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

Correlation

The correlation between MA and PG is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

MA vs. PG - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%December2025FebruaryMarchAprilMay
13,246.77%
396.80%
MA
PG

Key characteristics

Sharpe Ratio

MA:

1.17

PG:

0.04

Sortino Ratio

MA:

1.65

PG:

0.18

Omega Ratio

MA:

1.24

PG:

1.02

Calmar Ratio

MA:

1.48

PG:

0.07

Martin Ratio

MA:

6.18

PG:

0.16

Ulcer Index

MA:

4.00%

PG:

4.87%

Daily Std Dev

MA:

20.99%

PG:

18.85%

Max Drawdown

MA:

-62.67%

PG:

-54.23%

Current Drawdown

MA:

-2.78%

PG:

-9.55%

Fundamentals

Market Cap

MA:

$496.43B

PG:

$375.08B

EPS

MA:

$13.87

PG:

$6.31

PE Ratio

MA:

39.41

PG:

25.35

PEG Ratio

MA:

2.16

PG:

3.91

PS Ratio

MA:

17.61

PG:

4.54

PB Ratio

MA:

75.58

PG:

7.39

Total Revenue (TTM)

MA:

$29.07B

PG:

$83.93B

Gross Profit (TTM)

MA:

$22.22B

PG:

$43.05B

EBITDA (TTM)

MA:

$17.00B

PG:

$23.39B

Returns By Period

In the year-to-date period, MA achieves a 6.56% return, which is significantly higher than PG's -3.05% return. Over the past 10 years, MA has outperformed PG with an annualized return of 20.73%, while PG has yielded a comparatively lower 10.26% annualized return.


MA

YTD

6.56%

1M

2.36%

6M

10.44%

1Y

27.57%

5Y*

16.49%

10Y*

20.73%

PG

YTD

-3.05%

1M

-4.69%

6M

-1.55%

1Y

0.39%

5Y*

9.25%

10Y*

10.26%

*Annualized

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Risk-Adjusted Performance

MA vs. PG — Risk-Adjusted Performance Rank

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

MA
The Risk-Adjusted Performance Rank of MA is 8686
Overall Rank
The Sharpe Ratio Rank of MA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MA is 9090
Martin Ratio Rank

PG
The Risk-Adjusted Performance Rank of PG is 4949
Overall Rank
The Sharpe Ratio Rank of PG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of PG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of PG is 5454
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.

MA vs. PG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastercard Inc (MA) and The Procter & Gamble Company (PG). 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.


The chart of Sharpe ratio for MA, currently valued at 1.17, compared to the broader market-2.00-1.000.001.002.003.00
MA: 1.17
PG: 0.04
The chart of Sortino ratio for MA, currently valued at 1.65, compared to the broader market-6.00-4.00-2.000.002.004.00
MA: 1.65
PG: 0.18
The chart of Omega ratio for MA, currently valued at 1.24, compared to the broader market0.501.001.502.00
MA: 1.24
PG: 1.02
The chart of Calmar ratio for MA, currently valued at 1.48, compared to the broader market0.001.002.003.004.005.00
MA: 1.48
PG: 0.07
The chart of Martin ratio for MA, currently valued at 6.18, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
MA: 6.18
PG: 0.16

The current MA Sharpe Ratio is 1.17, which is higher than the PG Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of MA and PG, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.17
0.04
MA
PG

Dividends

MA vs. PG - Dividend Comparison

MA's dividend yield for the trailing twelve months is around 0.51%, less than PG's 2.54% yield.


TTM20242023202220212020201920182017201620152014
MA
Mastercard Inc
0.51%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
PG
The Procter & Gamble Company
2.54%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.32%2.78%

Drawdowns

MA vs. PG - Drawdown Comparison

The maximum MA drawdown since its inception was -62.67%, which is greater than PG's maximum drawdown of -54.23%. Use the drawdown chart below to compare losses from any high point for MA and PG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.78%
-9.55%
MA
PG

Volatility

MA vs. PG - Volatility Comparison

Mastercard Inc (MA) has a higher volatility of 13.37% compared to The Procter & Gamble Company (PG) at 9.26%. This indicates that MA's price experiences larger fluctuations and is considered to be riskier than PG 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%December2025FebruaryMarchAprilMay
13.37%
9.26%
MA
PG

Financials

MA vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Mastercard Inc and The Procter & Gamble 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


5.00B10.00B15.00B20.00B20212022202320242025
7.25B
19.78B
(MA) Total Revenue
(PG) Total Revenue
Values in USD except per share items

MA vs. PG - Profitability Comparison

The chart below illustrates the profitability comparison between Mastercard Inc and The Procter & Gamble Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20212022202320242025
76.7%
51.0%
(MA) Gross Margin
(PG) Gross Margin
MA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mastercard Inc reported a gross profit of 5.56B and revenue of 7.25B. Therefore, the gross margin over that period was 76.7%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported a gross profit of 10.08B and revenue of 19.78B. Therefore, the gross margin over that period was 51.0%.
MA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mastercard Inc reported an operating income of 4.15B and revenue of 7.25B, resulting in an operating margin of 57.2%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported an operating income of 4.56B and revenue of 19.78B, resulting in an operating margin of 23.1%.
MA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mastercard Inc reported a net income of 3.28B and revenue of 7.25B, resulting in a net margin of 45.2%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Procter & Gamble Company reported a net income of 3.77B and revenue of 19.78B, resulting in a net margin of 19.1%.