SWVL vs. MTC

The year-to-date returns for both investments are quite close, with SWVL having a -26.37% return and MTC slightly higher at -25.16%.

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This table presents a comparison of risk-adjusted performance metrics for Swvl Holdings Corp (SWVL) and Mmtec, Inc. (MTC). 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.

The current SWVL Sharpe Ratio is -0.42, which is higher than the MTC Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of SWVL and MTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither SWVL nor MTC has paid dividends to shareholders.

The maximum SWVL drawdown since its inception was -99.72%, roughly equal to the maximum MTC drawdown of -99.48%. Use the drawdown chart below to compare losses from any high point for SWVL and MTC. For additional features, visit the drawdowns tool.

Swvl Holdings Corp (SWVL) has a higher volatility of 40.67% compared to Mmtec, Inc. (MTC) at 19.12%. This indicates that SWVL's price experiences larger fluctuations and is considered to be riskier than MTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Swvl Holdings Corp and Mmtec, 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.