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

Correlation

The correlation between MAS and OC is 0.59, 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.


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.

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Key characteristics

Sharpe Ratio

MAS:

-0.12

OC:

-0.53

Sortino Ratio

MAS:

-0.02

OC:

-0.50

Omega Ratio

MAS:

1.00

OC:

0.94

Calmar Ratio

MAS:

-0.16

OC:

-0.44

Martin Ratio

MAS:

-0.39

OC:

-0.98

Ulcer Index

MAS:

12.39%

OC:

17.85%

Daily Std Dev

MAS:

30.39%

OC:

35.93%

Max Drawdown

MAS:

-90.35%

OC:

-85.22%

Current Drawdown

MAS:

-22.52%

OC:

-32.45%

Fundamentals

Market Cap

MAS:

$14.08B

OC:

$12.11B

EPS

MAS:

$3.66

OC:

$7.16

PE Ratio

MAS:

18.23

OC:

19.88

PEG Ratio

MAS:

1.90

OC:

1.55

PS Ratio

MAS:

1.83

OC:

1.05

PB Ratio

MAS:

164.42

OC:

2.53

Total Revenue (TTM)

MAS:

$7.70B

OC:

$11.21B

Gross Profit (TTM)

MAS:

$2.79B

OC:

$3.31B

EBITDA (TTM)

MAS:

$1.31B

OC:

$1.64B

Returns By Period

In the year-to-date period, MAS achieves a -8.82% return, which is significantly higher than OC's -16.39% return. Over the past 10 years, MAS has underperformed OC with an annualized return of 12.26%, while OC has yielded a comparatively higher 15.11% annualized return.


MAS

YTD

-8.82%

1M

7.02%

6M

-13.13%

1Y

-3.72%

3Y*

8.73%

5Y*

9.74%

10Y*

12.26%

OC

YTD

-16.39%

1M

2.42%

6M

-26.63%

1Y

-18.95%

3Y*

18.35%

5Y*

26.50%

10Y*

15.11%

*Annualized

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Masco Corporation

Owens Corning

Risk-Adjusted Performance

MAS vs. OC — Risk-Adjusted Performance Rank

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

MAS
The Risk-Adjusted Performance Rank of MAS is 4040
Overall Rank
The Sharpe Ratio Rank of MAS is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MAS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of MAS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of MAS is 4141
Calmar Ratio Rank
The Martin Ratio Rank of MAS is 4242
Martin Ratio Rank

OC
The Risk-Adjusted Performance Rank of OC is 2323
Overall Rank
The Sharpe Ratio Rank of OC is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of OC is 2222
Sortino Ratio Rank
The Omega Ratio Rank of OC is 2424
Omega Ratio Rank
The Calmar Ratio Rank of OC is 2222
Calmar Ratio Rank
The Martin Ratio Rank of OC is 2727
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.

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.


The current MAS Sharpe Ratio is -0.12, which is higher than the OC Sharpe Ratio of -0.53. 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.


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Dividends

MAS vs. OC - Dividend Comparison

MAS's dividend yield for the trailing twelve months is around 1.79%, less than OC's 1.83% yield.


TTM20242023202220212020201920182017201620152014
MAS
Masco Corporation
1.79%1.60%1.73%2.40%1.22%1.26%1.03%1.49%0.92%1.22%0.65%0.00%
OC
Owens Corning
1.83%1.41%1.40%1.64%1.15%1.27%1.35%1.43%0.88%1.44%1.45%1.79%

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.


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Volatility

MAS vs. OC - Volatility Comparison

Masco Corporation (MAS) and Owens Corning (OC) have volatilities of 13.11% and 12.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


1.50B2.00B2.50B3.00B20212022202320242025
1.80B
2.53B
(MAS) Total Revenue
(OC) Total Revenue
Values in USD except per share items

MAS vs. OC - Profitability Comparison

The chart below illustrates the profitability comparison between Masco Corporation and Owens Corning over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%20212022202320242025
35.8%
28.7%
(MAS) Gross Margin
(OC) Gross Margin
MAS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Masco Corporation reported a gross profit of 644.00M and revenue of 1.80B. Therefore, the gross margin over that period was 35.8%.

OC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Owens Corning reported a gross profit of 725.00M and revenue of 2.53B. Therefore, the gross margin over that period was 28.7%.

MAS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Masco Corporation reported an operating income of 286.00M and revenue of 1.80B, resulting in an operating margin of 15.9%.

OC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Owens Corning reported an operating income of 407.00M and revenue of 2.53B, resulting in an operating margin of 16.1%.

MAS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Masco Corporation reported a net income of 186.00M and revenue of 1.80B, resulting in a net margin of 10.3%.

OC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Owens Corning reported a net income of -93.00M and revenue of 2.53B, resulting in a net margin of -3.7%.