MTD vs. VEEV

In the year-to-date period, MTD achieves a -4.31% return, which is significantly lower than VEEV's 9.02% return. Over the past 10 years, MTD has underperformed VEEV with an annualized return of 14.77%, while VEEV has yielded a comparatively higher 22.37% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and Veeva Systems Inc. (VEEV). 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 0.32, which is lower than the VEEV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MTD and VEEV, 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 VEEV has paid dividends to shareholders.

The maximum MTD drawdown since its inception was -61.43%, roughly equal to the maximum VEEV drawdown of -61.35%. Use the drawdown chart below to compare losses from any high point for MTD and VEEV. For additional features, visit the drawdowns tool.

Mettler-Toledo International Inc. (MTD) and Veeva Systems Inc. (VEEV) have volatilities of 11.53% and 11.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 Veeva Systems 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.