratio for MTD, currently valued at 0.39, compared to the broader market-5.000.005.0010.0015.0020.0025.000.390.05
MTD
EW

The current MTD Sharpe Ratio is 0.11, which is higher than the EW Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of MTD and EW, 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
0.11
0.02
MTD
EW

Dividends

MTD vs. EW - Dividend Comparison

Neither MTD nor EW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MTD vs. EW - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, which is greater than EW's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for MTD and EW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-27.71%
-42.75%
MTD
EW

Volatility

MTD vs. EW - Volatility Comparison

The current volatility for Mettler-Toledo International Inc. (MTD) is 5.75%, while Edwards Lifesciences Corporation (EW) has a volatility of 8.13%. This indicates that MTD experiences smaller price fluctuations and is considered to be less risky than EW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
5.75%
8.13%
MTD
EW

Financials

MTD vs. EW - Financials Comparison

This section allows you to compare key financial metrics between Mettler-Toledo International Inc. and Edwards Lifesciences Corporation. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab