MTN vs. FEAM

Last updated Jun 9, 2026

MTN (Vail Resorts, Inc.) and FEAM (5E Advanced Materials Inc) are both stocks. MTN operates in Resorts & Casinos (Consumer Cyclical), while FEAM operates in Specialty Chemicals (Basic Materials). Over the past 3 years, MTN returned -12.71%/yr vs -73.72%/yr for FEAM. At a 0.15 correlation, their price movements are largely independent.

Performance

MTN vs. FEAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vail Resorts, Inc. (MTN) and 5E Advanced Materials Inc (FEAM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MTN achieves a 5.09% return, which is significantly higher than FEAM's -44.59% return.

MTN

• 1D: 1.36%
• 1M: 9.40%
• YTD: 5.09%
• 6M: -1.45%
• 1Y: -2.97%
• 3Y*: -12.71%
• 5Y*: -12.18%
• 10Y*: 2.68%

FEAM

• 1D: -2.31%
• 1M: 5.63%
• YTD: -44.59%
• 6M: -57.43%
• 1Y: -60.70%
• 3Y*: -73.72%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MTN vs. FEAM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MTN Vail Resorts, Inc.	5.09%	-24.88%	-7.96%	-7.06%	-1.15%
FEAM 5E Advanced Materials Inc	-44.59%	-79.28%	-54.61%	-82.11%	-76.13%

Correlation

The correlation between MTN and FEAM is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Mar 16, 2022	0.15

Fundamentals

EPS MTN : $5.62 FEAM : -$1.76
Total Revenue (TTM) MTN : $2.83B FEAM : $0.00
Gross Profit (TTM) MTN : $2.12B FEAM : -$10.56M
EBITDA (TTM) MTN : $499.82M FEAM : -$22.23M

Return for Risk

MTN vs. FEAM — Risk / Return Rank

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

MTN

MTN Risk / Return Rank: 37
MTN Sharpe Ratio Rank: 39
MTN Sortino Ratio Rank: 34
MTN Omega Ratio Rank: 33
MTN Calmar Ratio Rank: 39
MTN Martin Ratio Rank: 39

FEAM

FEAM Risk / Return Rank: 19
FEAM Sharpe Ratio Rank: 19
FEAM Sortino Ratio Rank: 23
FEAM Omega Ratio Rank: 24
FEAM Calmar Ratio Rank: 15
FEAM Martin Ratio Rank: 16

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.

MTN vs. FEAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vail Resorts, Inc. (MTN) and 5E Advanced Materials Inc (FEAM). 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.

	MTN	FEAM	Difference
Sharpe ratio: Return per unit of total volatility	-0.09	-0.53	+0.44
Sortino ratio: Return per unit of downside risk	0.11	-0.40	+0.52
Omega ratio: Gain probability vs. loss probability	1.01	0.95	+0.06
Calmar ratio: Return relative to maximum drawdown	-0.11	-0.74	+0.62
Martin ratio: Return relative to average drawdown	-0.20	-1.17	+0.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTN vs. FEAM - Sharpe Ratio Comparison

The current MTN Sharpe Ratio is -0.09, which is higher than the FEAM Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of MTN and FEAM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MTN	FEAM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	-0.53	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	-0.70	+0.91

Drawdowns

MTN vs. FEAM - Drawdown Comparison

The maximum MTN drawdown since its inception was -77.54%, smaller than the maximum FEAM drawdown of -99.84%. Use the drawdown chart below to compare losses from any high point for MTN and FEAM.

Drawdown Indicators

	MTN	FEAM	Difference
Max Drawdown Largest peak-to-trough decline	-77.54%	-99.84%	+22.30%
Max Drawdown (1Y) Largest decline over 1 year	-26.40%	-82.66%	+56.26%
Max Drawdown (3Y) Largest decline over 3 years	-45.73%	-98.85%	+53.12%
Max Drawdown (5Y) Largest decline over 5 years	-61.17%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-61.17%	—	—
Current Drawdown Current decline from peak	-55.24%	-99.78%	+44.54%
Average Drawdown Average peak-to-trough decline	-26.12%	-86.41%	+60.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.74%	51.86%	-37.12%

Volatility

MTN vs. FEAM - Volatility Comparison

The current volatility for Vail Resorts, Inc. (MTN) is 6.59%, while 5E Advanced Materials Inc (FEAM) has a volatility of 39.16%. This indicates that MTN experiences smaller price fluctuations and is considered to be less risky than FEAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTN	FEAM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	39.16%	-32.57%
Volatility (6M) Calculated over the trailing 6-month period	26.27%	74.83%	-48.56%
Volatility (1Y) Calculated over the trailing 1-year period	33.65%	114.92%	-81.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.70%	109.78%	-78.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.29%	109.78%	-77.49%

Dividends

MTN vs. FEAM - Dividend Comparison

MTN's dividend yield for the trailing twelve months is around 6.47%, while FEAM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FEAM 5E Advanced Materials Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MTN Vail Resorts, Inc.	6.47%	6.69%	4.74%	3.86%	3.21%	0.54%	0.63%	2.94%	2.79%	1.98%	2.01%	1.95%

Financials

Frequently Asked Questions

Can I hold both MTN and FEAM in my portfolio?

MTN and FEAM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTN or FEAM?

FEAM has higher volatility (39.16%) compared to MTN (6.59%). In terms of maximum drawdown, MTN dropped -77.54% vs FEAM's -99.84%.

Which has better risk-adjusted returns?

MTN currently has the higher Sharpe Ratio (-0.09 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.