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

Key characteristics


HDSNMA
YTD Return-35.14%6.96%
1Y Return-6.22%21.10%
3Y Return (Ann)41.30%6.99%
5Y Return (Ann)60.90%12.09%
10Y Return (Ann)12.01%20.91%
Sharpe Ratio-0.161.44
Daily Std Dev48.30%14.98%
Max Drawdown-98.81%-62.67%
Current Drawdown-66.51%-6.79%

Fundamentals


HDSNMA
Market Cap$425.98M$413.68B
EPS$0.97$12.59
PE Ratio9.6535.35
PEG Ratio0.331.56
Total Revenue (TTM)$277.08M$25.70B
Gross Profit (TTM)$101.90M$20.89B
EBITDA (TTM)$71.91M$15.69B

Correlation

-0.50.00.51.00.1

The correlation between HDSN and MA is 0.13, 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.

Performance

HDSN vs. MA - Performance Comparison

In the year-to-date period, HDSN achieves a -35.14% return, which is significantly lower than MA's 6.96% return. Over the past 10 years, HDSN has underperformed MA with an annualized return of 12.01%, while MA has yielded a comparatively higher 20.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%2024FebruaryMarchAprilMayJune
-33.66%
7.57%
HDSN
MA

Compare stocks, funds, or ETFs

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


Hudson Technologies, Inc.

Mastercard Inc

Risk-Adjusted Performance

HDSN vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hudson Technologies, Inc. (HDSN) 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.


HDSN
Sharpe ratio
The chart of Sharpe ratio for HDSN, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.00-0.16
Sortino ratio
The chart of Sortino ratio for HDSN, currently valued at 0.10, compared to the broader market-4.00-2.000.002.004.006.000.10
Omega ratio
The chart of Omega ratio for HDSN, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for HDSN, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19
Martin ratio
The chart of Martin ratio for HDSN, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.42
MA
Sharpe ratio
The chart of Sharpe ratio for MA, currently valued at 1.44, compared to the broader market-2.00-1.000.001.002.003.001.44
Sortino ratio
The chart of Sortino ratio for MA, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for MA, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for MA, currently valued at 1.72, compared to the broader market0.002.004.006.001.72
Martin ratio
The chart of Martin ratio for MA, currently valued at 4.97, compared to the broader market-5.000.005.0010.0015.0020.0025.004.97

HDSN vs. MA - Sharpe Ratio Comparison

The current HDSN Sharpe Ratio is -0.16, which is lower than the MA Sharpe Ratio of 1.44. The chart below compares the 12-month rolling Sharpe Ratio of HDSN and MA.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.502024FebruaryMarchAprilMayJune
-0.16
1.44
HDSN
MA

Dividends

HDSN vs. MA - Dividend Comparison

HDSN has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.54%.


TTM20232022202120202019201820172016201520142013
HDSN
Hudson Technologies, 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 Inc
0.54%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%

Drawdowns

HDSN vs. MA - Drawdown Comparison

The maximum HDSN drawdown since its inception was -98.81%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for HDSN and MA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-41.51%
-6.79%
HDSN
MA

Volatility

HDSN vs. MA - Volatility Comparison

Hudson Technologies, Inc. (HDSN) has a higher volatility of 9.34% compared to Mastercard Inc (MA) at 3.22%. This indicates that HDSN'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%25.00%2024FebruaryMarchAprilMayJune
9.34%
3.22%
HDSN
MA

Financials

HDSN vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Hudson Technologies, 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