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TMC vs. ^DJI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

TMC vs. ^DJI

Last updated May 22, 2025

Compare and contrast key facts about TMC the metals company Inc. (TMC) and Dow Jones Industrial Average (^DJI).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMC or ^DJI.

Correlation

The correlation between TMC and ^DJI is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

TMC vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TMC the metals company Inc. (TMC) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TMC:

1.94

^DJI:

0.29

Sortino Ratio

TMC:

3.33

^DJI:

0.55

Omega Ratio

TMC:

1.40

^DJI:

1.08

Calmar Ratio

TMC:

2.32

^DJI:

0.32

Martin Ratio

TMC:

7.80

^DJI:

1.07

Ulcer Index

TMC:

27.95%

^DJI:

4.81%

Daily Std Dev

TMC:

109.19%

^DJI:

17.33%

Max Drawdown

TMC:

-95.58%

^DJI:

-53.78%

Current Drawdown

TMC:

-64.74%

^DJI:

-7.01%

Returns By Period

In the year-to-date period, TMC achieves a 291.96% return, which is significantly higher than ^DJI's -1.61% return.

TMC

YTD

291.96%

1M

79.92%

6M

386.80%

1Y

209.15%

3Y*

47.79%

5Y*

N/A

10Y*

N/A

^DJI

YTD

-1.61%

1M

9.67%

6M

-3.57%

1Y

4.98%

3Y*

10.22%

5Y*

11.34%

10Y*

8.67%

*Annualized

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TMC the metals company Inc.

Dow Jones Industrial Average

Risk-Adjusted Performance

TMC vs. ^DJI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TMC
The Risk-Adjusted Performance Rank of TMC is 9494
Overall Rank
The Sharpe Ratio Rank of TMC is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TMC is 9696
Sortino Ratio Rank
The Omega Ratio Rank of TMC is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TMC is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TMC is 9292
Martin Ratio Rank
^DJI
The Risk-Adjusted Performance Rank of ^DJI is 3636
Overall Rank
The Sharpe Ratio Rank of ^DJI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^DJI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ^DJI is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ^DJI is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMC vs. ^DJI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TMC the metals company Inc. (TMC) and Dow Jones Industrial Average (^DJI). 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 1.94, which is higher than the ^DJI Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of TMC and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Drawdowns

TMC vs. ^DJI - Drawdown Comparison

The maximum TMC drawdown since its inception was -95.58%, which is greater than ^DJI's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for TMC and ^DJI. For additional features, visit the drawdowns tool.

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Volatility

TMC vs. ^DJI - Volatility Comparison

TMC the metals company Inc. (TMC) has a higher volatility of 50.45% compared to Dow Jones Industrial Average (^DJI) at 4.38%. This indicates that TMC's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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