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MA vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MA vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mastercard Incorporated (MA) and BNB (BNB-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MA achieves a -13.89% return, which is significantly higher than BNB-USD's -29.49% return.


MA

1D
0.71%
1M
0.01%
YTD
-13.89%
6M
-14.05%
1Y
-12.30%
3Y*
10.32%
5Y*
6.66%
10Y*
18.64%

BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MA vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MA
Mastercard Incorporated
-13.89%9.04%24.17%23.40%-2.66%1.16%20.19%59.16%25.31%0.93%
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between MA and BNB-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.07

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.11

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Return for Risk

MA vs. BNB-USD — Risk / Return Rank

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

MA
MA Risk / Return Rank: 1111
Overall Rank
MA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MA Sortino Ratio Rank: 1414
Sortino Ratio Rank
MA Omega Ratio Rank: 1414
Omega Ratio Rank
MA Calmar Ratio Rank: 1313
Calmar Ratio Rank
MA Martin Ratio Rank: 55
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
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.

MA vs. BNB-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) and BNB (BNB-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MABNB-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

0.89

1.02

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.13

-0.66

Martin ratioReturn relative to average drawdown

-1.59

-0.20

-1.39

MA vs. BNB-USD - Sharpe Ratio Comparison

The current MA Sharpe Ratio is -0.74, which is lower than the BNB-USD Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of MA and BNB-USD, 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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Drawdowns

MA vs. BNB-USD - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, smaller than the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for MA and BNB-USD.


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Drawdown Indicators


MABNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-79.74%

+17.07%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-56.24%

+35.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-56.24%

+35.33%

Max Drawdown (5Y)

Largest decline over 5 years

-28.25%

-69.89%

+41.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

Current Drawdown

Current decline from peak

-17.82%

-53.42%

+35.60%

Average Drawdown

Average peak-to-trough decline

-9.82%

-38.71%

+28.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

42.27%

-31.79%

Volatility

MA vs. BNB-USD - Volatility Comparison

The current volatility for Mastercard Incorporated (MA) is 6.46%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that MA experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MABNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

17.28%

-10.82%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

34.73%

-17.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

44.38%

-22.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

50.42%

-26.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

80.06%

-53.14%

Frequently Asked Questions


MA and BNB-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to MA (6.46%). In terms of maximum drawdown, MA dropped -62.67% vs BNB-USD's -79.74%.

BNB-USD currently has the higher Sharpe Ratio (-0.13 vs -0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MA and BNB-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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