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TMC vs. DJIA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMC vs. DJIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TMC the metals company Inc. (TMC) and Global X Dow 30 Covered Call ETF (DJIA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMC achieves a -26.09% return, which is significantly lower than DJIA's 3.82% return.


TMC

1D
-5.39%
1M
-15.56%
YTD
-26.09%
6M
-40.16%
1Y
-31.01%
3Y*
47.19%
5Y*
10Y*

DJIA

1D
0.09%
1M
1.18%
YTD
3.82%
6M
3.27%
1Y
13.41%
3Y*
10.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMC vs. DJIA - Yearly Performance Comparison


2026 (YTD)2025202420232022
TMC
TMC the metals company Inc.
-26.09%450.89%1.82%42.86%-51.88%
DJIA
Global X Dow 30 Covered Call ETF
3.82%9.11%14.52%9.15%-1.07%

Correlation

The correlation between TMC and DJIA is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.20

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Return for Risk

TMC vs. DJIA — Risk / Return Rank

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

TMC
TMC Risk / Return Rank: 3131
Overall Rank
TMC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TMC Sortino Ratio Rank: 3636
Sortino Ratio Rank
TMC Omega Ratio Rank: 3535
Omega Ratio Rank
TMC Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMC Martin Ratio Rank: 2828
Martin Ratio Rank

DJIA
DJIA Risk / Return Rank: 5757
Overall Rank
DJIA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DJIA Sortino Ratio Rank: 6464
Sortino Ratio Rank
DJIA Omega Ratio Rank: 7272
Omega Ratio Rank
DJIA Calmar Ratio Rank: 4040
Calmar Ratio Rank
DJIA Martin Ratio Rank: 4545
Martin Ratio Rank
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.

TMC vs. DJIA - Risk-Adjusted Trends Comparison

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMCDJIADifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

1.02

1.38

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.50

1.84

-2.34

Martin ratioReturn relative to average drawdown

-0.80

6.84

-7.63

TMC vs. DJIA - Sharpe Ratio Comparison

The current TMC Sharpe Ratio is -0.32, which is lower than the DJIA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of TMC and DJIA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMC vs. DJIA - Drawdown Comparison

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.


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Drawdown Indicators


TMCDJIADifference

Max Drawdown

Largest peak-to-trough decline

-95.58%

-16.91%

-78.67%

Max Drawdown (1Y)

Largest decline over 1 year

-61.65%

-7.34%

-54.31%

Max Drawdown (3Y)

Largest decline over 3 years

-74.56%

-12.09%

-62.47%

Current Drawdown

Current decline from peak

-63.37%

-0.28%

-63.09%

Average Drawdown

Average peak-to-trough decline

-79.32%

-3.54%

-75.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.94%

1.97%

+36.97%

Volatility

TMC vs. DJIA - Volatility Comparison

TMC the metals company Inc. (TMC) has a higher volatility of 23.61% compared to Global X Dow 30 Covered Call ETF (DJIA) at 1.35%. 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.


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Volatility by Period


TMCDJIADifference

Volatility (1M)

Calculated over the trailing 1-month period

23.61%

1.35%

+22.26%

Volatility (6M)

Calculated over the trailing 6-month period

65.75%

6.33%

+59.42%

Volatility (1Y)

Calculated over the trailing 1-year period

97.03%

7.37%

+89.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.94%

11.16%

+101.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.94%

11.16%

+101.78%

Dividends

TMC vs. DJIA - Dividend Comparison

TMC has not paid dividends to shareholders, while DJIA's dividend yield for the trailing twelve months is around 10.76%.


PositionTTM2025202420232022
DJIA
Global X Dow 30 Covered Call ETF
10.76%10.60%11.44%7.16%9.18%
TMC
TMC the metals company Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMC and DJIA have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMC has higher volatility (23.61%) compared to DJIA (1.35%). In terms of maximum drawdown, TMC dropped -95.58% vs DJIA's -16.91%.

DJIA currently has the higher Sharpe Ratio (1.83 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for TMC and DJIA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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