TMC vs. VYM
TMC (TMC the metals company Inc.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 3 years, TMC returned 47.19%/yr vs 18.38%/yr for VYM. At a 0.24 correlation, their price movements are largely independent.
Performance
TMC vs. VYM - 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 VYM's 11.42% return.
TMC
- 1D
- -5.39%
- 1M
- -15.56%
- YTD
- -26.09%
- 6M
- -40.16%
- 1Y
- -31.01%
- 3Y*
- 47.19%
- 5Y*
- —
- 10Y*
- —
VYM
- 1D
- -0.09%
- 1M
- 0.17%
- YTD
- 11.42%
- 6M
- 10.23%
- 1Y
- 23.03%
- 3Y*
- 18.38%
- 5Y*
- 11.73%
- 10Y*
- 11.97%
TMC vs. VYM - 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% |
VYM Vanguard High Dividend Yield ETF | 11.42% | 15.42% | 17.60% | 6.57% | -0.43% | 7.45% |
Correlation
The correlation between TMC and VYM is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2021 | 0.24 |
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Return for Risk
TMC vs. VYM — Risk / Return Rank
TMC
VYM
TMC vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TMC the metals company Inc. (TMC) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.45 | -3.96 |
| Martin ratioReturn relative to average drawdown | -0.80 | 12.83 | -13.63 |
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Drawdowns
TMC vs. VYM - Drawdown Comparison
The maximum TMC drawdown since its inception was -95.58%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for TMC and VYM.
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Drawdown Indicators
| TMC | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.58% | -56.98% | -38.60% |
Max Drawdown (1Y)Largest decline over 1 year | -61.65% | -6.69% | -54.96% |
Max Drawdown (3Y)Largest decline over 3 years | -74.56% | -14.46% | -60.10% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -63.37% | -1.37% | -62.00% |
Average DrawdownAverage peak-to-trough decline | -79.32% | -7.18% | -72.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.94% | 1.80% | +37.14% |
Volatility
TMC vs. VYM - Volatility Comparison
TMC the metals company Inc. (TMC) has a higher volatility of 23.61% compared to Vanguard High Dividend Yield ETF (VYM) at 2.89%. This indicates that TMC's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TMC | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.61% | 2.89% | +20.72% |
Volatility (6M)Calculated over the trailing 6-month period | 65.75% | 7.64% | +58.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 97.03% | 10.37% | +86.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 112.94% | 13.93% | +99.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.94% | 16.32% | +96.62% |
Dividends
TMC vs. VYM - Dividend Comparison
TMC has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.30%.
| 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% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
TMC and VYM have a correlation of 0.26, 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 VYM (2.89%). In terms of maximum drawdown, TMC dropped -95.58% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.23 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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