VEEV vs. MTD

In the year-to-date period, VEEV achieves a 16.43% return, which is significantly higher than MTD's 1.47% return. Over the past 10 years, VEEV has outperformed MTD with an annualized return of 23.69%, while MTD has yielded a comparatively lower 15.15% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Veeva Systems Inc. (VEEV) and Mettler-Toledo International Inc. (MTD). 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 VEEV Sharpe Ratio is 0.73, which is higher than the MTD Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of VEEV and MTD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither VEEV nor MTD has paid dividends to shareholders.

The maximum VEEV drawdown since its inception was -61.35%, roughly equal to the maximum MTD drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for VEEV and MTD. For additional features, visit the drawdowns tool.

Veeva Systems Inc. (VEEV) has a higher volatility of 13.04% compared to Mettler-Toledo International Inc. (MTD) at 5.75%. This indicates that VEEV's price experiences larger fluctuations and is considered to be riskier than MTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Veeva Systems Inc. and Mettler-Toledo International Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.