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M vs. SO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between M and SO is 0.12, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

M vs. SO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macy's, Inc. (M) and The Southern Company (SO). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
185.20%
4,514.14%
M
SO

Key characteristics

Sharpe Ratio

M:

-0.69

SO:

1.81

Sortino Ratio

M:

-0.82

SO:

2.58

Omega Ratio

M:

0.90

SO:

1.31

Calmar Ratio

M:

-0.40

SO:

2.47

Martin Ratio

M:

-1.47

SO:

6.05

Ulcer Index

M:

19.97%

SO:

5.43%

Daily Std Dev

M:

42.88%

SO:

18.12%

Max Drawdown

M:

-91.94%

SO:

-38.43%

Current Drawdown

M:

-72.41%

SO:

-1.79%

Fundamentals

Market Cap

M:

$3.66B

SO:

$100.14B

EPS

M:

$2.07

SO:

$3.99

PE Ratio

M:

6.37

SO:

22.88

PEG Ratio

M:

0.75

SO:

3.09

Total Revenue (TTM)

M:

$23.01B

SO:

$20.08B

Gross Profit (TTM)

M:

$9.27B

SO:

$8.91B

EBITDA (TTM)

M:

$1.73B

SO:

$9.96B

Returns By Period

In the year-to-date period, M achieves a -21.04% return, which is significantly lower than SO's 11.85% return. Over the past 10 years, M has underperformed SO with an annualized return of -11.44%, while SO has yielded a comparatively higher 12.18% annualized return.


M

YTD

-21.04%

1M

-4.58%

6M

-11.97%

1Y

-27.59%

5Y*

25.94%

10Y*

-11.44%

SO

YTD

11.85%

1M

0.50%

6M

1.36%

1Y

32.41%

5Y*

17.30%

10Y*

12.18%

*Annualized

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

M vs. SO — Risk-Adjusted Performance Rank

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

M
The Risk-Adjusted Performance Rank of M is 1919
Overall Rank
The Sharpe Ratio Rank of M is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of M is 1818
Sortino Ratio Rank
The Omega Ratio Rank of M is 2020
Omega Ratio Rank
The Calmar Ratio Rank of M is 2828
Calmar Ratio Rank
The Martin Ratio Rank of M is 1111
Martin Ratio Rank

SO
The Risk-Adjusted Performance Rank of SO is 9191
Overall Rank
The Sharpe Ratio Rank of SO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SO is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SO is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SO is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

M vs. SO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Macy's, Inc. (M) and The Southern Company (SO). 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 M, currently valued at -0.69, compared to the broader market-2.00-1.000.001.002.003.00
M: -0.69
SO: 1.81
The chart of Sortino ratio for M, currently valued at -0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
M: -0.82
SO: 2.58
The chart of Omega ratio for M, currently valued at 0.90, compared to the broader market0.501.001.502.00
M: 0.90
SO: 1.31
The chart of Calmar ratio for M, currently valued at -0.40, compared to the broader market0.001.002.003.004.005.00
M: -0.40
SO: 2.47
The chart of Martin ratio for M, currently valued at -1.47, compared to the broader market-5.000.005.0010.0015.0020.00
M: -1.47
SO: 6.05

The current M Sharpe Ratio is -0.69, which is lower than the SO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of M and SO, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.69
1.81
M
SO

Dividends

M vs. SO - Dividend Comparison

M's dividend yield for the trailing twelve months is around 5.34%, more than SO's 3.15% yield.


TTM20242023202220212020201920182017201620152014
M
Macy's, Inc.
5.34%4.11%3.28%3.06%1.15%3.36%8.89%5.08%6.00%4.17%3.98%1.81%
SO
The Southern Company
3.15%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%4.24%

Drawdowns

M vs. SO - Drawdown Comparison

The maximum M drawdown since its inception was -91.94%, which is greater than SO's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for M and SO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.41%
-1.79%
M
SO

Volatility

M vs. SO - Volatility Comparison

Macy's, Inc. (M) has a higher volatility of 13.01% compared to The Southern Company (SO) at 6.23%. This indicates that M's price experiences larger fluctuations and is considered to be riskier than SO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.01%
6.23%
M
SO

Financials

M vs. SO - Financials Comparison

This section allows you to compare key financial metrics between Macy's, Inc. and The Southern Company. 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
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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.

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