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MTD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTD and VOO is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

MTD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mettler-Toledo International Inc. (MTD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
943.97%
602.93%
MTD
VOO

Key characteristics

Sharpe Ratio

MTD:

0.11

VOO:

2.25

Sortino Ratio

MTD:

0.42

VOO:

2.98

Omega Ratio

MTD:

1.05

VOO:

1.42

Calmar Ratio

MTD:

0.11

VOO:

3.31

Martin Ratio

MTD:

0.39

VOO:

14.77

Ulcer Index

MTD:

9.35%

VOO:

1.90%

Daily Std Dev

MTD:

32.47%

VOO:

12.46%

Max Drawdown

MTD:

-61.43%

VOO:

-33.99%

Current Drawdown

MTD:

-27.71%

VOO:

-2.47%

Returns By Period

In the year-to-date period, MTD achieves a 1.47% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, MTD has outperformed VOO with an annualized return of 15.15%, while VOO has yielded a comparatively lower 13.08% annualized return.


MTD

YTD

1.47%

1M

5.47%

6M

-15.90%

1Y

1.79%

5Y*

9.20%

10Y*

15.15%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

MTD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.000.112.25
The chart of Sortino ratio for MTD, currently valued at 0.42, compared to the broader market-4.00-2.000.002.004.000.422.98
The chart of Omega ratio for MTD, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.42
The chart of Calmar ratio for MTD, currently valued at 0.11, compared to the broader market0.002.004.006.000.113.31
The chart of Martin ratio for MTD, currently valued at 0.39, compared to the broader market-5.000.005.0010.0015.0020.0025.000.3914.77
MTD
VOO

The current MTD Sharpe Ratio is 0.11, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MTD and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.11
2.25
MTD
VOO

Dividends

MTD vs. VOO - Dividend Comparison

MTD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
MTD
Mettler-Toledo International Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

MTD vs. VOO - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MTD and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.71%
-2.47%
MTD
VOO

Volatility

MTD vs. VOO - Volatility Comparison

Mettler-Toledo International Inc. (MTD) has a higher volatility of 5.75% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that MTD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.75%
3.75%
MTD
VOO
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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.

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