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MAS vs. OC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MAS and OC is 0.62, 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.


-0.50.00.51.00.6

Performance

MAS vs. OC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Masco Corporation (MAS) and Owens Corning (OC). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
256.67%
644.82%
MAS
OC

Key characteristics

Sharpe Ratio

MAS:

0.44

OC:

0.63

Sortino Ratio

MAS:

0.81

OC:

1.02

Omega Ratio

MAS:

1.10

OC:

1.13

Calmar Ratio

MAS:

0.60

OC:

1.09

Martin Ratio

MAS:

1.45

OC:

3.02

Ulcer Index

MAS:

7.30%

OC:

6.27%

Daily Std Dev

MAS:

23.95%

OC:

30.01%

Max Drawdown

MAS:

-90.35%

OC:

-85.22%

Current Drawdown

MAS:

-13.40%

OC:

-17.25%

Fundamentals

Market Cap

MAS:

$16.52B

OC:

$15.72B

EPS

MAS:

$3.76

OC:

$11.78

PE Ratio

MAS:

20.37

OC:

15.55

PEG Ratio

MAS:

1.87

OC:

0.82

Total Revenue (TTM)

MAS:

$7.88B

OC:

$10.44B

Gross Profit (TTM)

MAS:

$2.85B

OC:

$3.10B

EBITDA (TTM)

MAS:

$1.36B

OC:

$2.22B

Returns By Period

In the year-to-date period, MAS achieves a 12.15% return, which is significantly lower than OC's 19.43% return. Over the past 10 years, MAS has underperformed OC with an annualized return of 14.42%, while OC has yielded a comparatively higher 19.42% annualized return.


MAS

YTD

12.15%

1M

-4.05%

6M

7.38%

1Y

10.31%

5Y*

11.05%

10Y*

14.42%

OC

YTD

19.43%

1M

-10.68%

6M

-2.07%

1Y

18.08%

5Y*

23.82%

10Y*

19.42%

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Risk-Adjusted Performance

MAS vs. OC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) and Owens Corning (OC). 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 MAS, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.440.63
The chart of Sortino ratio for MAS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.811.02
The chart of Omega ratio for MAS, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.13
The chart of Calmar ratio for MAS, currently valued at 0.60, compared to the broader market0.002.004.006.000.601.09
The chart of Martin ratio for MAS, currently valued at 1.45, compared to the broader market0.0010.0020.001.453.02
MAS
OC

The current MAS Sharpe Ratio is 0.44, which is lower than the OC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of MAS and OC, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.63
MAS
OC

Dividends

MAS vs. OC - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.57%, more than OC's 1.38% yield.


TTM20232022202120202019201820172016201520142013
MAS
Masco Corporation
1.57%1.73%2.40%1.22%1.27%1.03%1.49%0.92%1.22%0.65%0.00%0.00%
OC
Owens Corning
1.38%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%0.00%

Drawdowns

MAS vs. OC - Drawdown Comparison

The maximum MAS drawdown since its inception was -90.35%, which is greater than OC's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for MAS and OC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.40%
-17.25%
MAS
OC

Volatility

MAS vs. OC - Volatility Comparison

The current volatility for Masco Corporation (MAS) is 7.04%, while Owens Corning (OC) has a volatility of 8.85%. This indicates that MAS experiences smaller price fluctuations and is considered to be less risky than OC 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%JulyAugustSeptemberOctoberNovemberDecember
7.04%
8.85%
MAS
OC

Financials

MAS vs. OC - Financials Comparison

This section allows you to compare key financial metrics between Masco Corporation and Owens Corning. 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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