MTD vs. ^SP500TR
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 0.54, 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
Key characteristics
MTD:
-0.51
^SP500TR:
0.32
MTD:
-0.58
^SP500TR:
0.57
MTD:
0.93
^SP500TR:
1.08
MTD:
-0.42
^SP500TR:
0.32
MTD:
-1.27
^SP500TR:
1.43
MTD:
14.37%
^SP500TR:
4.19%
MTD:
35.71%
^SP500TR:
18.99%
MTD:
-61.43%
^SP500TR:
-55.25%
MTD:
-40.97%
^SP500TR:
-13.83%
Returns By Period
In the year-to-date period, MTD achieves a -17.87% return, which is significantly lower than ^SP500TR's -9.83% return. Both investments have delivered pretty close results over the past 10 years, with MTD having a 12.03% annualized return and ^SP500TR not far behind at 11.70%.
MTD
-17.87%
-17.66%
-26.86%
-15.73%
6.89%
12.03%
^SP500TR
-9.83%
-6.83%
-9.33%
6.85%
14.73%
11.70%
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. ^SP500TR — Risk-Adjusted Performance Rank
MTD
^SP500TR
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.
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. For additional features, visit the drawdowns tool.
Volatility
MTD vs. ^SP500TR - Volatility Comparison
Mettler-Toledo International Inc. (MTD) has a higher volatility of 17.65% compared to S&P 500 Total Return (^SP500TR) at 13.59%. 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.