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MTL.TO vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MTL.TO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Mullen Group Ltd. (MTL.TO) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MTL.TO is traded in CAD, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MTL.TO achieves a 43.58% return, which is significantly higher than ^GSPC's 12.12% return. Over the past 10 years, MTL.TO has underperformed ^GSPC with an annualized return of 9.47%, while ^GSPC has yielded a comparatively higher 14.52% annualized return.


MTL.TO

1D
0.32%
1M
8.23%
YTD
43.58%
6M
49.04%
1Y
66.13%
3Y*
17.63%
5Y*
17.05%
10Y*
9.47%

^GSPC

1D
0.00%
1M
7.35%
YTD
12.12%
6M
10.22%
1Y
28.58%
3Y*
22.37%
5Y*
15.58%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTL.TO vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTL.TO
Mullen Group Ltd.
43.58%14.66%9.57%1.51%31.70%10.96%23.04%-19.32%-19.13%-18.83%
^GSPC
S&P 500 Index
11.75%11.05%33.90%21.49%-13.70%25.75%14.29%22.54%1.71%11.82%

Correlation

The correlation between MTL.TO and ^GSPC is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.25

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Return for Risk

MTL.TO vs. ^GSPC — Risk / Return Rank

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

MTL.TO
MTL.TO Risk / Return Rank: 9494
Overall Rank
MTL.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MTL.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
MTL.TO Omega Ratio Rank: 9494
Omega Ratio Rank
MTL.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
MTL.TO Martin Ratio Rank: 9696
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7272
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6767
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTL.TO vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mullen Group Ltd. (MTL.TO) and S&P 500 Index (^GSPC). 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.


MTL.TO^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.56

1.47

+0.09

Calmar ratioReturn relative to maximum drawdown

7.38

3.24

+4.13

Martin ratioReturn relative to average drawdown

21.82

12.23

+9.59

MTL.TO vs. ^GSPC - Sharpe Ratio Comparison

The current MTL.TO Sharpe Ratio is 2.92, which is comparable to the ^GSPC Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of MTL.TO and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MTL.TO^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

2.46

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

1.05

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.89

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.99

-1.59

Drawdowns

MTL.TO vs. ^GSPC - Drawdown Comparison

The maximum MTL.TO drawdown since its inception was -100.00%, which is greater than ^GSPC's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for MTL.TO and ^GSPC.


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Drawdown Indicators


MTL.TO^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-27.59%

-72.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-8.86%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.59%

-19.23%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.59%

-22.60%

+1.01%

Max Drawdown (10Y)

Largest decline over 10 years

-77.25%

-27.59%

-49.66%

Current Drawdown

Current decline from peak

-99.98%

0.00%

-99.98%

Average Drawdown

Average peak-to-trough decline

-93.14%

-3.51%

-89.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.34%

+0.70%

Volatility

MTL.TO vs. ^GSPC - Volatility Comparison

Mullen Group Ltd. (MTL.TO) has a higher volatility of 4.99% compared to S&P 500 Index (^GSPC) at 2.69%. This indicates that MTL.TO's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTL.TO^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

2.69%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

8.85%

+10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.76%

11.70%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.83%

14.99%

+11.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.97%

16.33%

+15.64%

Frequently Asked Questions


MTL.TO and ^GSPC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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