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 12.23%/yr vs 16.34%/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 5.88% return, which is significantly lower than MTUM's 25.95% return. Over the past 10 years, VALU has underperformed MTUM with an annualized return of 12.23%, while MTUM has yielded a comparatively higher 16.34% annualized return.
VALU
- 1D
- 0.05%
- 1M
- 17.29%
- 6M
- 7.50%
- YTD
- 5.88%
- 1Y
- 8.43%
- 3Y*
- -1.81%
- 5Y*
- 8.43%
- 10Y*
- 12.23%
MTUM
- 1D
- -2.22%
- 1M
- -2.90%
- 6M
- 21.75%
- YTD
- 25.95%
- 1Y
- 34.12%
- 3Y*
- 30.38%
- 5Y*
- 14.17%
- 10Y*
- 16.34%
VALU vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU Value Line, Inc. | 5.88% | -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 | 25.95% | 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 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
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 | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 2.97 | -2.49 |
| Martin ratioReturn relative to average drawdown | 1.12 | 10.23 | -9.11 |
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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 | -56.05% | -8.86% | -47.19% |
Average DrawdownAverage peak-to-trough decline | -33.15% | -6.19% | -26.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.52% | 3.34% | +4.18% |
Volatility
VALU vs. MTUM - Volatility Comparison
The current volatility for Value Line, Inc. (VALU) is 12.46%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 13.18%. 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 | 12.46% | 13.18% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.61% | 21.54% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.34% | 23.81% | +5.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.94% | 21.54% | +39.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.69% | 21.52% | +36.17% |
Dividends
VALU vs. MTUM - Dividend Comparison
VALU's dividend yield for the trailing twelve months is around 3.32%, more than MTUM's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTUM iShares MSCI USA Momentum Factor ETF | 0.59% | 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. | 3.32% | 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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUM has higher volatility (13.18%) compared to VALU (12.46%). In terms of maximum drawdown, VALU dropped -77.54% vs MTUM's -34.08%.
MTUM currently has the higher Sharpe Ratio (1.44 vs 0.29), 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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