MA vs. PPFB.DE
MA (Mastercard Incorporated) is a stock, while PPFB.DE (iShares Physical Gold ETC) is Gold fund tracking the Gold. Over the past 3 years, MA returned 10.32%/yr vs 31.53%/yr for PPFB.DE. At a 0.02 correlation, their price movements are largely independent.
Performance
MA vs. PPFB.DE - Performance Comparison
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Different Trading Currencies
MA is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MA achieves a -13.89% return, which is significantly lower than PPFB.DE's 1.54% 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%
PPFB.DE
- 1D
- 0.72%
- 1M
- -4.62%
- YTD
- 1.54%
- 6M
- 4.30%
- 1Y
- 30.61%
- 3Y*
- 31.53%
- 5Y*
- —
- 10Y*
- —
MA vs. PPFB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MA Mastercard Incorporated | -13.89% | 9.04% | 24.17% | 23.40% | -2.66% | -7.80% |
PPFB.DE iShares Physical Gold ETC | 1.54% | 68.33% | 26.50% | 12.88% | 1.14% | -1.31% |
Correlation
The correlation between MA and PPFB.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.02 |
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Return for Risk
MA vs. PPFB.DE — Risk / Return Rank
MA
PPFB.DE
MA vs. PPFB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) and iShares Physical Gold ETC (PPFB.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.
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.
| MA | PPFB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 1.87 | -2.66 |
| Martin ratioReturn relative to average drawdown | -1.59 | 4.78 | -6.37 |
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Drawdowns
MA vs. PPFB.DE - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, which is greater than PPFB.DE's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for MA and PPFB.DE.
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Drawdown Indicators
| MA | PPFB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -21.42% | -41.25% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -17.21% | -3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -17.21% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | — | — |
Current DrawdownCurrent decline from peak | -17.82% | -15.63% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -5.42% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 6.76% | +3.72% |
Volatility
MA vs. PPFB.DE - Volatility Comparison
Mastercard Incorporated (MA) has a higher volatility of 6.46% compared to iShares Physical Gold ETC (PPFB.DE) at 5.67%. This indicates that MA's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MA | PPFB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 5.67% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 21.08% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 24.30% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 17.39% | +6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.92% | 17.39% | +9.53% |
Dividends
MA vs. PPFB.DE - Dividend Comparison
MA's dividend yield for the trailing twelve months is around 0.67%, while PPFB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
PPFB.DE iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MA and PPFB.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MA and PPFB.DE
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