TMC vs. VXUS
TMC (TMC the metals company Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 3 years, TMC returned 47.19%/yr vs 18.87%/yr for VXUS. At a 0.29 correlation, their price movements are largely independent.
Performance
TMC vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, TMC achieves a -26.09% return, which is significantly lower than VXUS's 12.42% return.
TMC
- 1D
- -5.39%
- 1M
- -15.56%
- YTD
- -26.09%
- 6M
- -40.16%
- 1Y
- -31.01%
- 3Y*
- 47.19%
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -0.08%
- 1M
- 0.31%
- YTD
- 12.42%
- 6M
- 12.16%
- 1Y
- 27.37%
- 3Y*
- 18.87%
- 5Y*
- 8.23%
- 10Y*
- 10.22%
TMC vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TMC TMC the metals company Inc. | -26.09% | 450.89% | 1.82% | 42.86% | -62.98% | -81.18% |
VXUS Vanguard Total International Stock ETF | 12.42% | 32.35% | 5.08% | 15.86% | -16.08% | -2.04% |
Correlation
The correlation between TMC and VXUS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2021 | 0.29 |
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Return for Risk
TMC vs. VXUS — Risk / Return Rank
TMC
VXUS
TMC vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TMC the metals company Inc. (TMC) and Vanguard Total International Stock ETF (VXUS). 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.
| TMC | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.44 | -2.94 |
| Martin ratioReturn relative to average drawdown | -0.80 | 9.35 | -10.15 |
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Drawdowns
TMC vs. VXUS - Drawdown Comparison
The maximum TMC drawdown since its inception was -95.58%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for TMC and VXUS.
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Drawdown Indicators
| TMC | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.58% | -35.97% | -59.61% |
Max Drawdown (1Y)Largest decline over 1 year | -61.65% | -11.27% | -50.38% |
Max Drawdown (3Y)Largest decline over 3 years | -74.56% | -13.58% | -60.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | -63.37% | -3.12% | -60.25% |
Average DrawdownAverage peak-to-trough decline | -79.32% | -8.19% | -71.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.94% | 2.93% | +36.01% |
Volatility
TMC vs. VXUS - Volatility Comparison
TMC the metals company Inc. (TMC) has a higher volatility of 23.61% compared to Vanguard Total International Stock ETF (VXUS) at 7.07%. This indicates that TMC's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMC | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.61% | 7.07% | +16.54% |
Volatility (6M)Calculated over the trailing 6-month period | 65.75% | 14.44% | +51.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 97.03% | 16.34% | +80.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 112.94% | 16.27% | +96.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.94% | 17.02% | +95.92% |
Dividends
TMC vs. VXUS - Dividend Comparison
TMC has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMC TMC the metals company 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% |
VXUS Vanguard Total International Stock ETF | 2.59% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
TMC and VXUS have a correlation of 0.34, 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 VXUS (7.07%). In terms of maximum drawdown, TMC dropped -95.58% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.69 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.
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