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FOUR vs. MBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOUR vs. MBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shift4 Payments, Inc. (FOUR) and Angel Oak Mortgage-Backed Securities ETF (MBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FOUR achieves a -37.61% return, which is significantly lower than MBS's 0.74% return.


FOUR

1D
-2.31%
1M
-4.10%
YTD
-37.61%
6M
-43.35%
1Y
-58.27%
3Y*
-15.88%
5Y*
-16.19%
10Y*

MBS

1D
0.12%
1M
0.07%
YTD
0.74%
6M
1.02%
1Y
6.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FOUR vs. MBS - Yearly Performance Comparison


2026 (YTD)20252024
FOUR
Shift4 Payments, Inc.
-37.61%-39.32%35.38%
MBS
Angel Oak Mortgage-Backed Securities ETF
0.74%8.13%5.78%

Correlation

The correlation between FOUR and MBS is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2024

0.07

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Return for Risk

FOUR vs. MBS — Risk / Return Rank

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

FOUR
FOUR Risk / Return Rank: 44
Overall Rank
FOUR Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FOUR Sortino Ratio Rank: 44
Sortino Ratio Rank
FOUR Omega Ratio Rank: 44
Omega Ratio Rank
FOUR Calmar Ratio Rank: 55
Calmar Ratio Rank
FOUR Martin Ratio Rank: 66
Martin Ratio Rank

MBS
MBS Risk / Return Rank: 6767
Overall Rank
MBS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MBS Sortino Ratio Rank: 7676
Sortino Ratio Rank
MBS Omega Ratio Rank: 7373
Omega Ratio Rank
MBS Calmar Ratio Rank: 6161
Calmar Ratio Rank
MBS Martin Ratio Rank: 5555
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.

FOUR vs. MBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shift4 Payments, Inc. (FOUR) and Angel Oak Mortgage-Backed Securities ETF (MBS). 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.


FOURMBSDifference
Sharpe ratioReturn per unit of total volatility

-3.34

Sortino ratioReturn per unit of downside risk

-5.14

Omega ratioGain probability vs. loss probability

0.77

1.42

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.92

2.97

-3.89

Martin ratioReturn relative to average drawdown

-1.48

9.28

-10.76

FOUR vs. MBS - Sharpe Ratio Comparison

The current FOUR Sharpe Ratio is -1.09, which is lower than the MBS Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FOUR and MBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FOURMBSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

2.25

-3.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

1.61

-1.56

Drawdowns

FOUR vs. MBS - Drawdown Comparison

The maximum FOUR drawdown since its inception was -69.95%, which is greater than MBS's maximum drawdown of -4.09%. Use the drawdown chart below to compare losses from any high point for FOUR and MBS.


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Drawdown Indicators


FOURMBSDifference

Max Drawdown

Largest peak-to-trough decline

-69.95%

-4.09%

-65.86%

Max Drawdown (1Y)

Largest decline over 1 year

-63.22%

-2.20%

-61.02%

Max Drawdown (3Y)

Largest decline over 3 years

-68.73%

Max Drawdown (5Y)

Largest decline over 5 years

-69.68%

Current Drawdown

Current decline from peak

-68.73%

-1.35%

-67.38%

Average Drawdown

Average peak-to-trough decline

-31.56%

-1.02%

-30.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.42%

0.70%

+38.72%

Volatility

FOUR vs. MBS - Volatility Comparison

Shift4 Payments, Inc. (FOUR) has a higher volatility of 18.58% compared to Angel Oak Mortgage-Backed Securities ETF (MBS) at 0.89%. This indicates that FOUR's price experiences larger fluctuations and is considered to be riskier than MBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOURMBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.58%

0.89%

+17.69%

Volatility (6M)

Calculated over the trailing 6-month period

45.70%

2.00%

+43.70%

Volatility (1Y)

Calculated over the trailing 1-year period

53.64%

2.93%

+50.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.19%

3.99%

+52.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.43%

3.99%

+53.44%

Dividends

FOUR vs. MBS - Dividend Comparison

FOUR has not paid dividends to shareholders, while MBS's dividend yield for the trailing twelve months is around 5.61%.


PositionTTM20252024
FOUR
Shift4 Payments, Inc.
0.00%0.00%0.00%
MBS
Angel Oak Mortgage-Backed Securities ETF
5.61%5.28%4.52%

Frequently Asked Questions


FOUR and MBS have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FOUR has higher volatility (18.58%) compared to MBS (0.89%). In terms of maximum drawdown, FOUR dropped -69.95% vs MBS's -4.09%.

MBS currently has the higher Sharpe Ratio (2.25 vs -1.09), 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.

Portfolio Optimizer

Find the right allocation for FOUR and MBS

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