MTPLF vs. SMLR

Last updated Jun 4, 2026

MTPLF (Metaplanet Inc) and SMLR (Semler Scientific, Inc.) are both stocks. MTPLF operates in Restaurants (Consumer Cyclical), while SMLR operates in Medical Devices (Healthcare). At a 0.26 correlation, their price movements are largely independent.

Performance

MTPLF vs. SMLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metaplanet Inc (MTPLF) and Semler Scientific, Inc. (SMLR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MTPLF

• 1D: -3.12%
• 1M: -28.57%
• YTD: -38.00%
• 6M: -38.00%
• 1Y: -84.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SMLR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MTPLF vs. SMLR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MTPLF Metaplanet Inc	-38.00%	8.70%	43.75%
SMLR Semler Scientific, Inc.	32.96%	-71.69%	-11.81%

Correlation

The correlation between MTPLF and SMLR is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Nov 26, 2024	0.26

Return for Risk

MTPLF vs. SMLR — Risk / Return Rank

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

MTPLF

MTPLF Risk / Return Rank: 6
MTPLF Sharpe Ratio Rank: 7
MTPLF Sortino Ratio Rank: 1
MTPLF Omega Ratio Rank: 4
MTPLF Calmar Ratio Rank: 3
MTPLF Martin Ratio Rank: 15

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.

MTPLF vs. SMLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metaplanet Inc (MTPLF) and Semler Scientific, Inc. (SMLR). 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.

	MTPLF	SMLR	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	—	—
Sortino ratio: Return per unit of downside risk	-2.19	—	—
Omega ratio: Gain probability vs. loss probability	0.78	—	—
Calmar ratio: Return relative to maximum drawdown	-0.95	—	—
Martin ratio: Return relative to average drawdown	-1.18	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MTPLF	SMLR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	—	—

Drawdowns

Drawdown Indicators

	MTPLF	SMLR	Difference
Max Drawdown Largest peak-to-trough decline	-89.90%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-88.21%	—	—
Current Drawdown Current decline from peak	-89.90%	—	—
Average Drawdown Average peak-to-trough decline	-56.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	71.32%	—	—

Volatility

Volatility by Period

	MTPLF	SMLR	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.43%	—	—
Volatility (6M) Calculated over the trailing 6-month period	65.15%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	96.87%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	156.55%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	156.55%	—	—

Dividends

MTPLF vs. SMLR - Dividend Comparison

Neither MTPLF nor SMLR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both MTPLF and SMLR in my portfolio?

MTPLF and SMLR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.