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

Correlation

The correlation between RELX and MPTI is 0.09, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

RELX vs. MPTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RELX PLC (RELX) and M-tron Industries Inc (MPTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
115.54%
223.66%
RELX
MPTI

Key characteristics

Sharpe Ratio

RELX:

1.34

MPTI:

0.63

Sortino Ratio

RELX:

1.89

MPTI:

1.26

Omega Ratio

RELX:

1.23

MPTI:

1.16

Calmar Ratio

RELX:

2.59

MPTI:

0.87

Martin Ratio

RELX:

6.66

MPTI:

2.26

Ulcer Index

RELX:

3.52%

MPTI:

19.35%

Daily Std Dev

RELX:

17.49%

MPTI:

69.22%

Max Drawdown

RELX:

-55.06%

MPTI:

-49.99%

Current Drawdown

RELX:

-0.91%

MPTI:

-39.41%

Fundamentals

Market Cap

RELX:

$94.88B

MPTI:

$123.43M

EPS

RELX:

$1.33

MPTI:

$2.65

PE Ratio

RELX:

38.68

MPTI:

16.00

PEG Ratio

RELX:

2.91

MPTI:

0.56

Total Revenue (TTM)

RELX:

$9.43B

MPTI:

$37.83M

Gross Profit (TTM)

RELX:

$6.13B

MPTI:

$17.86M

EBITDA (TTM)

RELX:

$2.68B

MPTI:

$8.08M

Returns By Period

In the year-to-date period, RELX achieves a 13.25% return, which is significantly higher than MPTI's -12.45% return.


RELX

YTD

13.25%

1M

5.02%

6M

10.36%

1Y

24.22%

5Y*

22.73%

10Y*

14.34%

MPTI

YTD

-12.45%

1M

10.50%

6M

-7.24%

1Y

47.32%

5Y*

N/A

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

RELX vs. MPTI — Risk-Adjusted Performance Rank

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

RELX
The Risk-Adjusted Performance Rank of RELX is 8888
Overall Rank
The Sharpe Ratio Rank of RELX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of RELX is 8484
Sortino Ratio Rank
The Omega Ratio Rank of RELX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of RELX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of RELX is 9090
Martin Ratio Rank

MPTI
The Risk-Adjusted Performance Rank of MPTI is 7575
Overall Rank
The Sharpe Ratio Rank of MPTI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MPTI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MPTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MPTI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MPTI is 7575
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.

RELX vs. MPTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) and M-tron Industries Inc (MPTI). 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 RELX, currently valued at 1.34, compared to the broader market-2.00-1.000.001.002.003.00
RELX: 1.34
MPTI: 0.63
The chart of Sortino ratio for RELX, currently valued at 1.89, compared to the broader market-6.00-4.00-2.000.002.004.00
RELX: 1.89
MPTI: 1.26
The chart of Omega ratio for RELX, currently valued at 1.23, compared to the broader market0.501.001.502.00
RELX: 1.23
MPTI: 1.16
The chart of Calmar ratio for RELX, currently valued at 2.59, compared to the broader market0.001.002.003.004.005.00
RELX: 2.59
MPTI: 0.87
The chart of Martin ratio for RELX, currently valued at 6.66, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RELX: 6.66
MPTI: 2.26

The current RELX Sharpe Ratio is 1.34, which is higher than the MPTI Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of RELX and MPTI, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.34
0.63
RELX
MPTI

Dividends

RELX vs. MPTI - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 1.48%, while MPTI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RELX
RELX PLC
1.48%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%
MPTI
M-tron Industries 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%

Drawdowns

RELX vs. MPTI - Drawdown Comparison

The maximum RELX drawdown since its inception was -55.06%, which is greater than MPTI's maximum drawdown of -49.99%. Use the drawdown chart below to compare losses from any high point for RELX and MPTI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.91%
-39.41%
RELX
MPTI

Volatility

RELX vs. MPTI - Volatility Comparison

The current volatility for RELX PLC (RELX) is 5.38%, while M-tron Industries Inc (MPTI) has a volatility of 27.75%. This indicates that RELX experiences smaller price fluctuations and is considered to be less risky than MPTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
5.38%
27.75%
RELX
MPTI

Financials

RELX vs. MPTI - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC and M-tron Industries Inc. 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 © 2025 PortfoliosLab