MTN vs. OMFL
MTN (Vail Resorts, Inc.) is a stock, while OMFL (Invesco Russell 1000 Dynamic Multifactor ETF) is Large Cap Blend Equities fund tracking the Russell 1000 Invesco Dynamic Multifactor Index. Over the past 5 years, MTN returned -12.48%/yr vs 8.85%/yr for OMFL. At a 0.44 correlation, their price movements are largely independent.
Performance
MTN vs. OMFL - Performance Comparison
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Returns By Period
In the year-to-date period, MTN achieves a 3.72% return, which is significantly lower than OMFL's 10.95% return.
MTN
- 1D
- -6.11%
- 1M
- 6.91%
- YTD
- 3.72%
- 6M
- 0.25%
- 1Y
- -8.32%
- 3Y*
- -14.01%
- 5Y*
- -12.48%
- 10Y*
- 3.14%
OMFL
- 1D
- 0.19%
- 1M
- -1.35%
- YTD
- 10.95%
- 6M
- 9.44%
- 1Y
- 20.37%
- 3Y*
- 13.52%
- 5Y*
- 8.85%
- 10Y*
- —
MTN vs. OMFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTN Vail Resorts, Inc. | 3.72% | -24.88% | -7.96% | -7.06% | -24.89% | 18.15% | 17.77% | 17.34% | 1.74% | -8.20% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 10.95% | 13.68% | 6.82% | 21.53% | -13.97% | 28.95% | 20.91% | 35.58% | -2.55% | 5.12% |
Correlation
The correlation between MTN and OMFL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2017 | 0.44 |
Over the past year, the correlation between MTN and OMFL has dropped to 0.19 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
MTN vs. OMFL — Risk / Return Rank
MTN
OMFL
MTN vs. OMFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vail Resorts, Inc. (MTN) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MTN | OMFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.30 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 2.70 | -3.02 |
| Martin ratioReturn relative to average drawdown | -0.55 | 11.89 | -12.44 |
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Drawdowns
MTN vs. OMFL - Drawdown Comparison
The maximum MTN drawdown since its inception was -77.54%, which is greater than OMFL's maximum drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for MTN and OMFL.
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Drawdown Indicators
| MTN | OMFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -33.24% | -44.30% |
Max Drawdown (1Y)Largest decline over 1 year | -26.40% | -7.58% | -18.82% |
Max Drawdown (3Y)Largest decline over 3 years | -45.73% | -15.52% | -30.21% |
Max Drawdown (5Y)Largest decline over 5 years | -61.17% | -22.44% | -38.73% |
Max Drawdown (10Y)Largest decline over 10 years | -61.17% | — | — |
Current DrawdownCurrent decline from peak | -55.82% | -2.09% | -53.73% |
Average DrawdownAverage peak-to-trough decline | -26.21% | -4.78% | -21.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.12% | 1.72% | +13.40% |
Volatility
MTN vs. OMFL - Volatility Comparison
Vail Resorts, Inc. (MTN) has a higher volatility of 16.23% compared to Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) at 4.22%. This indicates that MTN's price experiences larger fluctuations and is considered to be riskier than OMFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTN | OMFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.23% | 4.22% | +12.01% |
Volatility (6M)Calculated over the trailing 6-month period | 28.05% | 9.96% | +18.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.51% | 12.47% | +24.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.42% | 16.81% | +15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 20.08% | +12.52% |
Dividends
MTN vs. OMFL - Dividend Comparison
MTN's dividend yield for the trailing twelve months is around 6.66%, more than OMFL's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTN Vail Resorts, Inc. | 6.66% | 6.69% | 4.74% | 3.86% | 3.21% | 0.54% | 0.63% | 2.94% | 2.79% | 1.98% | 2.01% | 1.95% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.83% | 0.80% | 1.22% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% |
Frequently Asked Questions
MTN and OMFL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTN has higher volatility (16.23%) compared to OMFL (4.22%). In terms of maximum drawdown, MTN dropped -77.54% vs OMFL's -33.24%.
OMFL currently has the higher Sharpe Ratio (1.64 vs -0.23), 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.
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