MTD vs. MELI

In the year-to-date period, MTD achieves a -3.17% return, which is significantly lower than MELI's 21.93% return. Over the past 10 years, MTD has underperformed MELI with an annualized return of 14.92%, while MELI has yielded a comparatively higher 30.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and MercadoLibre, Inc. (MELI). 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.

The current MTD Sharpe Ratio is 0.36, which is lower than the MELI Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MTD and MELI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MTD nor MELI has paid dividends to shareholders.

The maximum MTD drawdown since its inception was -61.43%, smaller than the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for MTD and MELI. For additional features, visit the drawdowns tool.

The current volatility for Mettler-Toledo International Inc. (MTD) is 11.52%, while MercadoLibre, Inc. (MELI) has a volatility of 20.29%. This indicates that MTD experiences smaller price fluctuations and is considered to be less risky than MELI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Mettler-Toledo International Inc. and MercadoLibre, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.