AMGN vs. MA
AMGN (Amgen Inc.) and MA (Mastercard Incorporated) are both stocks. AMGN operates in Drug Manufacturers - General (Healthcare), while MA operates in Credit Services (Financial Services). Over the past 10 years, AMGN returned 11.48%/yr vs 18.35%/yr for MA. At a 0.34 correlation, their price movements are largely independent.
Performance
AMGN vs. MA - Performance Comparison
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Returns By Period
In the year-to-date period, AMGN achieves a 8.36% return, which is significantly higher than MA's -13.70% return. Over the past 10 years, AMGN has underperformed MA with an annualized return of 11.48%, while MA has yielded a comparatively higher 18.35% annualized return.
AMGN
- 1D
- 1.15%
- 1M
- 6.38%
- YTD
- 8.36%
- 6M
- 7.51%
- 1Y
- 25.42%
- 3Y*
- 20.11%
- 5Y*
- 11.56%
- 10Y*
- 11.48%
MA
- 1D
- 1.93%
- 1M
- -0.16%
- YTD
- -13.70%
- 6M
- -9.69%
- 1Y
- -15.62%
- 3Y*
- 9.57%
- 5Y*
- 6.67%
- 10Y*
- 18.35%
AMGN vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 8.36% | 29.67% | -6.77% | 13.46% | 20.43% | 0.87% | -1.99% | 27.60% | 15.23% | 22.27% |
MA Mastercard Incorporated | -13.70% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
Correlation
The correlation between AMGN and MA 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 | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 26, 2006 | 0.34 |
The correlation between AMGN and MA shifts across timeframes, from 0.15 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AMGN:
$190.17B
MA:
$438.53B
AMGN:
$14.38
MA:
$17.28
AMGN:
24.31
MA:
28.43
AMGN:
1.40
MA:
1.66
AMGN:
5.09
MA:
13.04
AMGN:
20.69
MA:
65.24
AMGN:
$37.24B
MA:
$33.94B
AMGN:
$26.61B
MA:
$26.70B
AMGN:
$17.27B
MA:
$21.23B
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Return for Risk
AMGN vs. MA — Risk / Return Rank
AMGN
MA
AMGN vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) and Mastercard Incorporated (MA). 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.
| AMGN | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.64 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.89 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.75 | +2.29 |
| Martin ratioReturn relative to average drawdown | 3.61 | -1.54 | +5.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMGN | MA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | -0.71 | +1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.28 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.68 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.83 | -0.22 |
Drawdowns
AMGN vs. MA - Drawdown Comparison
The maximum AMGN drawdown since its inception was -63.48%, roughly equal to the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for AMGN and MA.
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Drawdown Indicators
| AMGN | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.48% | -62.67% | -0.81% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -20.91% | +4.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -20.91% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -28.25% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | -41.00% | +16.14% |
Current DrawdownCurrent decline from peak | -9.26% | -17.64% | +8.38% |
Average DrawdownAverage peak-to-trough decline | -16.78% | -9.82% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 10.19% | -3.13% |
Volatility
AMGN vs. MA - Volatility Comparison
Amgen Inc. (AMGN) and Mastercard Incorporated (MA) have volatilities of 6.28% and 6.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMGN | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.54% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 19.17% | 17.46% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.32% | 22.23% | +5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.88% | 23.98% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 26.92% | -2.11% |
Dividends
AMGN vs. MA - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 2.80%, more than MA's 0.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 2.80% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
MA Mastercard Incorporated | 0.66% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
Financials
AMGN vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Amgen Inc. and Mastercard Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AMGN vs. MA - Profitability Comparison
AMGN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported a gross profit of 5.87B and revenue of 8.62B. Therefore, the gross margin over that period was 68.2%.
MA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a gross profit of 4.91B and revenue of 8.40B. Therefore, the gross margin over that period was 58.4%.
AMGN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported an operating income of 2.67B and revenue of 8.62B, resulting in an operating margin of 30.9%.
MA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported an operating income of 4.91B and revenue of 8.40B, resulting in an operating margin of 58.4%.
AMGN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amgen Inc. reported a net income of 1.82B and revenue of 8.62B, resulting in a net margin of 21.1%.
MA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a net income of 3.88B and revenue of 8.40B, resulting in a net margin of 46.2%.
Frequently Asked Questions
AMGN and MA 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.
MA has higher volatility (6.54%) compared to AMGN (6.28%). In terms of maximum drawdown, AMGN dropped -63.48% vs MA's -62.67%.
AMGN currently has the higher Sharpe Ratio (0.93 vs -0.71), 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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