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MTTR vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTTR and FZROX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MTTR vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matterport, Inc. (MTTR) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-51.21%
61.36%
MTTR
FZROX

Key characteristics

Sharpe Ratio

MTTR:

0.73

FZROX:

1.91

Sortino Ratio

MTTR:

5.82

FZROX:

2.57

Omega Ratio

MTTR:

1.81

FZROX:

1.35

Calmar Ratio

MTTR:

1.40

FZROX:

2.91

Martin Ratio

MTTR:

11.38

FZROX:

11.49

Ulcer Index

MTTR:

11.63%

FZROX:

2.17%

Daily Std Dev

MTTR:

180.99%

FZROX:

13.05%

Max Drawdown

MTTR:

-94.74%

FZROX:

-34.96%

Current Drawdown

MTTR:

-84.11%

FZROX:

-0.09%

Returns By Period

In the year-to-date period, MTTR achieves a 10.76% return, which is significantly higher than FZROX's 4.22% return.


MTTR

YTD

10.76%

1M

3.96%

6M

22.95%

1Y

112.55%

5Y*

N/A

10Y*

N/A

FZROX

YTD

4.22%

1M

2.81%

6M

11.29%

1Y

22.68%

5Y*

13.82%

10Y*

N/A

*Annualized

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

MTTR vs. FZROX — Risk-Adjusted Performance Rank

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

MTTR
The Risk-Adjusted Performance Rank of MTTR is 8989
Overall Rank
The Sharpe Ratio Rank of MTTR is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MTTR is 9999
Sortino Ratio Rank
The Omega Ratio Rank of MTTR is 9898
Omega Ratio Rank
The Calmar Ratio Rank of MTTR is 8484
Calmar Ratio Rank
The Martin Ratio Rank of MTTR is 9292
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 8787
Overall Rank
The Sharpe Ratio Rank of FZROX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTTR vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matterport, Inc. (MTTR) and Fidelity ZERO Total Market Index Fund (FZROX). 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 MTTR, currently valued at 0.73, compared to the broader market-2.000.002.004.000.731.91
The chart of Sortino ratio for MTTR, currently valued at 5.82, compared to the broader market-6.00-4.00-2.000.002.004.006.005.822.57
The chart of Omega ratio for MTTR, currently valued at 1.81, compared to the broader market0.501.001.502.001.811.35
The chart of Calmar ratio for MTTR, currently valued at 1.40, compared to the broader market0.002.004.006.001.402.91
The chart of Martin ratio for MTTR, currently valued at 11.38, compared to the broader market-10.000.0010.0020.0030.0011.3811.49
MTTR
FZROX

The current MTTR Sharpe Ratio is 0.73, which is lower than the FZROX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of MTTR and FZROX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.73
1.91
MTTR
FZROX

Dividends

MTTR vs. FZROX - Dividend Comparison

MTTR has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.11%.


TTM2024202320222021202020192018
MTTR
Matterport, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.11%1.16%1.36%1.57%1.08%1.27%1.45%0.63%

Drawdowns

MTTR vs. FZROX - Drawdown Comparison

The maximum MTTR drawdown since its inception was -94.74%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MTTR and FZROX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-84.11%
-0.09%
MTTR
FZROX

Volatility

MTTR vs. FZROX - Volatility Comparison

Matterport, Inc. (MTTR) has a higher volatility of 3.52% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 3.24%. This indicates that MTTR's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.52%
3.24%
MTTR
FZROX
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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.

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