IMBBY vs. MA
IMBBY (Imperial Brands PLC) and MA (Mastercard Incorporated) are both stocks. IMBBY operates in Tobacco (Consumer Defensive), while MA operates in Credit Services (Financial Services). Over the past 10 years, IMBBY returned 3.18%/yr vs 17.95%/yr for MA. At a 0.22 correlation, their price movements are largely independent.
Performance
IMBBY vs. MA - Performance Comparison
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Returns By Period
In the year-to-date period, IMBBY achieves a -11.04% return, which is significantly higher than MA's -17.13% return. Over the past 10 years, IMBBY has underperformed MA with an annualized return of 3.18%, while MA has yielded a comparatively higher 17.95% annualized return.
IMBBY
- 1D
- 0.08%
- 1M
- -3.17%
- YTD
- -11.04%
- 6M
- -14.21%
- 1Y
- 0.26%
- 3Y*
- 26.88%
- 5Y*
- 17.42%
- 10Y*
- 3.18%
MA
- 1D
- -1.28%
- 1M
- -6.58%
- YTD
- -17.13%
- 6M
- -14.57%
- 1Y
- -18.49%
- 3Y*
- 8.69%
- 5Y*
- 5.81%
- 10Y*
- 17.95%
IMBBY vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | -11.04% | 38.90% | 47.56% | 0.53% | 22.09% | 14.14% | -6.19% | -10.65% | -23.41% | 2.89% |
MA Mastercard Incorporated | -17.13% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
Correlation
The correlation between IMBBY and MA is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.22 |
The correlation between IMBBY and MA shifts across timeframes, from -0.00 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IMBBY:
$29.06B
MA:
$421.09B
IMBBY:
$5.30
MA:
$17.28
IMBBY:
6.86
MA:
27.30
IMBBY:
2.75
MA:
1.59
IMBBY:
0.78
MA:
12.52
IMBBY:
7.20
MA:
62.64
IMBBY:
$38.07B
MA:
$33.94B
IMBBY:
$13.55B
MA:
$26.70B
IMBBY:
$8.33B
MA:
$21.23B
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Return for Risk
IMBBY vs. MA — Risk / Return Rank
IMBBY
MA
IMBBY vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) 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.
| IMBBY | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.87 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | -0.89 | +0.90 |
| Martin ratioReturn relative to average drawdown | 0.04 | -1.84 | +1.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMBBY | MA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.84 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.24 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.67 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.83 | -0.67 |
Drawdowns
IMBBY vs. MA - Drawdown Comparison
The maximum IMBBY drawdown since its inception was -65.19%, roughly equal to the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for IMBBY and MA.
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Drawdown Indicators
| IMBBY | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.19% | -62.67% | -2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -18.45% | -20.91% | +2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -18.89% | -20.91% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -28.25% | +6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -64.99% | -41.00% | -23.99% |
Current DrawdownCurrent decline from peak | -17.96% | -20.91% | +2.95% |
Average DrawdownAverage peak-to-trough decline | -26.22% | -9.82% | -16.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 10.06% | -2.80% |
Volatility
IMBBY vs. MA - Volatility Comparison
Imperial Brands PLC (IMBBY) has a higher volatility of 7.54% compared to Mastercard Incorporated (MA) at 5.95%. This indicates that IMBBY'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.
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Volatility by Period
| IMBBY | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 5.95% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 17.27% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 22.03% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 23.96% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.32% | 26.91% | -2.59% |
Dividends
IMBBY vs. MA - Dividend Comparison
IMBBY's dividend yield for the trailing twelve months is around 5.98%, more than MA's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMBBY Imperial Brands PLC | 5.98% | 5.37% | 6.04% | 7.62% | 7.03% | 8.58% | 9.92% | 10.41% | 7.93% | 5.03% | 4.54% | 0.00% |
MA Mastercard Incorporated | 0.69% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
Financials
IMBBY vs. MA - Financials Comparison
This section allows you to compare key financial metrics between Imperial Brands PLC 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.
Total Revenue: Total amount of money received from sales and other business activities
IMBBY vs. MA - Profitability Comparison
IMBBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a gross profit of 3.04B and revenue of 9.22B. Therefore, the gross margin over that period was 33.0%.
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%.
IMBBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported an operating income of 1.47B and revenue of 9.22B, resulting in an operating margin of 15.9%.
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%.
IMBBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Imperial Brands PLC reported a net income of 482.14M and revenue of 9.22B, resulting in a net margin of 5.2%.
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%.
Frequently Asked Questions
IMBBY and MA have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMBBY has higher volatility (7.54%) compared to MA (5.95%). In terms of maximum drawdown, IMBBY dropped -65.19% vs MA's -62.67%.
IMBBY currently has the higher Sharpe Ratio (0.01 vs -0.84), 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.
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