M4I.DE vs. AXA.DE
M4I.DE (Mastercard Inc) and AXA.DE (AXA SA) are both stocks. Both are in the Financial Services sector — M4I.DE in Credit Services, AXA.DE in Insurance - Diversified. Over the past 5 years, M4I.DE returned 7.39%/yr vs 18.37%/yr for AXA.DE. At a 0.33 correlation, their price movements are largely independent.
Performance
M4I.DE vs. AXA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, M4I.DE achieves a -14.82% return, which is significantly lower than AXA.DE's 1.49% return.
M4I.DE
- 1D
- 3.97%
- 1M
- -0.79%
- YTD
- -14.82%
- 6M
- -11.34%
- 1Y
- -18.27%
- 3Y*
- 6.91%
- 5Y*
- 7.39%
- 10Y*
- —
AXA.DE
- 1D
- 0.87%
- 1M
- -0.09%
- YTD
- 1.49%
- 6M
- 8.22%
- 1Y
- -1.78%
- 3Y*
- 19.76%
- 5Y*
- 18.37%
- 10Y*
- 13.15%
M4I.DE vs. AXA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
M4I.DE Mastercard Inc | -14.82% | -2.53% | 31.81% | 20.01% | 1.73% | 13.01% | 5.55% | 4.31% |
AXA.DE AXA SA | 1.49% | 26.57% | 23.34% | 19.39% | 6.51% | 41.69% | -10.97% | 0.84% |
Correlation
The correlation between M4I.DE and AXA.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.33 |
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Return for Risk
M4I.DE vs. AXA.DE — Risk / Return Rank
M4I.DE
AXA.DE
M4I.DE vs. AXA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (M4I.DE) and AXA SA (AXA.DE). 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.
| M4I.DE | AXA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.01 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.10 | -0.72 |
| Martin ratioReturn relative to average drawdown | -1.69 | -0.17 | -1.52 |
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
| M4I.DE | AXA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.83 | -0.07 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.83 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.16 | +0.14 |
Drawdowns
M4I.DE vs. AXA.DE - Drawdown Comparison
The maximum M4I.DE drawdown since its inception was -39.36%, smaller than the maximum AXA.DE drawdown of -82.35%. Use the drawdown chart below to compare losses from any high point for M4I.DE and AXA.DE.
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Drawdown Indicators
| M4I.DE | AXA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.36% | -82.35% | +42.99% |
Max Drawdown (1Y)Largest decline over 1 year | -21.97% | -13.60% | -8.37% |
Max Drawdown (3Y)Largest decline over 3 years | -26.74% | -13.60% | -13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -24.68% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.95% | — |
Current DrawdownCurrent decline from peak | -23.84% | -3.70% | -20.14% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -26.49% | +18.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 7.94% | +2.75% |
Volatility
M4I.DE vs. AXA.DE - Volatility Comparison
Mastercard Inc (M4I.DE) has a higher volatility of 8.51% compared to AXA SA (AXA.DE) at 5.25%. This indicates that M4I.DE's price experiences larger fluctuations and is considered to be riskier than AXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| M4I.DE | AXA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 5.25% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 13.84% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 19.96% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 21.75% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.95% | 26.24% | +0.71% |
Dividends
M4I.DE vs. AXA.DE - Dividend Comparison
M4I.DE's dividend yield for the trailing twelve months is around 0.58%, less than AXA.DE's 5.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXA.DE AXA SA | 5.89% | 5.22% | 5.78% | 5.76% | 5.87% | 5.44% | 10.95% | 5.31% | 6.66% | 4.67% | 4.58% | 3.74% |
M4I.DE Mastercard Inc | 0.58% | 0.48% | 0.41% | 0.47% | 0.50% | 0.40% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
M4I.DE vs. AXA.DE - Financials Comparison
This section allows you to compare key financial metrics between Mastercard Inc and AXA SA. 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
Frequently Asked Questions
M4I.DE and AXA.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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