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MTD vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MTD and ^SP500TR is 0.54, 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.


Performance

MTD vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mettler-Toledo International Inc. (MTD) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MTD:

-0.54

^SP500TR:

0.70

Sortino Ratio

MTD:

-0.70

^SP500TR:

1.05

Omega Ratio

MTD:

0.91

^SP500TR:

1.15

Calmar Ratio

MTD:

-0.48

^SP500TR:

0.69

Martin Ratio

MTD:

-1.25

^SP500TR:

2.63

Ulcer Index

MTD:

16.53%

^SP500TR:

4.92%

Daily Std Dev

MTD:

34.20%

^SP500TR:

19.78%

Max Drawdown

MTD:

-61.43%

^SP500TR:

-55.25%

Current Drawdown

MTD:

-31.09%

^SP500TR:

-3.41%

Returns By Period

In the year-to-date period, MTD achieves a -4.13% return, which is significantly lower than ^SP500TR's 1.06% return. Over the past 10 years, MTD has outperformed ^SP500TR with an annualized return of 13.68%, while ^SP500TR has yielded a comparatively lower 12.84% annualized return.


MTD

YTD

-4.13%

1M

10.13%

6M

-5.65%

1Y

-18.37%

3Y*

-4.01%

5Y*

8.09%

10Y*

13.68%

^SP500TR

YTD

1.06%

1M

6.46%

6M

-0.78%

1Y

13.77%

3Y*

14.18%

5Y*

15.94%

10Y*

12.84%

*Annualized

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Mettler-Toledo International Inc.

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MTD vs. ^SP500TR — 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 1818
Overall Rank
The Sharpe Ratio Rank of MTD is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of MTD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MTD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of MTD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of MTD is 1515
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7676
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
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. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mettler-Toledo International Inc. (MTD) and S&P 500 Total Return (^SP500TR). 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 -0.54, which is lower than the ^SP500TR Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MTD and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

MTD vs. ^SP500TR - Drawdown Comparison

The maximum MTD drawdown since its inception was -61.43%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MTD and ^SP500TR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MTD vs. ^SP500TR - Volatility Comparison

Mettler-Toledo International Inc. (MTD) has a higher volatility of 13.88% compared to S&P 500 Total Return (^SP500TR) at 4.77%. This indicates that MTD's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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