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M4I.DE vs. FOO.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

M4I.DE vs. FOO.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Mastercard Inc (M4I.DE) and Salesforce.com Inc (FOO.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, M4I.DE achieves a -14.82% return, which is significantly higher than FOO.DE's -27.35% 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*

FOO.DE

1D
-0.54%
1M
5.55%
YTD
-27.35%
6M
-26.26%
1Y
-29.38%
3Y*
-5.00%
5Y*
-3.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

M4I.DE vs. FOO.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
M4I.DE
Mastercard Inc
-14.82%-2.53%31.81%20.01%1.73%13.01%5.55%4.92%
FOO.DE
Salesforce.com Inc
-27.35%-28.78%34.19%94.70%-45.37%24.00%24.14%-0.75%

Correlation

The correlation between M4I.DE and FOO.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2019

0.43

The correlation between M4I.DE and FOO.DE shifts across timeframes, from 0.31 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

M4I.DE vs. FOO.DE — Risk / Return Rank

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

M4I.DE
M4I.DE Risk / Return Rank: 99
Overall Rank
M4I.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
M4I.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
M4I.DE Omega Ratio Rank: 1212
Omega Ratio Rank
M4I.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
M4I.DE Martin Ratio Rank: 33
Martin Ratio Rank

FOO.DE
FOO.DE Risk / Return Rank: 1313
Overall Rank
FOO.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FOO.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
FOO.DE Omega Ratio Rank: 1414
Omega Ratio Rank
FOO.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
FOO.DE Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

M4I.DE vs. FOO.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (M4I.DE) and Salesforce.com Inc (FOO.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.DEFOO.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

0.88

0.89

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.69

-0.13

Martin ratioReturn relative to average drawdown

-1.69

-1.33

-0.36

M4I.DE vs. FOO.DE - Sharpe Ratio Comparison

The current M4I.DE Sharpe Ratio is -0.83, which is comparable to the FOO.DE Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of M4I.DE and FOO.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


M4I.DEFOO.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

-0.72

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.08

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.05

+0.25

Drawdowns

M4I.DE vs. FOO.DE - Drawdown Comparison

The maximum M4I.DE drawdown since its inception was -39.36%, smaller than the maximum FOO.DE drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for M4I.DE and FOO.DE.


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Drawdown Indicators


M4I.DEFOO.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.36%

-59.60%

+20.24%

Max Drawdown (1Y)

Largest decline over 1 year

-21.97%

-41.04%

+19.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.74%

-59.60%

+32.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-59.60%

+32.86%

Current Drawdown

Current decline from peak

-23.84%

-52.62%

+28.78%

Average Drawdown

Average peak-to-trough decline

-8.47%

-24.10%

+15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.69%

21.38%

-10.69%

Volatility

M4I.DE vs. FOO.DE - Volatility Comparison

The current volatility for Mastercard Inc (M4I.DE) is 8.51%, while Salesforce.com Inc (FOO.DE) has a volatility of 17.00%. This indicates that M4I.DE experiences smaller price fluctuations and is considered to be less risky than FOO.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.DEFOO.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

17.00%

-8.49%

Volatility (6M)

Calculated over the trailing 6-month period

16.76%

33.94%

-17.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

39.09%

-17.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

35.88%

-12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

37.48%

-10.53%

Dividends

M4I.DE vs. FOO.DE - Dividend Comparison

M4I.DE's dividend yield for the trailing twelve months is around 0.58%, less than FOO.DE's 0.76% yield.


PositionTTM202520242023202220212020
FOO.DE
Salesforce.com Inc
0.76%0.55%0.40%0.00%0.00%0.00%0.00%
M4I.DE
Mastercard Inc
0.58%0.48%0.41%0.47%0.50%0.40%0.43%

Financials

M4I.DE vs. FOO.DE - Financials Comparison

This section allows you to compare key financial metrics between Mastercard Inc and Salesforce.com 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 EUR except per share items

Frequently Asked Questions


M4I.DE and FOO.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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