PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AXP vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.5

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%14,000.00%NovemberDecember2025FebruaryMarchApril
578.29%
12,939.69%
AXP
MA

Key characteristics

Sharpe Ratio

AXP:

0.87

MA:

0.88

Sortino Ratio

AXP:

1.33

MA:

1.29

Omega Ratio

AXP:

1.17

MA:

1.17

Calmar Ratio

AXP:

1.03

MA:

1.27

Martin Ratio

AXP:

3.61

MA:

3.55

Ulcer Index

AXP:

6.16%

MA:

4.24%

Daily Std Dev

AXP:

25.65%

MA:

17.05%

Max Drawdown

AXP:

-83.91%

MA:

-62.67%

Current Drawdown

AXP:

-15.53%

MA:

-5.02%

Fundamentals

Market Cap

AXP:

$192.98B

MA:

$499.05B

EPS

AXP:

$14.01

MA:

$13.88

PE Ratio

AXP:

19.65

MA:

39.44

PEG Ratio

AXP:

1.90

MA:

2.20

Total Revenue (TTM)

AXP:

$52.22B

MA:

$21.82B

Gross Profit (TTM)

AXP:

$36.47B

MA:

$16.66B

EBITDA (TTM)

AXP:

$8.65B

MA:

$12.87B

Returns By Period

In the year-to-date period, AXP achieves a -7.04% return, which is significantly lower than MA's 4.11% return. Over the past 10 years, AXP has underperformed MA with an annualized return of 14.85%, while MA has yielded a comparatively higher 20.97% annualized return.


AXP

YTD

-7.04%

1M

-6.85%

6M

2.10%

1Y

23.40%

5Y*

31.96%

10Y*

14.85%

MA

YTD

4.11%

1M

-4.79%

6M

10.77%

1Y

14.83%

5Y*

18.97%

10Y*

20.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AXP vs. MA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXP
The Risk-Adjusted Performance Rank of AXP is 7878
Overall Rank
The Sharpe Ratio Rank of AXP is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 7272
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 8181
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 7979
Overall Rank
The Sharpe Ratio Rank of MA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MA is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.87, compared to the broader market-2.00-1.000.001.002.003.00
AXP: 0.87
MA: 0.88
The chart of Sortino ratio for AXP, currently valued at 1.33, compared to the broader market-6.00-4.00-2.000.002.004.00
AXP: 1.33
MA: 1.29
The chart of Omega ratio for AXP, currently valued at 1.17, compared to the broader market0.501.001.502.00
AXP: 1.17
MA: 1.17
The chart of Calmar ratio for AXP, currently valued at 1.03, compared to the broader market0.001.002.003.004.005.00
AXP: 1.03
MA: 1.27
The chart of Martin ratio for AXP, currently valued at 3.61, compared to the broader market-5.000.005.0010.0015.0020.00
AXP: 3.61
MA: 3.55

The current AXP Sharpe Ratio is 0.87, which is comparable to the MA Sharpe Ratio of 0.88. 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 Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.87
0.88
AXP
MA

Dividends

AXP vs. MA - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.02%, more than MA's 0.50% yield.


TTM20242023202220212020201920182017201620152014
AXP
American Express Company
1.02%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
MA
Mastercard Inc
0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.53%
-5.02%
AXP
MA

Volatility

AXP vs. MA - Volatility Comparison

American Express Company (AXP) has a higher volatility of 9.49% compared to Mastercard Inc (MA) at 5.83%. 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%NovemberDecember2025FebruaryMarchApril
9.49%
5.83%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab