M vs. A
Compare and contrast key facts about Macy's, Inc. (M) and Agilent Technologies, Inc. (A).
Performance
M vs. A - Performance Comparison
Loading graphics...
M vs. A - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | -17.03% | 36.55% | -12.41% | 1.64% | -18.66% | 135.80% | -31.08% | -38.20% | 23.64% | -25.29% |
A Agilent Technologies, Inc. | -15.89% | 1.92% | -2.70% | -6.42% | -5.52% | 35.51% | 39.79% | 27.54% | 1.67% | 48.32% |
Fundamentals
M:
$5.00B
A:
$32.37B
M:
$2.31
A:
$4.53
M:
7.82
A:
25.14
M:
0.03
A:
6.89
M:
0.22
A:
4.59
M:
0.31
A:
4.69
M:
$22.62B
A:
$7.07B
M:
$8.27B
A:
$2.74B
M:
$1.92B
A:
$1.72B
Returns By Period
In the year-to-date period, M achieves a -17.03% return, which is significantly lower than A's -15.89% return. Over the past 10 years, M has underperformed A with an annualized return of -4.15%, while A has yielded a comparatively higher 11.84% annualized return.
M
- 1D
- 2.90%
- 1M
- -7.51%
- YTD
- -17.03%
- 6M
- 2.81%
- 1Y
- 50.67%
- 3Y*
- 5.68%
- 5Y*
- 6.72%
- 10Y*
- -4.15%
A
- 1D
- 1.99%
- 1M
- -5.88%
- YTD
- -15.89%
- 6M
- -10.83%
- 1Y
- -1.56%
- 3Y*
- -5.49%
- 5Y*
- -1.53%
- 10Y*
- 11.84%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
M vs. A — Risk / Return Rank
M
A
M vs. A - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and Agilent Technologies, Inc. (A). 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.
| M | A | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | -0.05 | +1.04 |
Sortino ratioReturn per unit of downside risk | 1.80 | 0.16 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.04 | +1.71 |
Martin ratioReturn relative to average drawdown | 4.34 | -0.11 | +4.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| M | A | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | -0.05 | +1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.05 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.43 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.13 | -0.04 |
Correlation
The correlation between M and A is 0.33, 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.
Dividends
M vs. A - Dividend Comparison
M's dividend yield for the trailing twelve months is around 4.08%, more than A's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
M Macy's, Inc. | 4.08% | 3.31% | 4.10% | 3.29% | 3.05% | 1.15% | 3.36% | 8.88% | 5.07% | 5.99% | 4.17% | 3.98% |
A Agilent Technologies, Inc. | 1.10% | 0.55% | 0.71% | 0.66% | 0.71% | 0.49% | 0.46% | 0.79% | 0.91% | 0.81% | 1.05% | 1.23% |
Drawdowns
M vs. A - Drawdown Comparison
The maximum M drawdown since its inception was -91.95%, roughly equal to the maximum A drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for M and A.
Loading graphics...
Drawdown Indicators
| M | A | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.95% | -93.18% | +1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -28.61% | -29.75% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -69.65% | -43.19% | -26.46% |
Max Drawdown (10Y)Largest decline over 10 years | -87.79% | -43.19% | -44.60% |
Current DrawdownCurrent decline from peak | -60.43% | -34.25% | -26.18% |
Average DrawdownAverage peak-to-trough decline | -34.39% | -57.45% | +23.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.00% | 11.44% | -0.44% |
Volatility
M vs. A - Volatility Comparison
Macy's, Inc. (M) has a higher volatility of 11.41% compared to Agilent Technologies, Inc. (A) at 7.18%. This indicates that M's price experiences larger fluctuations and is considered to be riskier than A based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| M | A | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.41% | 7.18% | +4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 29.30% | 19.54% | +9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.56% | 31.80% | +19.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.60% | 28.60% | +26.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.18% | 27.45% | +28.73% |
Financials
M vs. A - Financials Comparison
This section allows you to compare key financial metrics between Macy's, Inc. and Agilent Technologies, 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.
Total Revenue: Total amount of money received from sales and other business activities
M vs. A - Profitability Comparison
M - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported a gross profit of 2.11B and revenue of 7.92B. Therefore, the gross margin over that period was 26.7%.
A - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported a gross profit of 0.00 and revenue of 1.80B. Therefore, the gross margin over that period was 0.0%.
M - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported an operating income of 739.00M and revenue of 7.92B, resulting in an operating margin of 9.3%.
A - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported an operating income of 353.00M and revenue of 1.80B, resulting in an operating margin of 19.6%.
M - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Macy's, Inc. reported a net income of 506.00M and revenue of 7.92B, resulting in a net margin of 6.4%.
A - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Agilent Technologies, Inc. reported a net income of 305.00M and revenue of 1.80B, resulting in a net margin of 17.0%.