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

MTD vs. ^SP500TR

Last updated May 12, 2025

Compare and contrast key facts about Mettler-Toledo International Inc. (MTD) and S&P 500 Total Return (^SP500TR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTD or ^SP500TR.

Correlation

The correlation between MTD and ^SP500TR is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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

Daily Std Dev

MTD:

36.94%

^SP500TR:

19.36%

Max Drawdown

MTD:

-2.54%

^SP500TR:

-55.25%

Current Drawdown

MTD:

-1.87%

^SP500TR:

-7.62%

Returns By Period

MTD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^SP500TR

YTD

-3.34%

1M

5.60%

6M

-4.97%

1Y

9.82%

5Y*

16.38%

10Y*

12.34%

*Annualized

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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 3030
Overall Rank
The Sharpe Ratio Rank of MTD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MTD is 2828
Sortino Ratio Rank
The Omega Ratio Rank of MTD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of MTD is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MTD is 3333
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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.

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Drawdowns

MTD vs. ^SP500TR - Drawdown Comparison

The maximum MTD drawdown since its inception was -2.54%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for MTD and ^SP500TR. For additional features, visit the drawdowns tool.

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Volatility

MTD vs. ^SP500TR - Volatility Comparison

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