TMC vs. DJIA

In the year-to-date period, TMC achieves a 283.93% return, which is significantly higher than DJIA's -2.61% return.

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This table presents a comparison of risk-adjusted performance metrics for TMC the metals company Inc. (TMC) and Global X Dow 30 Covered Call ETF (DJIA). 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 TMC Sharpe Ratio is 1.82, which is higher than the DJIA Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of TMC and DJIA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TMC has not paid dividends to shareholders, while DJIA's dividend yield for the trailing twelve months is around 12.72%.

The maximum TMC drawdown since its inception was -95.58%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for TMC and DJIA. For additional features, visit the drawdowns tool.

TMC the metals company Inc. (TMC) has a higher volatility of 50.43% compared to Global X Dow 30 Covered Call ETF (DJIA) at 2.23%. This indicates that TMC's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.