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AXP vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AXP vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and Mastercard Inc (MA). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JuneJulyAugustSeptemberOctoberNovember
650.35%
12,425.57%
AXP
MA

Returns By Period

In the year-to-date period, AXP achieves a 64.87% return, which is significantly higher than MA's 24.18% return. Over the past 10 years, AXP has underperformed MA with an annualized return of 14.39%, while MA has yielded a comparatively higher 20.48% annualized return.


AXP

YTD

64.87%

1M

14.16%

6M

28.86%

1Y

87.85%

5Y (annualized)

22.21%

10Y (annualized)

14.39%

MA

YTD

24.18%

1M

3.79%

6M

17.04%

1Y

28.40%

5Y (annualized)

13.22%

10Y (annualized)

20.48%

Fundamentals


AXPMA
Market Cap$215.00B$476.78B
EPS$13.59$13.07
PE Ratio22.4639.22
PEG Ratio1.941.96
Total Revenue (TTM)$68.64B$27.23B
Gross Profit (TTM)$40.70B$23.36B
EBITDA (TTM)$16.27B$16.44B

Key characteristics


AXPMA
Sharpe Ratio3.661.80
Sortino Ratio4.562.42
Omega Ratio1.631.33
Calmar Ratio5.782.40
Martin Ratio29.515.97
Ulcer Index2.98%4.76%
Daily Std Dev23.98%15.78%
Max Drawdown-83.91%-62.67%
Current Drawdown0.00%-0.66%

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Correlation

The correlation between AXP and MA is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Risk-Adjusted Performance

AXP vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Mastercard Inc (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.


Sharpe ratio
The chart of Sharpe ratio for AXP, currently valued at 3.66, compared to the broader market-4.00-2.000.002.004.003.661.80
The chart of Sortino ratio for AXP, currently valued at 4.56, compared to the broader market-4.00-2.000.002.004.004.562.42
The chart of Omega ratio for AXP, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.33
The chart of Calmar ratio for AXP, currently valued at 5.78, compared to the broader market0.002.004.006.005.782.40
The chart of Martin ratio for AXP, currently valued at 29.51, compared to the broader market0.0010.0020.0030.0029.515.97
AXP
MA

The current AXP Sharpe Ratio is 3.66, which is higher than the MA Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AXP and MA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.66
1.80
AXP
MA

Dividends

AXP vs. MA - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 0.88%, more than MA's 0.50% yield.


TTM20232022202120202019201820172016201520142013
AXP
American Express Company
0.88%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Drawdowns

AXP vs. MA - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for AXP and MA. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.66%
AXP
MA

Volatility

AXP vs. MA - Volatility Comparison

American Express Company (AXP) has a higher volatility of 9.03% compared to Mastercard Inc (MA) at 5.76%. This indicates that AXP's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.03%
5.76%
AXP
MA

Financials

AXP vs. MA - Financials Comparison

This section allows you to compare key financial metrics between American Express Company and Mastercard 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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