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

Correlation

The correlation between MTD and VUG is 0.62, 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.


-0.50.00.51.00.6

Performance

MTD vs. VUG - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025
-5.34%
18.60%
MTD
VUG

Key characteristics

Sharpe Ratio

MTD:

0.32

VUG:

1.64

Sortino Ratio

MTD:

0.74

VUG:

2.20

Omega Ratio

MTD:

1.09

VUG:

1.30

Calmar Ratio

MTD:

0.32

VUG:

2.28

Martin Ratio

MTD:

0.96

VUG:

8.66

Ulcer Index

MTD:

10.69%

VUG:

3.41%

Daily Std Dev

MTD:

31.98%

VUG:

17.86%

Max Drawdown

MTD:

-61.43%

VUG:

-50.68%

Current Drawdown

MTD:

-19.86%

VUG:

-2.15%

Returns By Period

In the year-to-date period, MTD achieves a 11.50% return, which is significantly higher than VUG's 1.93% return. Both investments have delivered pretty close results over the past 10 years, with MTD having a 15.97% annualized return and VUG not far behind at 15.94%.


MTD

YTD

11.50%

1M

11.50%

6M

-5.34%

1Y

11.47%

5Y*

12.53%

10Y*

15.97%

VUG

YTD

1.93%

1M

1.93%

6M

18.60%

1Y

30.27%

5Y*

18.16%

10Y*

15.94%

*Annualized

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. VUG — Risk-Adjusted Performance Rank

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

MTD
The Risk-Adjusted Performance Rank of MTD is 5757
Overall Rank
The Sharpe Ratio Rank of MTD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MTD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MTD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MTD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MTD is 5858
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6868
Overall Rank
The Sharpe Ratio Rank of VUG is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTD vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and Vanguard Growth ETF (VUG). 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 0.32, compared to the broader market-2.000.002.000.321.64
The chart of Sortino ratio for MTD, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.742.20
The chart of Omega ratio for MTD, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.30
The chart of Calmar ratio for MTD, currently valued at 0.32, compared to the broader market0.002.004.006.000.322.28
The chart of Martin ratio for MTD, currently valued at 0.96, compared to the broader market0.0010.0020.000.968.66
MTD
VUG

The current MTD Sharpe Ratio is 0.32, which is lower than the VUG Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of MTD and VUG, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025
0.32
1.64
MTD
VUG

Dividends

MTD vs. VUG - Dividend Comparison

MTD has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20242023202220212020201920182017201620152014
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%
VUG
Vanguard Growth ETF
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

MTD vs. VUG - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MTD and VUG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025
-19.86%
-2.15%
MTD
VUG

Volatility

MTD vs. VUG - Volatility Comparison

Mettler-Toledo International Inc. (MTD) has a higher volatility of 6.72% compared to Vanguard Growth ETF (VUG) at 6.06%. This indicates that MTD's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025
6.72%
6.06%
MTD
VUG
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 © 2025 PortfoliosLab