MTH vs. IWM

In the year-to-date period, MTH achieves a -16.18% return, which is significantly lower than IWM's -7.83% return. Over the past 10 years, MTH has outperformed IWM with an annualized return of 11.43%, while IWM has yielded a comparatively lower 6.42% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Meritage Homes Corporation (MTH) and iShares Russell 2000 ETF (IWM). 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 MTH Sharpe Ratio is -0.70, which is lower than the IWM Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of MTH and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MTH's dividend yield for the trailing twelve months is around 2.43%, more than IWM's 1.21% yield.

The maximum MTH drawdown since its inception was -93.22%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for MTH and IWM. For additional features, visit the drawdowns tool.

Meritage Homes Corporation (MTH) has a higher volatility of 10.43% compared to iShares Russell 2000 ETF (IWM) at 6.23%. This indicates that MTH's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.