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FL vs. MA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FL vs. MA - Performance Comparison

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

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Returns By Period


FL

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

MA

1D
-1.16%
1M
-2.90%
YTD
-14.93%
6M
-15.64%
1Y
-8.63%
3Y*
9.06%
5Y*
5.85%
10Y*
18.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FL vs. MA - Yearly Performance Comparison


Fundamentals

Market Cap

FL:

$2.30B

MA:

$432.29B

EPS

FL:

-$4.03

MA:

$17.28

PS Ratio

FL:

0.29

MA:

12.86

PB Ratio

FL:

0.89

MA:

64.31

Total Revenue (TTM)

FL:

$7.86B

MA:

$33.94B

Gross Profit (TTM)

FL:

$2.22B

MA:

$26.70B

EBITDA (TTM)

FL:

-$37.00M

MA:

$21.23B

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Return for Risk

FL vs. MA — Risk / Return Rank

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

FL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MA
MA Risk / Return Rank: 2424
Overall Rank
MA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MA Sortino Ratio Rank: 2121
Sortino Ratio Rank
MA Omega Ratio Rank: 2222
Omega Ratio Rank
MA Calmar Ratio Rank: 2828
Calmar Ratio Rank
MA Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FL vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) 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.

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.


FLMADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.41

Martin ratioReturn relative to average drawdown

-0.82

FL vs. MA - Sharpe Ratio Comparison


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Drawdowns

FL vs. MA - Drawdown Comparison

The maximum FL drawdown since its inception was 0.00%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for FL and MA.


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Drawdown Indicators


FLMADifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-62.67%

+62.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

0.00%

-18.81%

+18.81%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.83%

+9.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.58%

Volatility

FL vs. MA - Volatility Comparison


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Volatility by Period


FLMADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

21.39%

-21.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

24.04%

-24.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

26.94%

-26.94%

Dividends

FL vs. MA - Dividend Comparison

FL has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.67%.


PositionTTM20252024202320222021202020192018201720162015
FL
Foot Locker, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Incorporated
0.67%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%

Financials

FL vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Foot Locker, 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.


Quarterly
Annual

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


2.00B4.00B6.00B8.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
1.86B
8.40B
(FL) Total Revenue
(MA) Total Revenue
Values in USD except per share items

FL vs. MA - Profitability Comparison

The chart below illustrates the profitability comparison between Foot Locker, Inc. and Mastercard Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
24.6%
58.4%
Portfolio components
FL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Foot Locker, Inc. reported a gross profit of 457.00M and revenue of 1.86B. Therefore, the gross margin over that period was 24.6%.

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%.

FL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Foot Locker, Inc. reported an operating income of -11.00M and revenue of 1.86B, resulting in an operating margin of -0.6%.

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%.

FL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Foot Locker, Inc. reported a net income of -38.00M and revenue of 1.86B, resulting in a net margin of -2.1%.

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%.


Portfolio Optimizer

Find the right allocation for FL and MA

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