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

Correlation

The correlation between FL and MA is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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 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%AugustSeptemberOctoberNovemberDecember2025
47.40%
12,399.40%
FL
MA

Key characteristics

Sharpe Ratio

FL:

-0.44

MA:

1.44

Sortino Ratio

FL:

-0.27

MA:

1.99

Omega Ratio

FL:

0.96

MA:

1.27

Calmar Ratio

FL:

-0.38

MA:

1.98

Martin Ratio

FL:

-0.90

MA:

4.85

Ulcer Index

FL:

28.73%

MA:

4.84%

Daily Std Dev

FL:

58.05%

MA:

16.26%

Max Drawdown

FL:

-88.62%

MA:

-62.67%

Current Drawdown

FL:

-67.36%

MA:

-1.99%

Fundamentals

Market Cap

FL:

$1.94B

MA:

$481.59B

EPS

FL:

-$4.55

MA:

$13.22

PEG Ratio

FL:

-71.36

MA:

2.01

Total Revenue (TTM)

FL:

$8.12B

MA:

$20.68B

Gross Profit (TTM)

FL:

$2.19B

MA:

$18.34B

EBITDA (TTM)

FL:

-$319.00M

MA:

$12.55B

Returns By Period

In the year-to-date period, FL achieves a -6.02% return, which is significantly lower than MA's -0.20% return. Over the past 10 years, FL has underperformed MA with an annualized return of -6.59%, while MA has yielded a comparatively higher 20.85% annualized return.


FL

YTD

-6.02%

1M

-8.21%

6M

-19.36%

1Y

-22.51%

5Y*

-9.87%

10Y*

-6.59%

MA

YTD

-0.20%

1M

1.06%

6M

18.59%

1Y

22.52%

5Y*

10.79%

10Y*

20.85%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FL vs. MA — Risk-Adjusted Performance Rank

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

FL
The Risk-Adjusted Performance Rank of FL is 2424
Overall Rank
The Sharpe Ratio Rank of FL is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FL is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FL is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FL is 2626
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8383
Overall Rank
The Sharpe Ratio Rank of MA is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of MA is 9090
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.

FL vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Foot Locker, Inc. (FL) 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 FL, currently valued at -0.44, compared to the broader market-2.000.002.004.00-0.441.44
The chart of Sortino ratio for FL, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.271.99
The chart of Omega ratio for FL, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.27
The chart of Calmar ratio for FL, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.381.98
The chart of Martin ratio for FL, currently valued at -0.90, compared to the broader market-10.000.0010.0020.0030.00-0.904.85
FL
MA

The current FL Sharpe Ratio is -0.44, which is lower than the MA Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FL 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.44
1.44
FL
MA

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 0.52%.


TTM20242023202220212020201920182017201620152014
FL
Foot Locker, Inc.
0.00%0.00%5.14%3.97%1.95%2.30%3.81%2.53%2.57%1.52%1.49%1.53%
MA
Mastercard Inc
0.52%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

FL vs. MA - Drawdown Comparison

The maximum FL drawdown since its inception was -88.62%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for FL and MA. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-67.36%
-1.99%
FL
MA

Volatility

FL vs. MA - Volatility Comparison

Foot Locker, Inc. (FL) has a higher volatility of 10.41% compared to Mastercard Inc (MA) at 5.27%. This indicates that FL'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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.41%
5.27%
FL
MA

Financials

FL vs. MA - Financials Comparison

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