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 25.77%/yr vs 17.03%/yr for VXUS. At a 0.30 correlation, their price movements are largely independent.
Performance
TMC vs. VXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TMC achieves a -39.06% return, which is significantly lower than VXUS's 12.04% return.
TMC
- 1D
- -8.52%
- 1M
- -27.55%
- 6M
- -49.05%
- YTD
- -39.06%
- 1Y
- -51.04%
- 3Y*
- 25.77%
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- -1.09%
- 1M
- -2.53%
- 6M
- 7.54%
- YTD
- 12.04%
- 1Y
- 25.31%
- 3Y*
- 17.03%
- 5Y*
- 8.68%
- 10Y*
- 9.44%
TMC vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TMC TMC the metals company Inc. | -39.06% | 450.89% | 1.82% | 42.86% | -62.98% | -81.18% |
VXUS Vanguard Total International Stock ETF | 12.04% | 32.35% | 5.08% | 15.86% | -16.08% | -2.04% |
Correlation
The correlation between TMC and VXUS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2021 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.28 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 2.25 | -3.04 |
| Martin ratioReturn relative to average drawdown | -1.23 | 8.45 | -9.68 |
Loading charts...
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.
Loading charts...
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 | -64.83% | -11.27% | -53.56% |
Max Drawdown (3Y)Largest decline over 3 years | -64.83% | -13.58% | -51.25% |
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 | -69.80% | -3.45% | -66.35% |
Average DrawdownAverage peak-to-trough decline | -79.16% | -8.17% | -70.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.60% | 3.00% | +38.60% |
Volatility
TMC vs. VXUS - Volatility Comparison
TMC the metals company Inc. (TMC) has a higher volatility of 15.56% compared to Vanguard Total International Stock ETF (VXUS) at 5.28%. 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.
Loading charts...
Volatility by Period
| TMC | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.56% | 5.28% | +10.28% |
Volatility (6M)Calculated over the trailing 6-month period | 63.84% | 14.78% | +49.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.88% | 16.63% | +77.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 112.45% | 16.31% | +96.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.45% | 16.99% | +95.46% |
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 2.60%.
| 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 | 2.60% | 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 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMC has higher volatility (15.56%) compared to VXUS (5.28%). In terms of maximum drawdown, TMC dropped -95.58% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.53 vs -0.55), 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.
Find the right allocation for TMC and VXUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer