VALU vs. MTUM
VALU (Value Line, Inc.) is a stock, while MTUM (iShares MSCI USA Momentum Factor ETF) is Momentum fund tracking the MSCI USA Momentum SR Variant Index. Over the past 10 years, VALU returned 11.48%/yr vs 17.49%/yr for MTUM. At a 0.17 correlation, their price movements are largely independent.
Performance
VALU vs. MTUM - Performance Comparison
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Returns By Period
In the year-to-date period, VALU achieves a -6.86% return, which is significantly lower than MTUM's 32.00% return. Over the past 10 years, VALU has underperformed MTUM with an annualized return of 11.48%, while MTUM has yielded a comparatively higher 17.49% annualized return.
VALU
- 1D
- 1.61%
- 1M
- 6.50%
- YTD
- -6.86%
- 6M
- -7.19%
- 1Y
- -5.25%
- 3Y*
- -7.47%
- 5Y*
- 5.75%
- 10Y*
- 11.48%
MTUM
- 1D
- -4.48%
- 1M
- 8.74%
- YTD
- 32.00%
- 6M
- 29.92%
- 1Y
- 41.78%
- 3Y*
- 33.87%
- 5Y*
- 15.18%
- 10Y*
- 17.49%
VALU vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | -6.86% | -24.86% | 11.27% | -1.94% | 10.35% | 45.98% | 17.42% | 15.09% | 40.56% | 3.28% |
MTUM iShares MSCI USA Momentum Factor ETF | 32.00% | 22.15% | 32.89% | 9.15% | -18.27% | 13.36% | 29.86% | 27.25% | -1.67% | 37.50% |
Correlation
The correlation between VALU and MTUM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2013 | 0.17 |
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Return for Risk
VALU vs. MTUM — Risk / Return Rank
VALU
MTUM
VALU vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Value Line, Inc. (VALU) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.
| VALU | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.61 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.35 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 3.64 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.70 | 13.91 | -14.62 |
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Drawdowns
VALU vs. MTUM - Drawdown Comparison
The maximum VALU drawdown since its inception was -77.54%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VALU and MTUM.
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Drawdown Indicators
| VALU | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.54% | -34.08% | -43.46% |
Max Drawdown (1Y)Largest decline over 1 year | -17.84% | -11.54% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -43.43% | -20.99% | -22.44% |
Max Drawdown (5Y)Largest decline over 5 years | -67.15% | -32.28% | -34.87% |
Max Drawdown (10Y)Largest decline over 10 years | -67.15% | -34.08% | -33.07% |
Current DrawdownCurrent decline from peak | -61.33% | -4.48% | -56.85% |
Average DrawdownAverage peak-to-trough decline | -33.11% | -6.19% | -26.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.50% | 3.01% | +4.49% |
Volatility
VALU vs. MTUM - Volatility Comparison
The current volatility for Value Line, Inc. (VALU) is 8.74%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 12.20%. This indicates that VALU experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALU | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.74% | 12.20% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 19.44% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 21.93% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.79% | 21.15% | +39.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.62% | 21.31% | +36.31% |
Dividends
VALU vs. MTUM - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.77%, more than MTUM's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTUM iShares MSCI USA Momentum Factor ETF | 0.56% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
VALU Value Line, Inc. | 3.77% | 3.32% | 2.23% | 2.24% | 1.91% | 1.86% | 2.52% | 2.73% | 3.65% | 3.67% | 3.44% | 4.37% |
Frequently Asked Questions
VALU and MTUM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUM has higher volatility (12.20%) compared to VALU (8.74%). In terms of maximum drawdown, VALU dropped -77.54% vs MTUM's -34.08%.
MTUM currently has the higher Sharpe Ratio (1.92 vs -0.19), 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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