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

Correlation

The correlation between HAS and MPLX is 0.20, 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.


-0.50.00.51.00.2

Performance

HAS vs. MPLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hasbro, Inc. (HAS) and MPLX LP (MPLX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
135.40%
323.49%
HAS
MPLX

Key characteristics

Sharpe Ratio

HAS:

0.72

MPLX:

2.96

Sortino Ratio

HAS:

1.27

MPLX:

4.12

Omega Ratio

HAS:

1.15

MPLX:

1.52

Calmar Ratio

HAS:

0.37

MPLX:

3.89

Martin Ratio

HAS:

3.13

MPLX:

17.54

Ulcer Index

HAS:

6.62%

MPLX:

2.37%

Daily Std Dev

HAS:

28.67%

MPLX:

14.04%

Max Drawdown

HAS:

-74.40%

MPLX:

-85.72%

Current Drawdown

HAS:

-43.86%

MPLX:

-8.48%

Fundamentals

Market Cap

HAS:

$8.39B

MPLX:

$48.60B

EPS

HAS:

-$4.64

MPLX:

$4.24

PEG Ratio

HAS:

0.68

MPLX:

2.27

Total Revenue (TTM)

HAS:

$4.32B

MPLX:

$10.91B

Gross Profit (TTM)

HAS:

$2.51B

MPLX:

$4.95B

EBITDA (TTM)

HAS:

-$186.00M

MPLX:

$6.10B

Returns By Period

In the year-to-date period, HAS achieves a 18.19% return, which is significantly lower than MPLX's 40.00% return. Over the past 10 years, HAS has underperformed MPLX with an annualized return of 3.70%, while MPLX has yielded a comparatively higher 5.24% annualized return.


HAS

YTD

18.19%

1M

-6.90%

6M

-5.45%

1Y

18.14%

5Y*

-7.58%

10Y*

3.70%

MPLX

YTD

40.00%

1M

-0.63%

6M

18.92%

1Y

41.19%

5Y*

25.38%

10Y*

5.24%

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

HAS vs. MPLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hasbro, Inc. (HAS) and MPLX LP (MPLX). 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 HAS, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.722.96
The chart of Sortino ratio for HAS, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.274.12
The chart of Omega ratio for HAS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.52
The chart of Calmar ratio for HAS, currently valued at 0.37, compared to the broader market0.002.004.006.000.373.89
The chart of Martin ratio for HAS, currently valued at 3.13, compared to the broader market-5.000.005.0010.0015.0020.0025.003.1317.54
HAS
MPLX

The current HAS Sharpe Ratio is 0.72, which is lower than the MPLX Sharpe Ratio of 2.96. The chart below compares the historical Sharpe Ratios of HAS and MPLX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.72
2.96
HAS
MPLX

Dividends

HAS vs. MPLX - Dividend Comparison

HAS's dividend yield for the trailing twelve months is around 4.86%, less than MPLX's 7.42% yield.


TTM20232022202120202019201820172016201520142013
HAS
Hasbro, Inc.
4.86%5.48%4.56%2.67%2.91%2.53%3.03%2.44%2.56%2.69%3.07%2.18%
MPLX
MPLX LP
7.42%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%2.32%

Drawdowns

HAS vs. MPLX - Drawdown Comparison

The maximum HAS drawdown since its inception was -74.40%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for HAS and MPLX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-43.86%
-8.48%
HAS
MPLX

Volatility

HAS vs. MPLX - Volatility Comparison

Hasbro, Inc. (HAS) has a higher volatility of 8.51% compared to MPLX LP (MPLX) at 7.33%. This indicates that HAS's price experiences larger fluctuations and is considered to be riskier than MPLX 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%JulyAugustSeptemberOctoberNovemberDecember
8.51%
7.33%
HAS
MPLX

Financials

HAS vs. MPLX - Financials Comparison

This section allows you to compare key financial metrics between Hasbro, Inc. and MPLX LP. 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 © 2024 PortfoliosLab