PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MTN vs. MVBF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTN and MVBF is 0.15, 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.


-0.50.00.51.00.2

Performance

MTN vs. MVBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vail Resorts, Inc. (MTN) and MVB Financial Corp. (MVBF). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
522.79%
200.51%
MTN
MVBF

Key characteristics

Sharpe Ratio

MTN:

-0.46

MVBF:

-0.05

Sortino Ratio

MTN:

-0.47

MVBF:

0.25

Omega Ratio

MTN:

0.94

MVBF:

1.03

Calmar Ratio

MTN:

-0.26

MVBF:

-0.04

Martin Ratio

MTN:

-0.72

MVBF:

-0.15

Ulcer Index

MTN:

18.01%

MVBF:

15.32%

Daily Std Dev

MTN:

28.11%

MVBF:

43.49%

Max Drawdown

MTN:

-77.54%

MVBF:

-63.71%

Current Drawdown

MTN:

-44.89%

MVBF:

-48.02%

Fundamentals

Market Cap

MTN:

$7.08B

MVBF:

$274.21M

EPS

MTN:

$6.05

MVBF:

$1.41

PE Ratio

MTN:

31.27

MVBF:

15.03

PEG Ratio

MTN:

2.00

MVBF:

0.00

Total Revenue (TTM)

MTN:

$2.89B

MVBF:

$200.87M

Gross Profit (TTM)

MTN:

$1.09B

MVBF:

$222.81M

EBITDA (TTM)

MTN:

$834.73M

MVBF:

$3.64M

Returns By Period

In the year-to-date period, MTN achieves a -10.55% return, which is significantly lower than MVBF's -2.63% return. Over the past 10 years, MTN has outperformed MVBF with an annualized return of 10.12%, while MVBF has yielded a comparatively lower 6.24% annualized return.


MTN

YTD

-10.55%

1M

4.27%

6M

5.27%

1Y

-13.77%

5Y*

-3.19%

10Y*

10.12%

MVBF

YTD

-2.63%

1M

-0.56%

6M

19.34%

1Y

-3.23%

5Y*

0.63%

10Y*

6.24%

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

MTN vs. MVBF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vail Resorts, Inc. (MTN) and MVB Financial Corp. (MVBF). 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 MTN, currently valued at -0.46, compared to the broader market-4.00-2.000.002.00-0.46-0.05
The chart of Sortino ratio for MTN, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.470.25
The chart of Omega ratio for MTN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.03
The chart of Calmar ratio for MTN, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.04
The chart of Martin ratio for MTN, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.72-0.15
MTN
MVBF

The current MTN Sharpe Ratio is -0.46, which is lower than the MVBF Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of MTN and MVBF, 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 Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.46
-0.05
MTN
MVBF

Dividends

MTN vs. MVBF - Dividend Comparison

MTN's dividend yield for the trailing twelve months is around 4.73%, more than MVBF's 3.20% yield.


TTM20232022202120202019201820172016201520142013
MTN
Vail Resorts, Inc.
3.61%3.86%3.21%0.54%0.63%2.94%2.79%1.98%2.01%1.95%1.82%1.10%
MVBF
MVB Financial Corp.
3.20%3.01%3.09%1.23%1.59%0.78%0.61%0.50%0.62%0.61%0.53%0.45%

Drawdowns

MTN vs. MVBF - Drawdown Comparison

The maximum MTN drawdown since its inception was -77.54%, which is greater than MVBF's maximum drawdown of -63.71%. Use the drawdown chart below to compare losses from any high point for MTN and MVBF. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-44.89%
-48.02%
MTN
MVBF

Volatility

MTN vs. MVBF - Volatility Comparison

The current volatility for Vail Resorts, Inc. (MTN) is 9.75%, while MVB Financial Corp. (MVBF) has a volatility of 11.18%. This indicates that MTN experiences smaller price fluctuations and is considered to be less risky than MVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.75%
11.18%
MTN
MVBF

Financials

MTN vs. MVBF - Financials Comparison

This section allows you to compare key financial metrics between Vail Resorts, Inc. and MVB Financial Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab