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MTL.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTL.L and VOO is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

MTL.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metals Exploration plc (MTL.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
32.27%
11.71%
MTL.L
VOO

Key characteristics

Sharpe Ratio

MTL.L:

1.75

VOO:

1.73

Sortino Ratio

MTL.L:

2.39

VOO:

2.34

Omega Ratio

MTL.L:

1.30

VOO:

1.32

Calmar Ratio

MTL.L:

3.23

VOO:

2.61

Martin Ratio

MTL.L:

7.60

VOO:

10.89

Ulcer Index

MTL.L:

15.04%

VOO:

2.02%

Daily Std Dev

MTL.L:

65.26%

VOO:

12.77%

Max Drawdown

MTL.L:

-73.39%

VOO:

-33.99%

Current Drawdown

MTL.L:

-6.25%

VOO:

-1.05%

Returns By Period

In the year-to-date period, MTL.L achieves a 12.15% return, which is significantly higher than VOO's 2.97% return.


MTL.L

YTD

12.15%

1M

0.84%

6M

36.36%

1Y

118.18%

5Y*

N/A

10Y*

N/A

VOO

YTD

2.97%

1M

3.78%

6M

11.71%

1Y

23.82%

5Y*

14.14%

10Y*

13.21%

*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

MTL.L vs. VOO — Risk-Adjusted Performance Rank

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

MTL.L
The Risk-Adjusted Performance Rank of MTL.L is 8888
Overall Rank
The Sharpe Ratio Rank of MTL.L is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MTL.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of MTL.L is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MTL.L is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MTL.L is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7575
Overall Rank
The Sharpe Ratio Rank of VOO is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7979
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.

MTL.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Metals Exploration plc (MTL.L) and Vanguard S&P 500 ETF (VOO). 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 MTL.L, currently valued at 1.82, compared to the broader market-2.000.002.004.001.821.84
The chart of Sortino ratio for MTL.L, currently valued at 2.47, compared to the broader market-6.00-4.00-2.000.002.004.002.472.48
The chart of Omega ratio for MTL.L, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.34
The chart of Calmar ratio for MTL.L, currently valued at 3.52, compared to the broader market0.002.004.006.003.522.74
The chart of Martin ratio for MTL.L, currently valued at 8.03, compared to the broader market0.0010.0020.0030.008.0311.41
MTL.L
VOO

The current MTL.L Sharpe Ratio is 1.75, which is comparable to the VOO Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of MTL.L and VOO, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.82
1.84
MTL.L
VOO

Dividends

MTL.L vs. VOO - Dividend Comparison

MTL.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
MTL.L
Metals Exploration plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.21%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

MTL.L vs. VOO - Drawdown Comparison

The maximum MTL.L drawdown since its inception was -73.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MTL.L and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.77%
-1.05%
MTL.L
VOO

Volatility

MTL.L vs. VOO - Volatility Comparison

Metals Exploration plc (MTL.L) has a higher volatility of 22.27% compared to Vanguard S&P 500 ETF (VOO) at 3.45%. This indicates that MTL.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
22.27%
3.45%
MTL.L
VOO
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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.

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