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MA vs. AXP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MA and AXP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MA vs. AXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Inc (MA) and American Express Company (AXP). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.88%
29.75%
MA
AXP

Key characteristics

Sharpe Ratio

MA:

1.69

AXP:

2.79

Sortino Ratio

MA:

2.28

AXP:

3.63

Omega Ratio

MA:

1.31

AXP:

1.50

Calmar Ratio

MA:

2.25

AXP:

6.28

Martin Ratio

MA:

5.58

AXP:

22.48

Ulcer Index

MA:

4.77%

AXP:

2.99%

Daily Std Dev

MA:

15.78%

AXP:

24.09%

Max Drawdown

MA:

-62.67%

AXP:

-83.91%

Current Drawdown

MA:

-1.20%

AXP:

-2.26%

Fundamentals

Market Cap

MA:

$487.38B

AXP:

$212.28B

EPS

MA:

$13.20

AXP:

$13.60

PE Ratio

MA:

40.23

AXP:

22.16

PEG Ratio

MA:

2.03

AXP:

1.91

Total Revenue (TTM)

MA:

$27.23B

AXP:

$68.64B

Gross Profit (TTM)

MA:

$23.36B

AXP:

$40.70B

EBITDA (TTM)

MA:

$16.44B

AXP:

$16.27B

Returns By Period

In the year-to-date period, MA achieves a 24.52% return, which is significantly lower than AXP's 61.32% return. Over the past 10 years, MA has outperformed AXP with an annualized return of 20.46%, while AXP has yielded a comparatively lower 13.97% annualized return.


MA

YTD

24.52%

1M

3.02%

6M

16.42%

1Y

25.42%

5Y*

12.73%

10Y*

20.46%

AXP

YTD

61.32%

1M

3.80%

6M

30.36%

1Y

63.55%

5Y*

20.56%

10Y*

13.97%

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Risk-Adjusted Performance

MA vs. AXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (MA) and American Express Company (AXP). 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 MA, currently valued at 1.69, compared to the broader market-4.00-2.000.002.001.692.79
The chart of Sortino ratio for MA, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.283.63
The chart of Omega ratio for MA, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.50
The chart of Calmar ratio for MA, currently valued at 2.25, compared to the broader market0.002.004.006.002.256.28
The chart of Martin ratio for MA, currently valued at 5.58, compared to the broader market-5.000.005.0010.0015.0020.0025.005.5822.48
MA
AXP

The current MA Sharpe Ratio is 1.69, which is lower than the AXP Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of MA and AXP, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.69
2.79
MA
AXP

Dividends

MA vs. AXP - Dividend Comparison

MA's dividend yield for the trailing twelve months is around 0.50%, less than AXP's 0.90% yield.


TTM20232022202120202019201820172016201520142013
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
AXP
American Express Company
0.90%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%

Drawdowns

MA vs. AXP - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, smaller than the maximum AXP drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for MA and AXP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.20%
-2.26%
MA
AXP

Volatility

MA vs. AXP - Volatility Comparison

The current volatility for Mastercard Inc (MA) is 4.08%, while American Express Company (AXP) has a volatility of 7.50%. This indicates that MA experiences smaller price fluctuations and is considered to be less risky than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
7.50%
MA
AXP

Financials

MA vs. AXP - Financials Comparison

This section allows you to compare key financial metrics between Mastercard Inc and American Express 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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