MTPLF vs. VDE

Last updated Jun 4, 2026

MTPLF (Metaplanet Inc) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past year, MTPLF returned -84.05% vs 45.53% for VDE. At a 0.06 correlation, their price movements are largely independent.

Performance

MTPLF vs. VDE - Performance Comparison

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

Returns By Period

In the year-to-date period, MTPLF achieves a -38.00% return, which is significantly lower than VDE's 32.24% return.

MTPLF

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

VDE

• 1D: 1.13%
• 1M: -2.17%
• YTD: 32.24%
• 6M: 29.32%
• 1Y: 45.53%
• 3Y*: 17.97%
• 5Y*: 20.43%
• 10Y*: 9.70%

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

MTPLF vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MTPLF Metaplanet Inc	-38.00%	8.70%	43.75%
VDE Vanguard Energy ETF	32.24%	7.11%	-8.75%

Correlation

The correlation between MTPLF and VDE is 0.05, 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	0.05
Correlation (All Time) Calculated using the full available price history since Nov 26, 2024	0.06

Return for Risk

MTPLF vs. VDE — 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

VDE

VDE Risk / Return Rank: 64
VDE Sharpe Ratio Rank: 66
VDE Sortino Ratio Rank: 60
VDE Omega Ratio Rank: 57
VDE Calmar Ratio Rank: 75
VDE Martin Ratio Rank: 62

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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metaplanet Inc (MTPLF) and Vanguard Energy ETF (VDE). 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	VDE	Difference
Sharpe ratio: Return per unit of total volatility	-0.88	2.25	-3.13
Sortino ratio: Return per unit of downside risk	-2.19	2.88	-5.07
Omega ratio: Gain probability vs. loss probability	0.78	1.36	-0.58
Calmar ratio: Return relative to maximum drawdown	-0.95	3.88	-4.83
Martin ratio: Return relative to average drawdown	-1.18	11.42	-12.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTPLF vs. VDE - Sharpe Ratio Comparison

The current MTPLF Sharpe Ratio is -0.88, which is lower than the VDE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of MTPLF and VDE, 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

	MTPLF	VDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.88	2.25	-3.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.78	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.28	-0.29

Drawdowns

MTPLF vs. VDE - Drawdown Comparison

The maximum MTPLF drawdown since its inception was -89.90%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for MTPLF and VDE.

Drawdown Indicators

	MTPLF	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-89.90%	-74.20%	-15.70%
Max Drawdown (1Y) Largest decline over 1 year	-88.21%	-11.80%	-76.41%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-89.90%	-6.43%	-83.47%
Average Drawdown Average peak-to-trough decline	-56.35%	-19.96%	-36.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.32%	4.00%	+67.32%

Volatility

MTPLF vs. VDE - Volatility Comparison

Metaplanet Inc (MTPLF) has a higher volatility of 14.43% compared to Vanguard Energy ETF (VDE) at 7.99%. This indicates that MTPLF's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTPLF	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.43%	7.99%	+6.44%
Volatility (6M) Calculated over the trailing 6-month period	65.15%	16.33%	+48.82%
Volatility (1Y) Calculated over the trailing 1-year period	96.87%	20.38%	+76.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	156.55%	26.40%	+130.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	156.55%	29.93%	+126.62%

Dividends

MTPLF vs. VDE - Dividend Comparison

MTPLF has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.37%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MTPLF Metaplanet 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%
VDE Vanguard Energy ETF	2.37%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both MTPLF and VDE in my portfolio?

MTPLF and VDE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTPLF or VDE?

MTPLF has higher volatility (14.43%) compared to VDE (7.99%). In terms of maximum drawdown, MTPLF dropped -89.90% vs VDE's -74.20%.

Which has better risk-adjusted returns?

VDE currently has the higher Sharpe Ratio (2.25 vs -0.88), 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.