VRTL vs. MCO
VRTL (GraniteShares 2x Long VRT Daily ETF) is Leveraged Equities fund actively managed by GraniteShares, while MCO (Moody's Corporation) is a stock. Over the past year, VRTL returned 264.81% vs 0.07% for MCO. At a correlation of -0.00, they often move in opposite directions.
Performance
VRTL vs. MCO - Performance Comparison
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Returns By Period
In the year-to-date period, VRTL achieves a 157.20% return, which is significantly higher than MCO's -2.52% return.
VRTL
- 1D
- -8.17%
- 1M
- -4.43%
- 6M
- 137.91%
- YTD
- 157.20%
- 1Y
- 264.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MCO
- 1D
- 1.73%
- 1M
- 10.69%
- 6M
- -6.94%
- YTD
- -2.52%
- 1Y
- 0.07%
- 3Y*
- 12.89%
- 5Y*
- 6.66%
- 10Y*
- 18.13%
VRTL vs. MCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VRTL GraniteShares 2x Long VRT Daily ETF | 157.20% | 110.50% |
MCO Moody's Corporation | -2.52% | 9.51% |
Correlation
The correlation between VRTL and MCO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | -0.00 |
The correlation between VRTL and MCO shifts across timeframes, from -0.14 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VRTL vs. MCO — Risk / Return Rank
VRTL
MCO
VRTL vs. MCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long VRT Daily ETF (VRTL) and Moody's Corporation (MCO). 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.
| VRTL | MCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.03 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.62 | 0.00 | +5.62 |
| Martin ratioReturn relative to average drawdown | 12.20 | 0.01 | +12.19 |
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Drawdowns
VRTL vs. MCO - Drawdown Comparison
The maximum VRTL drawdown since its inception was -60.58%, smaller than the maximum MCO drawdown of -78.72%. Use the drawdown chart below to compare losses from any high point for VRTL and MCO.
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Drawdown Indicators
| VRTL | MCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -78.72% | +18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -47.45% | -23.61% | -23.84% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -41.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.02% | — |
Current DrawdownCurrent decline from peak | -40.95% | -7.72% | -33.23% |
Average DrawdownAverage peak-to-trough decline | -16.75% | -17.75% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.82% | 11.60% | +10.22% |
Volatility
VRTL vs. MCO - Volatility Comparison
GraniteShares 2x Long VRT Daily ETF (VRTL) has a higher volatility of 50.97% compared to Moody's Corporation (MCO) at 9.47%. This indicates that VRTL's price experiences larger fluctuations and is considered to be riskier than MCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTL | MCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 50.97% | 9.47% | +41.50% |
Volatility (6M)Calculated over the trailing 6-month period | 95.41% | 22.81% | +72.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 123.18% | 27.41% | +95.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.88% | 26.57% | +101.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.88% | 27.72% | +100.16% |
Dividends
VRTL vs. MCO - Dividend Comparison
VRTL has not paid dividends to shareholders, while MCO's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.79% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
VRTL GraniteShares 2x Long VRT Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VRTL and MCO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTL has higher volatility (50.97%) compared to MCO (9.47%). In terms of maximum drawdown, VRTL dropped -60.58% vs MCO's -78.72%.
VRTL currently has the higher Sharpe Ratio (2.17 vs 0.00), 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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